OCC announced today that total cleared contract volume reached 394,148,808 contracts in September, representing a 30 percent increase over the September 2010 volume of 303,851,940 contracts. The strong September trading volume keeps OCC on pace to clear a record number of contracts in 2011.
Options: Exchange-listed options trading increased 30 percent over September 2010 and included the ninth and tenth highest trading volume days on record. Total options volume year-to-date through September was 3,507,063,494 contracts, nearly 23 percent higher than at the same point last year.
Futures: Futures cleared by OCC reached 2,901,869 contracts in September, up 63 percent from September 2010. Year-to-date OCC has cleared 31,437,860 contracts, already 18 percent higher than the total number of futures contracts cleared in 2010.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw new loan activity fall 1 percent compared to September 2010 with 58,614 new loan transactions last month. Year-to-date securities lending activity is up 47 percent from 2010 with 586,725 new loan transactions in 2011. OCC's stock loan program had an average daily notional value of $15,535,931,414.
|
September 2011 Total Contract Volume |
September 2010 Total Contract Volume |
Sept. Total Contract % Change vs. 2010 |
YTD. Avg. Daily Contract 2011 |
YTD. Avg. Daily Contract 2010 |
Avg. Daily Contract % Change vs. 2010 |
Equity Options |
359,818,479 |
279,696,406 |
29% |
17,186,904 |
14,053,213 |
22% |
Index Options |
31,428,460 |
22,378,787 |
40% |
1,368,988 |
1,179,817 |
16% |
Total Options |
391,246,939 |
302,075,193 |
30% |
18,555,891 |
15,233,030 |
22% |
Equity Futures |
182,157 |
359,068 |
-49% |
13,849 |
21,050 |
-34% |
Index / |
2,718,450 |
1,417,251 |
92% |
152,457 |
77,997 |
96% |
Options on Futures |
1,262 |
428 |
195% |
31 |
22 |
41% |
Total Futures |
2,901,869 |
1,776,747 |
63% |
166,338 |
99,069 |
68% |
Total Volume |
394,148,808 |
303,851,940 |
30% |
18,722,229 |
15,332,099 |
22% |