Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Announces Total Cleared Volume Rose 30 Percent In September

Date 03/10/2011

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 /
Other Futures

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%