Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Announces Total Contract Volume In July Increased 26%

Date 01/08/2011

OCC announced today that it cleared a total of 351,117,113 contracts in July. This represents a 26 percent increase over the July 2010 volume of 279,245,228 contracts. OCC year-to-date total volume is up 13 percent from 2010 with 2,589,510,083 contracts in 2011.

Options: Exchange-listed options trading in the U.S. for the month of July was up 26 percent from the previous year. Index options trading increased 35 percent over the previous July with 27,430,530 contracts. Equity options trading volume rose 25 percent compared to the same month last year with 320,787,641 contracts in July. Year-to-date average daily volume for exchange-listed options was up 13 percent compared to the same period last year with 17,694,946 contracts.

Futures: Futures cleared by OCC reached 2,898,942 contracts in July, up 55 percent from July 2010. Index and other futures volume reached 2,781,758 contracts in July, a 118 percent increase over the same month last year when 1,274,969 contracts were traded. OCC year-to-date futures volume is up 56 percent with 23,742,935 cleared contracts in 2011.

Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 24 percent increase in new loan activity over July 2010 with 67,641 new loan transactions in July. Year-to-date securities lending activity is up 37 percent from 2010 with 466,787 new loan transactions in 2011. OCC's stock loan program had an average daily notional value of $13,171,212,349.

July 2011 Total Contract Volume

July 2010 Total Contract Volume

July Total Contract % Change vs. 2010

YTD. Avg. Daily Contract 2011

YTD. Avg. Daily Contract 2010

Avg. Daily Contract % Change vs. 2010

Equity Options

320,787,641

257,060,882

25%

16,459,025

14,483,266

14%

Index Options

27,430,530

20,309,433

35%

1,235,921

1,228,785

1%

Total Options

348,218,171

277,370,315

26%

17,694,946

15,712,051

13%

Equity Futures

115,974

599,564

-81%

13,297

22,009

-40%

Index /
Other Futures

2,781,758

1,274,969

118%

150,426

82,844

82%

Options on Futures

1210

380

218%

22

23

-4%

Total Futures

2,898,942

1,874,913

55%

163,744

104,876

56%

Total Volume

351,117,113

279,245,228

26%

17,858,690

15,816,927

13%