OCC announced today that total cleared volume in June reached 376,877,261 contracts, a 21 percent increase from the June 2010 volume of 311,231,916 contracts. First half total cleared volume was 2,238,392,970 contracts, 11 percent higher than the first half last year. OCC’s securities lending clearing also continued its growth in June with a 13 percent increase in transactions processed from the previous June.
Options: Exchange-listed options trading volume rose 21 percent in June, with 372,928,893 contracts changing hands. Index options volume increased 27 percent from the previous June with 30,398,305 contracts traded. Year-to-date average daily volume for exchange-listed options was up 10 percent compared to the same period last year with 16,526,167 contracts.
Futures: Futures cleared by OCC reached 3,948,368 contracts in June, up 101 percent from June 2010. Index and other futures volume was up 136 percent with 3,554,409 contracts changing hands. OCC’s year-to-date total futures volume is up 56 percent in 2011 with 20,843,993 cleared contracts.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 13 percent increase in new loan activity over June 2010 with 68,369 new loan transactions. Year-to-date securities lending activity in the first half of 2011 is up 40 percent from 2010 with 399,146 new loan transactions. OCC's stock loan program had an average daily notional value of $14,547,903,456.
|
June 2011 Total Contract Volume |
June 2010 Total Contract Volume |
June Total Contract % Change vs. 2010 |
YTD. Avg. Daily Contract 2011 |
YTD. Avg. Daily Contract 2010 |
Avg. Daily Contract % Change vs. 2010 |
Equity Options |
342,530,588 |
285,302,265 |
20.06% |
16,526,167 |
14,863,006 |
11.19% |
Index Options |
30,398,305 |
23,960,601 |
26.87% |
1,214,225 |
1,273,100 |
-4.62% |
Total Options |
372,928,893 |
309,262,866 |
20.59% |
17,740,392 |
16,136,106 |
9.94% |
Equity Futures |
393,546 |
459,640 |
-14.38% |
14,497 |
20,901 |
-30.64% |
Index / |
3,554,409 |
1,509,034 |
135.54% |
152,240 |
86,592 |
75.81% |
Options on Futures |
413 |
376 |
9.84% |
15 |
24 |
-37.50% |
Total Futures |
3,948,368 |
1,969,050 |
100.52% |
166,752 |
107,517 |
55.09% |
Total Volume |
376,877,261 |
311,231,916 |
21.09% |
17,907,144 |
16,243,623 |
10.24% |