Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Volume Increases 21% In June

Date 01/07/2011

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 /
Other Futures

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%