Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OneChicago Announces Trading Volume For January 2015

Date 02/02/2015

  • Average January Block Trade Size was 230 (23,000 share equivalent)
  • Exchange Successful Consolidates All Products onto its Own Matching Engine and Reporting Platform – OCXdelta1

OneChicago, LLC (OCX), an equity finance exchange, today announced its January 2015 volume of 546,942, a decrease of 11% year-over-year. OneChicago is a CFTC and SEC regulated exchange offering Single Stock Futures (SSF), a Delta One product, on approximately 1,500 equities, including ADRs and ETFs. 

January 2015 highlights include:

  • The exchange successfully consolidated all products onto OCXdelta1, the proprietary matching and reporting platform and onto the multicast market data ticker plant, OCTP. OCXdelta1 supports the reporting of bilateral blocks and EFP’s; as well as the trading of blocks and the newly listed OCX.Weekly products.
  • Year-to-date volume through January 31, 2015, was 546,942 down 11% compared to 2014.
  • Open interest decreased 9% year-over-year to 531,730 contracts on the equity finance exchange at close-of-market, January 30, 2015.
  • 542,284 blocks and EFPs were traded on OCXdelta1. January 2015 EFP and block activity represented $2.5 billion in notional value.
  • 49% of January 2015 month-end open interest was in OCX.NoDivRisk™ products. The OCX.NoDivRisk product suite is an innovative equity finance tool which removes dividend risk for customers carrying synthetic equity delta exposure.
Month End Volume and Open Interest – Summary
For 01/2015
Type 01/2015 Avg Daily Volume 01/2015 Total Volume Previous Year Monthly Volume % Change YTD Total Volume Month End Open Interest
ETF 6,303 126,066 157,688 -20% 126,066 42,319
SSF 21,044 420,876 455,925 -8% 420,876 489,411
Exchange Total 27,347 546,942 613,613 -11% 546,942 531,730