OneChicago, LLC (“OCX”) today reported that 530,110 security futures contracts traded at the Exchange in May 2010, an increase of 391% from May 2009. Year to date volume was 2,132,102, up 202% from 2009.
Open interest stood at 697,671 contracts at the end of May 2010, a 489% increase over May 2009.
The top five May volume OneChicago contracts are:- Merck & Company, Inc.
- Microsoft Corporation
- Johnson & Johnson
- Pepsico, Inc
- Pfizer, Inc
- Exchange for Physical (“EFP”) volume was 344,805 with a total notional value of $1.5 billion.
- Average daily volume was 26,506, the fourth consecutive month of increases in ADV.
