The Options Clearing Corporation (OCC) announced today that total OCC cleared volume in September reached 303,851,940 contracts, representing a 4% decrease over the September 2009 volume of 316,624,143 contracts. OCC’s year-to-date average daily volume is up 6% compared to 2009 with 15,332,099 contracts and year-to-date total volume is up 6% with 2,882,434,696 contracts.
Options: Exchange-listed options trading volume reached 302,075,193 contracts in September, a 4% decrease from September 2009. Index options trading rose 7% from the previous September. Year-to-date average daily contract volume for exchange-listed options is up 5% compared to the same period last year with 15,233,031 contracts.
Futures: OCC cleared 1,776,747 futures contracts in September, a 2% decrease from September 2009. Equity futures volume was 359,068 contracts, a 14% decrease over the same month last year. Index and other futures volume rose 2% over the previous September with 1,417,251 contracts. Year-to-date average daily contract volume for futures cleared by OCC is up 177% compared to 2009.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 74% increase in new loan activity over September 2009 with 59,460 new loan transactions in September. Year-to-date securities lending activity is up 64% from 2009 with 459.664 new loan transactions in 2010. OCC’s stock loan program had an average daily notional value of $14,249,591,128.
|
|
Sept.
2010 Total Contract Volume |
Sept.
2009 Total Contract Volume |
Sept.
Total Contract % Change vs. 2009 |
YTD.
Avg. Daily Contract 2010 |
YTD.
Avg. Daily Contract 2009 |
Avg.
Daily Contract % Change vs. 2009 |
|
Equity Options |
279,696,406 |
293,862,512 |
-5% |
14,053,213 |
13,529,540 |
4% |
|
Index Options |
22,378,787 |
20,947,353 |
7% |
1,179,817 |
950,076 |
24% |
|
Total Options |
302,075,193 |
314,809,865 |
-4% |
15,233,031 |
14,479,616 |
5% |
|
Equity Futures |
359,068 |
418,029 |
-14% |
21,050 |
10,607 |
98% |
|
Index / |
1,417,251 |
1,395,415 |
2% |
77,997 |
25,148 |
210% |
|
Options |
428 |
834 |
-49% |
22 |
21 |
5% |
|
Total Futures |
1,776,747 |
1,814,278 |
-2% |
99,069 |
35,777 |
177% |
|
Total Volume |
303,851,940 |
316,624,143 |
-4% |
15,332,099 |
14,515,393 |
6% |
