Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Options Clearing Corporation Announces Total Contract Volume Remained Flat In August While Stock Loan Program Activity Continued To Grow

Date 01/09/2010

The Options Clearing Corporation (OCC) announced today that total OCC cleared volume in August reached 285,128,314 contracts, representing a 1% decrease over the August 2009 volume of 287,627,998 contracts. OCC’s year-to-date average daily volume is up 7% compared to 2009 with 15,440,615 and year-to-date total volume is up 7% with 2,578,582,756 contracts. Activity in OCC’s securities lending program has continued to grow with an 88% increase over last August.

Options: Exchange-listed options trading volume reached 283,487,110 contracts in August, a 1% decrease from August 2009. Index options trading rose 10% from the previous August. Year-to-date average daily contract volume for exchange-listed options is up 6% compared to the same period last year.

Futures: Futures cleared by OCC in August rose to 1,641,204 contracts with a year-to-date average daily contract volume of 100,888. Equity futures volume reached 407,036 contracts, a 53% increase over the same month last year when 266,891 were traded. Index and other futures volume came in at 1,233,881 this month and show a year-to-date average of 79,319 daily contracts.

Securities Lending: In addition to the 88% increase from August 2009, OCC's stock loan program, including OTC and AQS, saw an 9% increase in new loan activity over July with 59,778 new loan transactions in August. Year-to-date securities lending activity is up 62% from 2009 with 400,204 new loan transactions in 2010. OCC’s stock loan program had an average daily notional value of $13,171,478,824 in August.

 

August 2010 Total Contract Volume

August 2009 Total Contract Volume

August Total Contract % Change vs.  2009

YTD. Avg. Daily Contract 2010

YTD. Avg. Daily Contract 2009

Avg. Daily  Contract % Change vs. 2009

Equity Options

262,234,107

266,913,045

-2%

14,145,555

13,471,203

5%

Index Options

21,253,003

19,356,579

10%

1,194,173

944,114

26%

Total Options

283,487,110

286,269,624

-1%

15,339,728

14,415,317

6%

Equity Futures

407,036

266,891

53%

21,547

9,438

128%

Index /
Other Futures

1,233,881

1,090,991

13%

79,319

19,955

297%

Options
on Futures

287

492

-42%

22

19

16%

Total Futures

1,641,204

1,358,374

21%

100,888

29,412

243%

Total Volume

285,128,314

287,627,998

-1%

15,440,615

14,444,729

7%