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
/ |
1,233,881 |
1,090,991 |
13% |
79,319 |
19,955 |
297% |
Options |
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% |