The Options Clearing Corporation (OCC) announced today that total OCC volume reached 354,897,569 contracts in November. This represents a 33% percent increase over the November 2009 volume of 266,989,810 contracts. OCC year-to-date total volume is up 8% with 3,581,480,630 contracts, only 43,540,423 contracts away from last year’s annual total. As of the end of November, OCC’s year-to-date cleared futures volume is 23,619,380, nearly double the 2009 annual total of 12,383,935 contracts.
Options: Exchange-listed options trading in the U.S for the month of November was up 33% from the previous year. Index options trading increased 5% over the previous November with 23,247,409 contracts. Equity options trading volume rose 35% compared to the same month last year with 328,797,894 contracts in November.
Futures: Futures cleared by OCC in November rose to 2,852,266 with an average daily contract volume of 135,822. Index and other futures volume reached 2,632,779 contracts in November, a 74% percent increase over the same month last year where 1,513,317 were traded. Futures cleared by OCC show a year-to-date average daily contract volume of 102,693.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 71% increase in new loan activity over November 2009 with 63,852 new loan transactions in November. Year-to-date securities lending activity is up 66% from 2009 with 587,320 new loan transactions in 2010. OCC’s stock loan program had an average daily notional value of $13,115,494,987.
|
|
Nov.
2010 Total Contract Volume |
Nov.
2009 Total Contract Volume |
Nov.
Total Contract % Change vs. 2009 |
YTD.
Avg. Daily Contract 2010 |
YTD.
Avg. Daily Contract 2009 |
Avg.
Daily Contract % Change vs. 2009 |
|
Equity
Options |
328,797,894 |
242,891,866 |
35% |
14,304,223 |
13,448,584 |
6% |
|
Index
Options |
23,247,409 |
22,160,937 |
5% |
1,164,739 |
975,997 |
19% |
|
Total Options |
352,045,303 |
265,052,803 |
33% |
15,468,962 |
14,424,581 |
7% |
|
Equity
Futures |
219,071 |
423,265 |
-48% |
18,844 |
11,454 |
65% |
|
Index
/ |
2,632,779 |
1,513,317 |
74% |
83,827 |
34,891 |
140% |
|
Options |
416 |
425 |
-2% |
22 |
21 |
5% |
|
Total
Futures |
2,852,266 |
1,937,007 |
47% |
102,693 |
46,367 |
121% |
|
Total
Volume |
354,897,569 |
266,989,810 |
33% |
15,571,655 |
14,470,948 |
8% |
