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OneChicago, LLC (“OCX”) today reported that 359,068 security futures contracts traded at the Exchange in September 2010, an decrease of 14% from September 2009. Year to date volume was 3,957,410, up 98% from 2009 with 3rd quarter volume up 38% year over year.
Open interest stood at 408,751 contracts at the end of September 2010.
The top five September volume OneChicago contracts are:- AT&T, Inc.
- Merck & Company, Inc.
- Bristol-Meyers Squibb Company
- Kraft Food Inc.
- The Bank of Nova Scotia
September 2010 Highlights
- 308,994 EFPs and blocks were traded, encompassing $5.9 billion notional value, of which $5.1 billion was in blocks and $800 million was in EFPs,
- EFP volume was up 1,347% 3rd quarter 2010 over 3rd quarter 2009.
- 468,766 September futures valued at $2.7 billion were taken to delivery, consistent with the use of single stock futures as an equity finance product. The September open interest represented 61% of all existing open interest on expiration day.
