CHICAGO, IL -- (Marketwire) -- 06/01/12 -- OCC announced today cleared contract volume of 380,417,938 contracts in May, an increase of 5 percent from the 362,653,311 contracts cleared in May 2011.
Year-to-date cleared contract volume reached 1,771,096,243 contracts in May, a 5 percent decline from the same period last year.
Options: Exchange-listed options volume reached 377,539,997 contracts in May, a 5 percent increase from May 2011, and the highest monthly total volume so far in 2012. Year-to-date options trading volume is down 5 percent from 2011 with 1,758,289,812 contracts.
Futures: Futures cleared by OCC fell 14 percent to 2,877,941 contracts in May. Equity futures fell to 259,382 contracts in April, 2 percent less than May 2011, though year-to-date average daily volume remains up 20 percent. Index and other futures reached 2,618,474 contracts, down 15 percent from 2011.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 30 percent increase in new loan activity over May 2011 with 83,144 new loan transactions in May. Year-to-date securities lending activity is up 14 percent from 2011 with 378,294 new loan transactions in 2012. OCC's stock loan program had an average daily notional value of $32,519,734,680.
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May Avg.
May 2012 May 2011 Total YTD. Avg. YTD. Avg. Daily
Total Total Contract Daily Daily Contract
Contract Contract % Change Contract Contract % Change
Volume Volume vs. 2011 2012 2011 vs. 2011
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Equity
Options 346,147,518 336,176,810 3% 15,635,473 16,730,489 -7%
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Index
Options 31,392,479 23,134,010 36% 1,271,160 1,178,444 8.00%
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Total
Options 377,539,997 359,310,820 5% 16,906,633 17,908,933 -6%
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Equity
Futures 259,382 263,912 -2% 16,492 13,773 20%
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Index /
Other
Futures 2,618,474 3,078,345 -15% 106,644 150,248 -29%
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Options on
Futures 85 234 -64% 3 15 -80%
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Total
Futures 2,877,941 3,342,491 -14% 123,139 164,035 -25%
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Total Volume 380,417,938 362,653,311 5% 17,029,772 18,072,968 -6%
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About OCC
OCC is the world's largest equity derivatives clearing organization. Founded in 1973, OCC operates under the jurisdiction of both the Securities and Exchange Commission (SEC) as a Registered Clearing Agency and the Commodity Futures Trading Commission (CFTC) as a Derivatives Clearing Organization. OCC now provides central counterparty (CCP) clearing and settlement services to 15 exchanges and trading platforms for options, financial and commodity futures, security futures and securities lending transactions. More information about OCC is available at www.theocc.com.
Jim Binder
312.322.9853
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Caroline Davis
312.322.1923
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