OCC announced today that total cleared contract volume reached 339,206,527 contracts in November, a 2 percent decrease from the November 2011 volume of 346,584,214 contracts. While overall cleared contract volume remained flat last month, OCC reported a significant rise in futures and securities lending activity. OCC’s year-to-date cleared contract volume reached 3,724,984,827 last month, down 13 percent from 2011, but an improvement from the 14 percent decline recorded after October.
Options: Exchange-listed options trading volume reached 335,527,473 contracts in November, a 3 percent decrease from November 2011. Equity options trading volume fell 4 percent from the previous November with 304,256,176 contracts. Index options trading volume rose 16 percent from November 2011 with 31,271,297 contracts. Year-to-date total options trading volume is down 13 percent with 3,691,342,837 contracts in 2012.
Futures: OCC cleared 3,679,054 futures contracts in November, a 67 percent increase from November 2011. Equity futures volume was up 35 percent from November 2011 with 481,724 contracts. Index and other futures volume came in at 3,197,330 contracts, a 73 percent increase from previous November. OCC’s year-to-date cleared futures volume is down 7 percent with 33,641,990 contracts in 2012.
Securities Lending: OCC's securities lending CCP activities saw a 38 percent increase in new loans over November 2011 with 72,740 transactions last month. Year-to-date stock loan activity is up 27 percent from 2011 with 886,690 new loan transactions in 2012. The average daily loan value at OCC in November was $30,443,379,074.
|
Nov 2012 Total Contract Volume |
Nov 2011 Total Contract Volume |
Total Contract % Change vs. 2011 |
YTD. Avg. Daily Contract 2012 |
YTD. Avg. Daily Contract 2011 |
Avg. Daily Contract % Change vs. 2011 |
Equity Options |
304,256,176 |
317,497,138 |
-4.17% |
14,766,645 |
16,995,251 |
-13.11% |
Index Options |
31,271,297 |
26,880,172 |
16.34% |
1,282,672 |
1,370,217 |
-6.39% |
Total Options |
335,527,473 |
344,377,310 |
-2.57% |
16,049,317 |
18,365,469 |
-12.61% |
Equity Futures |
481,724 |
358,037 |
34.55% |
22,351 |
13,619 |
64.11% |
Index / |
3,197,330 |
1,848,867 |
72.93% |
123,919 |
142,762 |
-13.20% |
Total Futures |
3,679,054 |
2,206,904 |
66.71% |
146,270 |
156,381 |
-6.47% |
Total Volume |
339,206,527 |
346,584,214 |
-2.13% |
16,195,586 |
18,521,850 |
-12.56% |