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OCC Year-To-Date Cleared Contract Volume Up 19% Passing 4 Billion Contracts In November

CHICAGO (December 1, 2011) - OCC announced today that year-to-date cleared contract volume is up 19 percent with 4,278,547,237 contracts, passing 4 billion contracts for the first time ever in November. OCC cleared contract volume in November reached 346,584,214 contracts, a 2 percent decrease from the November 2010 volume of 354,897,569 contracts. OCC's year-to-date average daily contract volume stands at 18,521,850 contracts, nearly 3 million contracts higher than the average daily volume of 2010.

Options: Exchange-listed options trading volume reached 344,377,310 contracts in November, a 2 percent decrease from November 2010. Index options trading volume in November was up 16 percent from 2010 with 26,880,172 contracts. Total options volume year-to-date through November was 4,242,423,240 contracts, 19 percent higher than at the same point last year.

Futures: OCC cleared 2,206,904 futures contracts in November, a decrease of 23 percent from November 2010. OCC equity futures cleared volume reached 358,037 contracts in November, a 63 percent increase over the same month last year. Year-to-date total contract volume for futures cleared by OCC has reached 36,123,997, more than double the volume at the same point last year.

Securities Lending: OCC's stock loan program, including OTC and AQS, saw new loan activity fall 17 percent compared to November 2010 with 52,838 new loan transactions in November. Despite this decline, year-to-date securities lending activity is up 33 percent from 2010 with 698,597 new loan transactions in 2011. OCC's stock loan program had an average daily notional value of $19,903,866,689.

  November 2011 Total Contract Volume November 2010 Total Contract Volume November Total Contract % Change vs. 2010 YTD. Avg. Daily Contract 2011 YTD. Avg. Daily Contract 2010 Avg. Daily Contract % Change vs. 2010
Equity Options 317,497,138 328,797,894 -3% 16,995,251 14,304,223 19%
Index Options 26,880,172 23,247,409 16% 1,370,217 1,164,739 18%
Total Options 344,377,310 352,045,303 -2% 18,365,469 15,468,962 19%
Equity Futures 358,037 219,071 63% 13,619 18,844 -28%
Index / Other Futures 1,848,851 2,632,779 -30% 142,735 83,827 70%
Options on Futures 16 416 -96% 27 22 23%
Total Futures 2,206,904 2,852,266 -23% 156,381 102,693 52%
Total Volume 346,584,214 354,897,569 -2% 18,521,850 15,571,655 19%

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.