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OCC Cleared Contract Volume Declined 12% in January

CHICAGO (February 1, 2012) OCC announced today that total cleared contract volume January reached 337,222,938 contracts, a 12 percent decline from the January 2011 volume of 381,558,077 contracts. Despite this decline, January 2012 is now the third highest January volume on record.

Options: Exchange-listed options trading in January reached 335,399,999 contracts, an 11 percent decline from January 2011. Equity options trading volume fell 12 percent from the previous January with 313,363,017 contracts. Index options trading decreased 7 percent from the previous January with 22,036,982 contracts. Average daily options volume for the month of January was 16,770,000 contracts.

Futures: Futures cleared by OCC reached 1,822,939 contracts in January, a 41 percent decline from January 2011. Equity futures volume reached 301,804 contracts, an 82 percent increase from the previous January. Index and other futures volume fell 48 percent from January 2011 with 1,521,113 contracts. OCC cleared an average of 91,147 futures contracts per day during the month of January.

Securities Lending: OCC's stock loan program, including OTC and AQS, saw new loan activity fall 13 percent compared to January 2011 with 63,226 new loan transactions in January. OCC's stock loan program has an average daily notional value of $19,787,285,516.

  January 2012 Total Contract Volume January 2011 Total Contract Volume January Total Contract % Change vs. 2011 YTD. Avg. Daily Contract 2012 YTD. Avg. Daily Contract 2011 Avg. Daily Contract % Change vs. 2011
Equity Options 313,363,017 354,795,514 -12% 15,668,151 17,739,776 -12%
Index Options 22,036,982 23,684,992 -7% 1,101,849 1,184,250 -7%
Total Options 335,399,999 378,480,506 -11% 16,770,000 18,924,025 -11%
Equity Futures 301,804 166,145 82% 15,090 8,307 82%
Index / Other Futures 1,521,113 2,911,179 -48% 76,056 145,559 -48%
Options on Futures 22 247 -91% 1 12 -92%
Total Futures 1,822,939 3,077,571 -41% 91,147 153,879 -41%
Total Volume 337,222,938 381,558,077 -12% 16,861,147 19,077,904 -12%

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.