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OCC Announces Cleared Contract Volume Declined 12% in July while Securities Lending Volume Rose 19%

CHICAGO (August 1, 2012) - OCC announced that cleared contract volume reached 309,599,417 contracts in July, representing a 12 percent decrease from the July 2011 volume of 351,117,113 contracts. OCC's year-to-date total contract volume is down 7 percent with 2,410,587,457 contracts in 2012.

Options: Exchange-listed options trading volume reached 306,817,994 contracts in July, a 12 percent decrease from July 2011. Average daily options trading volume in July was 14,610,380 contracts, 16 percent lower than the 17,410,909 contracts in July of last year. Year-to-date options trading volume is down 7 percent from 2011 with 2,390,920,900 contracts.

Futures: Futures cleared by OCC reached 2,781,423 contracts in July, down 4 percent from 2011. Equity futures came in at 369,694 contracts this month, up 219 percent from 2011. Index and other futures reached 2,411,729 contracts, down 13 percent from 2011. OCC is averaging 134,702 cleared futures contracts per day in 2012.

Securities Lending: OCCÂ’s securities lending CCP activities saw a 19 percent increase in new loans over July 2011 with 80,674 transactions last month. Year-to-date stock loan activity is up 16 percent from 2011 with 539,252 new loan transactions in 2012. The average daily loan value at OCC in July was $33,573,733,743.

 
July 2012 Total Contract Volume
July 2011 Total Contract Volume
July Total Contract % Change vs. 2011
YTD. Avg. Daily Contract 2012
YTD. Avg. Daily Contract 2011
Avg. Daily Contract % Change vs. 2011
Equity Options
282,647,406
320,787,641
-12%
15,113,546
16,459,025
-8%
Index Options
24,170,588
27,430,530
-12%
1,262,625
1,235,921
2%
Total Options
306,817,994
348,218,171
-12%
16,376,171
17,694,946
-7%
Equity Futures
369,694
115,974
219%
20,229
13,297
52%
Index / Other Futures
2,411,729
2,782,968
-13%
114,474
150,448
-24%
Total Futures
2,781,423
2,898,942
-4%
134,702
163,744
-18%
Total Volume
309,599,417
351,117,113
-12%
16,510,873
17,858,690
-8%

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 16 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.