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OCC Announces Average Daily Cleared Contract Volume Fell 6% in September, Futures and Securities Lending Activity Jumped Higher

CHICAGO (October 1, 2012) - OCC announced average daily cleared contract volume in September was 17,570,113 contracts, a 6 percent decline from September 2011. Total cleared contract volume reached 333,832,141 contracts for the month, representing a 15 percent decline from the September 2011 volume of 394,148,808 contracts. OCC's year-to-date total contract volume is down 14 percent with 3,058,201,355 contracts in 2012.

Options: Average daily options trading volume in September was 17,348,823 contracts, 7 percent lower than September 2011. Total options trading volume for the month reached 329,627,631 contracts, a 16 percent decline from September 2011, which had 2 more trading days. Year-to-date options trading volume is down 14 percent with 3,031,485,451 contracts.

Futures: Futures cleared by OCC reached 4,204,510 contracts in September, up 45 percent from 2011. Equity futures reached 847,488 contracts this month, up 365 percent from 2011. Index and other futures volume came in at 3,357,022 contracts in September, up 23 percent from September 2011. OCC is averaging 142,106 cleared futures contracts per day in 2012.

Securities Lending: OCC's securities lending CCP activities saw a 25 percent increase in new loans over September 2011 with 72,724 transactions last month. Year-to-date stock loan activity is up 26 percent from 2011 with 736,658 new loan transactions in 2012. The average daily loan value at OCC in September was $33,251,126,159.

 
Sept 2012 Total Contract Volume
Sept 2011 Total Contract Volume
Sept Total Contract % Change vs. 2011
YTD. Avg. Daily Contract 2012
YTD. Avg. Daily Contract 2011
Avg. Daily Contract % Change vs. 2011
Equity Options
301,402,163
359,818,479
-16.23%
14,862,132
17,186,904
-13.53%
Index Options
28,225,468
31,428,460
-10.19%
1,262,791
1,368,988
-7.76%
Total Options
329,627,631
391,246,939
-15.75%
16,124,922
18,555,891
-13.10%
Equity Futures
847,488
182,157
365.25%
22,523
13,849
62.63%
Index / Other Futures
3,357,022
2,719,712
23.43%
119,583
152,488
-21.58%
Total Futures
4,204,510
2,901,869
44.89%
142,106
166,338
-14.57%
Total Volume
333,832,141
394,148,808
-15.30%
16,267,028
18,722,229
-13.11%

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.