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OCC Announces Cleared Contract Volume Declined 5% In April, Securities Lending Volume Rose 34%

Date 01/05/2012

OCC announced that cleared contract volume reached 321,989,037 contracts in April, a 5 percent decrease from the April 2011 volume of 338,562,433 contracts.

Based on Futures Industry Association data released in April, OCC’s first quarter cleared volume of 1,068,689,268 contracts accounted for 57 percent of all listed derivatives contracts cleared in the U.S. during that period.

Options: Exchange-listed options volume reached 319,640,606 contracts in April, a 5 percent decrease from April 2011. Year-to-date options trading volume is down 7 percent from 2011 with 1,380,749,815 contracts.

Futures: Futures cleared by OCC declined 25 percent to 2,348,431 contracts in April. Equity futures fell to 228,685 contracts in April, 31 percent from 2011, though year-to-date average daily volume remains up 26 percent. Index and other futures reached 2,119,694 contracts, down 24 percent from 2011.

Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 34 percent increase in new loan activity over April 2011 with 79,826 new loan transactions in April. Year-to-date securities lending activity is up 11 percent from 2011 with 295,150 new loan transactions in 2012. OCC's stock loan program had an average daily notional value of $28,446,996,307.

April 2012 Total Contract Volume

April 2011 Total Contract Volume

April Total Contract % Change vs. 2011

YTD. Avg. Daily Contract 2012

YTD. Avg. Daily Contract 2011

Avg. Daily Contract % Change vs. 2011

Equity Options

295,433,916

314,102,867

-6%

15,609,045

16,915,409

-8%

Index Options

24,206,690

21,323,080

14%

1,229,367

1,198,119

3%

Total Options

319,640,606

335,425,947

-5%

16,838,413

18,113,528

-7%

Equity Futures

228,685

331,209

-31%

17,753

14,081

26%

Index /
Other Futures

2,119,694

2,804,859

-24%

103,323

151,185

-32%

Options on Futures

52

418

-88%

2

16

-88%

Total Futures

2,348,431

3,136,486

-25%

121,079

165,282

-27%

Total Volume

321,989,037

338,562,433

-5%

16,959,492

18,278,810

-7%