OneChicago Announces Trading Volumes for July 2011

EFPs and block activity represented more than $370 million in notional value in July

Aug 02, 2011, 10:22 ET from OneChicago, LLC

CHICAGO, Aug. 2, 2011 /PRNewswire/ -- OneChicago, LLC (OCX), an equity finance exchange, today announced that a total of 115,974 security futures contracts were traded in the month of July 2011.


July 2011 Highlights

95,009 July futures valued at more than $374 million were taken to delivery, differentiating the use of single stock futures as an equity finance product.

OneChicago added 67 new listings during July 2011. OneChicago now lists 2745 issues including 387 ETFs.

40% of July 2011 month-end open interest was in OCX.NoDivRisk™ products. The OCX.NoDivRisk product suite is an innovative equity finance tool which removes dividend risk from the security futures.

Top five contracts in July were:


Microsoft Corporation

Goldcorp Inc.

Intel Corporation

Procter & Gamble Company


OneChicago (OCX) is the only US equity finance exchange for trading security futures and the related EFP. Regulated by the SEC and CFTC, OCX lists approximately 2,745 products, including ADRs, ETFs and OCX.NoDivRisk™ contracts. Contracts are cleared through the centralized counterparty, "AAA"-rated OCC. Security futures, a Delta one product, are utilized for synthetic equity strategies including equity swaps, equity repos and stock loan/borrow transactions. The OneChicago OCX.NoDivRisk, Exchange for Physical transaction is economically equivalent to a Securities Lending Transaction.

OCX.NoDivRisk contracts are security futures with dividends removed from the pricing as the future's price is adjusted down by the value of the dividend on Ex-date.

For more information, please visit our Website at: or contact us at 312-424-8507.

SOURCE OneChicago, LLC