OneChicago Reports September Volume, 3rd Quarter Volume Up 38%

Oct 01, 2010, 17:00 ET from OneChicago, LLC

CHICAGO, Oct. 1 /PRNewswire/ -- OneChicago, LLC ("OCX") today reported that 359,068 security futures contracts traded at the Exchange in September 2010, an decrease of 14% from September 2009.   Year to date volume was 3,957,410, up 98% from 2009 with 3rd quarter volume up 38% year over year.



Open interest stood at 408,751 contracts at the end of September 2010.

The top five September volume OneChicago contracts are:

AT&T, Inc.

Merck & Company, Inc.

Bristol-Meyers Squibb Company

Kraft Food Inc.

The Bank of Nova Scotia

September 2010 Highlights

  • 308,994 EFPs and blocks were traded, encompassing $5.9 billion notional value, of which $5.1 billion was in blocks and $800 million was in EFPs,
  • EFP volume was up 1,347% 3rd quarter 2010 over 3rd quarter 2009.
  • 468,766 September futures valued at $2.7 billion were taken to delivery, consistent with the use of single stock futures as an equity finance product.  The September open interest represented 61% of all existing open interest on expiration day.

About OneChicago: OneChicago is the only US regulated all-electronic exchange for trading security futures. Presently OneChicago lists approximately 1,467 products, including ETFs.  Contracts are cleared through the centralized counterparty, "AAA" rated, OCC and are regulated by both the SEC and CFTC. Security futures, a delta one product, function as equity swaps/repos and synthetic stock loan/borrow transactions.  For more information, please visit our website at:  

SOURCE OneChicago, LLC