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OCC, the world's largest equity derivatives clearing organization, announced today that 2022 set a new annual cleared contract volume record with 10.38 billion contracts cleared and an average daily volume of 41.3 million contracts. Compared to 2021, OCC had a 4.5 percent increase in total contracts cleared.
Highlights
- December ETF options cleared contract volume up 33.5% year-over-year; annual ETF options cleared contract volume up 48.7%
- December index options cleared contract volume up 34.1% year-over-year; annual Index options cleared contract volume up 43.3%
- Stock Loan transaction volume up 8.6% year-over-year
Contract Volume – December 2022
| December 2022 Contracts | December 2021 Contracts | % Change | 2022 YTD ADV | 2021 YTD ADV | % Change | |
| Equity Options | 441,932,043 | 528,203,065 | -16.3% | 22,263,715 | 26,463,431 | -15.9% |
| ETF Options | 355,459,448 | 266,352,631 | 33.5% | 15,980,514 | 10,706,503 | 49.3% |
| Index Options | 68,148,774 | 50,815,971 | 34.1% | 2,873,194 | 1,997,400 | 43.8% |
| Total Options | 865,540,265 | 845,371,667 | 2.4% | 41,117,423 | 39,167,334 | 5.0% |
| Futures | 4,018,406 | 5,325,925 | -24.6% | 219,643 | 232,487 | -5.5% |
| Total Volume | 869,558,671 | 850,697,592 | 2.2% | 41,337,066 | 39,399,821 | 4.9% |
Contract Volume – Total 2022
| Total 2022 Volume | Total 2021 Volume | % Change | |
| Equity Options | 5,588,192,573 | 6,668,784,719 | -16.2% |
| ETF Options | 4,011,109,056 | 2,698,038,847 | 48.7% |
| Index Options | 721,171,637 | 503,344,774 | 43.3% |
| Total Options | 10,320,473,266 | 9,870,168,340 | 4.6% |
| Futures | 55,130,391 | 58,586,820 | -5.9% |
| Total Volume | 10,375,603,657 | 9,928,755,160 | 4.5% |
Securities Lending – December 2022
| December 2022 Avg. Daily Loan Value | December 2021 Avg. Daily Loan Value | % Change | December 2022 Total Transactions | December 2021 Total Transactions | % Change | |
| Market Loan + Hedge Total | 123,028,152,818 | 147,689,142,573 | -16.70% | 201,485 | 189,217 | 6.5% |
Securities Lending – Total 2022
| 2022 Avg. Daily Loan Value | 2021 Avg. Daily Loan Value | % Change | 2022 Total Transactions | 2021 Total Transactions | % Change | |
| Market Loan + Hedge Total | 125,520,566,857 | 125,329,116,168 | 0.15% | 2,319,800 | 1,857,585 | 24.9% |
