OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through October 2022 was 41.1 million contracts, up 5.6 percent compared to year-to-date average daily volume through October 2021. Total volume was 910.0 million contracts, up 10.2 percent compared to October 2021 and the fifth highest month in OCC’s history.
Highlights
- ETF options cleared contract volume up 57.4% year-over-year
- Index options cleared contract volume up 74.0% year-over-year
- Stock Loan transaction volume up 11.6% year-over-year
Contract Volume
|
October 2022 Contracts | October 2021 Contracts | % Change | 2022 YTD ADV | 2021 YTD ADV | % Change |
Equity Options | 463,207,318 | 544,608,976 | -14.9% | 22,228,728 | 26,253,052 | -15.3% |
ETF Options | 366,441,198 | 232,816,391 | 57.4% | 15,821,900 | 10,465,137 | 51.2% |
Index Options | 76,013,263 | 43,676,635 | 74.0% | 2,793,522 | 1,944,207 | 43.7% |
Total Options | 905,661,779 | 821,102,002 | 10.3% | 40,844,150 | 38,662,396 | 5.6% |
Futures | 4,325,712 | 4,470,625 | -3.2% | 226,135 | 230,718 | -2.0% |
Total Volume | 909,987,491 | 825,572,627 | 10.2% | 41,070,285 | 38,893,114 | 5.6% |
Securities Lending
|
October 2022 Avg. Daily Loan Value | October 2021 Avg. Daily Loan Value | % Change | October 2022 Total Transactions | October 2021 Total Transactions | % Change |
Market Loan + Hedge Total | 115,632,240,434 | 130,863,324,895 | -11.64% | 184,795 | 165,581 | 11.6% |