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OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through September 2022 was 40.8 million contracts, up 5.1 percent compared to year-to-date average daily volume through September 2021. Total volume was 915.2 million contracts, up 12.0 percent compared to September 2021 and the third highest month in OCC’s history. September 2022 volume surpassed the previous third highest month, August 2022, by 0.3 percent.
Highlights
- September 23: total cleared contracts reached 61,169,523, third highest trading day on record
- ETF options cleared contract volume up 61.4% year-over-year
- Index options cleared contract volume up 54.1% year-over-year
- Stock Loan transaction volume up 19.2% year-over-year
Contract Volume
| September 2022 Contracts | September 2021 Contracts | % Change | 2022 YTD ADV | 2021 YTD ADV | % Change | |
| Equity Options | 447,759,477 | 522,722,081 | -14.3% | 22,247,856 | 26,288,718 | -15.4% |
| ETF Options | 389,368,154 | 241,270,297 | 61.4% | 15,640,085 | 10,395,729 | 50.4% |
| Index Options | 73,135,473 | 47,466,527 | 54.1% | 2,701,238 | 1,929,056 | 40.0% |
| Total Options | 910,263,104 | 811,458,905 | 12.2% | 40,589,179 | 38,613,503 | 5.1% |
| Futures | 4,985,319 | 5,483,859 | -9.1% | 228,386 | 232,709 | -1.9% |
| Total Volume | 915,248,423 | 816,942,764 | 12.0% | 40,817,565 | 38,846,212 | 5.1% |
Securities Lending
| September 2022 Avg. Daily Loan Value | September 2021 Avg. Daily Loan Value | % Change | September 2022 Total Transactions | September 2021 Total Transactions | % Change | |
| Market Loan + Hedge Total | 122,561,142,461 | 127,662,406,277 | -4.00% | 203,860 | 170,991 | 19.2% |
