OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through January 2023 was 46.2 million contracts, up 2.9 percent compared to year-to-date average daily volume through January 2022. Total volume was 923.2 million contracts, up 2.9 percent compared to January 2022 and the third highest month in OCC’s history.
Highlights
- ETF options cleared contract volume up 15.6% year-over-year
- Index options cleared contract volume up 31.7% year-over-year
- Total options cleared contract volume up 3.1% year-over-year
Contract Volume – January 2022
January 2023 Contracts | January 2022 Contracts | % Change | 2023 YTD ADV | 2022 YTD ADV | % Change | |
Equity Options | 490,385,534 | 527,485,192 | -7.0% | 24,519,277 | 26,374,260 | -7.0% |
ETF Options | 360,913,765 | 312,337,990 | 15.6% | 18,045,688 | 15,616,900 | 15.6% |
Index Options | 67,999,957 | 51,617,316 | 31.7% | 3,399,998 | 2,580,866 | 31.7% |
Total Options | 919,299,256 | 891,440,498 | 3.1% | 45,964,963 | 44,572,026 | 3.1% |
Futures | 3,884,674 | 6,117,218 | -36.5% | 194,234 | 305,861 | -36.5% |
Total Volume | 923,183,930 | 897,557,716 | 2.9% | 46,159,197 | 44,877,887 | 2.9% |
Securities Lending
January 2023 Avg. Daily Loan Value | January 2022 Avg. Daily Loan Value | % Change | January 2023 Total Transactions | January 2022 Total Transactions | % Change | |
Market Loan + Hedge Total | 121,395,862,984 | 132,125,002,110 | -8.1% | 177,214 | 177,228 | -0.01% |