Chicago -
OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through August 2022 was 40.5 million contracts, up 4.2 percent compared to year-to-date average daily volume through August 2021. Total volume was 912.5 million contracts, up 13.3 percent compared to August 2021 and the third highest month in OCC’s history.
Highlights
- Total volume up 13.3% year-over-year, highest August on record
- ETF options cleared contract volume up 59.6% year-over-year
- Index options cleared contract volume up 58.7% year-over-year
- Stock Loan transaction volume up 20.4% year-over-year
Contract Volume
| August 2022 Contracts | August 2021 Contracts | % Change | 2022 YTD ADV | 2021 YTD ADV | % Change | |
|---|---|---|---|---|---|---|
| Equity Options | 526,792,586 | 562,434,867 | -6.3% | 22,364,296 | 26,464,412 | -15.5% |
| ETF Options | 318,311,847 | 199,457,005 | 59.6% | 15,275,257 | 10,258,245 | 48.9% |
| Index Options | 62,973,381 | 39,686,207 | 58.7% | 2,602,978 | 1,887,402 | 37.9% |
| Total Options | 908,077,814 | 801,578,079 | 13.3% | 40,242,531 | 38,610,059 | 4.2% |
| Futures | 4,432,982 | 4,135,096 | 7.2% | 227,253 | 229,135 | -0.8% |
| Total Volume | 912,510,796 | 805,713,175 | 13.3% | 40,469,784 | 38,839,194 | 4.2% |
Securities Lending
| August 2022 Avg. Daily Loan Value | August 2021 Avg. Daily Loan Value | % Change | August 2022 Total Transactions | August 2021 Total Transactions | % Change | |
| Market Loan + Hedge Total | 120,498,304,822 | 126,230,820,638 | -4.54% | 204,760 | 170,026 | 20.4% |