OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through November 2023 was 44.3 million contracts. Total monthly volume for November 2023 was 908 million contracts.
November 2023 Contracts | November 2022 Contracts | % Change | 2023 YTD ADV | 2022 YTD ADV | % Change | |
Equity Options | 456,475,578 | 500,456,291 | -8.8% | 22,359,675 | 22,375,046 | -0.1% |
ETF Options | 362,877,536 | 348,872,412 | 4.0% | 17,904,229 | 15,894,129 | 12.6% |
Index Options | 84,361,792 | 69,176,799 | 22.0% | 3,822,017 | 2,839,230 | 34.6% |
Total Options | 903,714,906 | 918,505,502 | -1.6% | 44,085,921 | 41,108,405 | 7.2% |
Futures | 4,260,614 | 3,849,715 | 10.7% | 225,282 | 222,226 | 1.4% |
Total Volume | 907,975,520 | 922,355,217 | -1.6% | 44,311,203 | 41,330,631 | 7.2% |
Securities Lending
November 2023 Avg. Daily Loan Value | November 2022 Avg. Daily Loan Value | % Change | November 2023 Total Transactions | November 2022 Total Transactions | % Change | |
Market Loan + Hedge Total | 142,937,138,729 | 111,645,302,182 | 28.0% | 219,840 | 188,346 | 16.7% |
Additional Data