OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through October 2023 was 44.4 million contracts. Total monthly volume for October 2023 was 988.3 million contracts.
Contract Volume
October 2023 Contracts | October 2022 Contracts | % Change | 2023 YTD ADV | 2022 YTD ADV | % Change | |
Equity Options | 421,003,628 | 463,207,318 | -9.1% | 22,422,247 | 22,228,728 | 0.9% |
ETF Options | 460,183,935 | 366,441,198 | 25.6% | 17,966,962 | 15,821,900 | 13.6% |
Index Options | 100,730,846 | 76,013,263 | 32.5% | 3,802,403 | 2,793,522 | 36.1% |
Total Options | 981,918,409 | 905,661,779 | 8.4% | 44,191,612 | 40,844,150 | 8.2% |
Futures | 6,426,760 | 4,325,712 | 48.6% | 227,532 | 226,135 | 0.6% |
Total Volume | 988,345,169 | 909,987,491 | 8.6% | 44,419,144 | 41,070,285 | 8.2% |
Securities Lending
October 2023 Avg. Daily Loan Value | October 2022 Avg. Daily Loan Value | % Change | October 2023 Total Transactions | October 2022 Total Transactions | % Change | |
Market Loan + Hedge Total | 147,686,506,048 | 115,632,240,434 | 27.7% | 221,451 | 184,793 | 19.8% |