OCC, the world's largest equity derivatives clearing organization, announced today that year-to-date average daily volume through September 2023 was 44.4 million contracts. Total monthly volume for September 2023 was 847.8 million contracts.
Contract Volume
September 2023 Contracts | September 2022 Contracts | % Change | 2023 YTD ADV | 2022 YTD ADV | % Change | |
Equity Options | 414,375,329 | 447,759,477 | -7.5% | 22,808,802 | 22,247,856 | 2.5% |
ETF Options | 348,759,530 | 389,368,154 | -10.4% | 17,619,845 | 15,640,085 | 12.7% |
Index Options | 79,907,344 | 73,135,473 | 9.3% | 3,711,076 | 2,701,238 | 37.4% |
Total Options | 843,042,203 | 910,263,104 | -7.4% | 44,139,724 | 40,589,179 | 8.7% |
Futures | 4,723,480 | 4,985,319 | -5.3% | 219,933 | 228,386 | -3.7% |
Total Volume | 847,765,683 | 915,248,423 | -7.4% | 44,359,657 | 40,817,565 | 8.7% |
Securities Lending
September 2023 Avg. Daily Loan Value | September 2022 Avg. Daily Loan Value | % Change | September 2023 Total Transactions | September 2022 Total Transactions | % Change | |
Market Loan + Hedge Total | 147,288,838,720 | 122,561,142,461 | 20.2% | 200,880 | 203,860 | -1.5% |