Securities Finance

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Manage securities lending programs, optimize trading performance and enhance investment decision making with global securities lending data.

Gain market sentiment insights and trading transparency from a macro to an individual stock level, with a dataset covering more than $35 trillion of global securities from 20,000 institutional funds, 17 years of daily history and over three million intraday transactions. Our data is sourced directly from leading industry practitioners, including prime brokers, custodians, asset managers and hedge funds.

We provide enhanced visibility and insight into the market for collateral cash investments, demand, pricing and usage, and we deliver Repo data and analytics. Collateral and funding managers of prime dealers, banks, money market funds, securities lenders, hedge funds, insurance companies and corporations benefit from this comprehensive combination of repo and securities lending data and analytics. Market leading analytics on short interest demand, supply and borrow costs.

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Contents

Securities Lending
Short Interest
Repo
Onboarding Accelerator
Oversight Management Solutions
Key Benefits
Securities Lending Market Returns
Research
Factsheets
Academic Papers
Toolkit Installation
Related Products
Experts
Thought Leadership & Market Commentary

Key Stats

$35Tn

Lendable Inventory

$2.9Tn

On Loan

21 years

Point in Time History

222,000

Equity & Fixed Instruments

90%

Market Participants

17 years

Daily history

Securities Lending

Proprietary, independent securities Lending database

Tracks global, daily securities finance supply, demand, fee and market share data

Diverse signals for optimizing excess returns/alpha, and refining risk management

Daily Global Securities Financing Data providing insight into market sentiment and institutional fund activity

Daily data directly from 650+ industry practitioners including 120 custodian banks more than 40 prime brokers over 500 Hedge Funds.
Investment Insight- Ability to analyze long and short fund flow activity at stock, sector and market level; identify potential turning points and contrarian ideas
Performance measurement - Independent periodical measurement of securities lending and borrow performance against predefined peer group
Trading Transparency - Refine trade entry and exit points, understand the availability of borrow, the concentration of supply, and benchmark your cost of carry
Risk management Identify and track portfolio exposure to both downward price reversals and short squeezes Identify concentration risk and recalls

Short Interest

Global securities financing data, providing market leading analytics on short seller demand, supply and borrow costs, for both Equities and Fixed Income. Holistic transparency into short interest dynamics to support investment decisions, asset allocation and risk management.

Investment insight

Analyze long and short fund flow activity at stock, sector and market level.

Quantitative Signals

Short interest dataset with proven track record of generating alpha for investors, and 20+ years of history. Uncorrelated with traditional quantitative factors. Improve back-test simulations with borrow cost and availability information.

Trading Transparency

Refine trade entry and exit points, understand the availability of borrow, the concentration of supply, and benchmark your cost of carry.

Risk Management

Identify and track portfolio exposure to both downward price reversals and short squeezes. Identify concentration and recall risks.

Short Squeezes

Systematic scoring of stocks, providing unique and predictive analytics around the potential for a short squeeze events.

Holistic View on Short Interest

Combine securities lending flow with public short interest data. Aggregate short Interest across corporate issues, to provide a view across the capital structure

Repo

Repo Data Analytics provides users with powerful real time insights into the repo market. With a fully customisable data platform, users will be able to quickly and efficiently view the metrics that are important to them

Proprietary, independent Repo database
Tracks global daily Repo volumes and fee information that helps you make informed decisions on all aspects of your global financing activities
Sourced directly from leading industry practitioners

Onboarding Accelerator for Securities Finance

Enhance the onboarding process with an automated and customizable end-to-end onboarding solution for the securities financing industry to achieve mutual approval between lenders and borrowers.

Standardize and automate to accelerate time to lending

Minimize operational risk

Provide transparency and systematic controls and audit trails

Guide clients through your firm’s onboarding requirements, improving their experience

Analyze inventory to review the quality of assets in the lending programme and prioritize lender portfolios

Library of existing account documentation to enable rapid execution of new trading relationships and reviews

Oversight Management Solutions

Compliance

Oversight tools to view daily exceptions and alerts against set lending parameters at Transaction, Instrument and Counterpart levels. Parameters include program limits, minimum spreads, collateral type, borrowers, markets, liquidity and tenure.

Loan Management

Proactively manage loan positions to avoid failed sales, by monitoring the liquidity of loaned securities

Performance Analytics

Control and set the peer group and benchmark your program is measured against. Benchmark portfolios, including lending rates and volumes, against peers and the market to help identify opportunities

Tailored Services

Our solutions can be tailored for bespoke requests. Focused analysis on aspects of your program including Annual Reviews, Risk Assessment, Revenue Evaluation, Collateral Reviews.

Board Reporting

Receive performance and risk reports generated at fund or program levels, tailored to your requirements and desired frequency

Risk Management

Assess and manage the risk within your lending program with industry standard evaluation methodology. We can provide aggregated reporting that collectively analyzes exposure across variables such as counterparts, asset classes and instruments. Measure value at risk (VaR), probability weighted risk (ELOD) and stress testing.

Revenue Optimization

Identify unrealized revenue opportunities

Key benefits

Discover the correct rates across the global repo market

Advanced risk management analytics provides details on trade volumes and liquidity across all sectors

Insights into haircut and margin details per instrument /asset class and longevity of repo trades

Tools to benchmark your performance versus your peers

Free 21-day trial access Sign up for a free 21-day trial to Securities Finance

Securities Lending Market Returns

Equities

Asia Pacific Ex Japan

Europe

Japan

USA

World

Fixed Income

iBoxx USD Treasuries SLRTL

2019-2023 Archives

iBoxx USD Liquid Investment Grade SLRTL

2019-2023 Archives

iBoxx USD Liquid High Yield SLRTL

2019-2023 Archives

iBoxx EUR Corporates SLRTL

2019-2023 Archives

iBoxx EUR Sovereigns SLRTL

2019-2023 Archives

Global

2019-2023 Archives

Research

S&P Global Securities Finance data support research that provides insights on the securities lending market, risk factors and potential alpha generating strategies. In addition to our own publications, S&P Global data is used by academics and third parties. Access this industry-Aleading research below.

S&P Global papers – Download Securities Finance research

Academic Papers

The use of and access to any publication which is linked through this website will be governed by the terms of use of the third party website that hosts such publication. Neither S&P Global Group Limited and/or its affiliates takes any responsibility for such publication or its content, or the third party licensing terms and conditions pursuant to which you access such publication.

Download Securities Finance academic research library

Factsheets

Product

Repo Data Analytics (RDA)

Buyside

Solutions

Oversight Management Solutions

Partnership Data

Securities Finance Credit Benchmark brochure

Toolkit Installation

Download the latest version of the S&P Global Securities Finance Toolkit for Microsoft Excel
For x32 Excel (on x32 or x64 Windows): SPGMISFToolkitSetup32.zip
For x64 Excel (on x64 Windows only): SPGMISFToolkitSetup64.zip
Latest release: v10.0.1 October 2023
System Requirements: Microsoft Windows 7 or later (32 bit or 64 bit), Microsoft Office Excel 2007 (32 bit) or later (32 and 64 bit), Microsoft Dot Net Framework 4.6.1 or later.
Administrator access is required to install the Toolkit. Excel should be closed and the current version, if any, must be uninstalled prior to installing the new version.
To access data through the toolkit, you will need your username and password as provided by S&P Global Customer Care, email address: Customer.Care@ihsmarkit.com.
Check your installation and click to open the S&P Global Toolkit Checker. All values in column C will be populated following successful installation
Download Securities Finance Toolkit Now

Customers

Investment banks
Custodians
Hedge funds
Asset managers
Insurance companies

SF Standard Terms and Conditions

SF Standard Terms and Conditions

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