Securities Finance

The Securities Finance (Short Interest) dataset, originated from IHS Markit, includes stock loan availability and volume, short interest, and metrics reflecting the supply, demand and borrowing costs in the securities lending market, along with the flow of funds driving market prices.

With historical coverage from 2002, you can utilize this data to build asset allocation models and risk management processes. In addition, you can leverage this dataset when screening for possible investment candidates, assessing market sentiment, measuring lender liquidity of both equities and fixed income instruments, identifying the cost of borrowing for a security, or measuring the probability of short squeezes.

This dataset includes:

- Global coverage of securities finance short interest data in fixed
income and equity markets
- Daily and intraday updates from prime brokers, hedge funds, and lending agents with the ability to compare the data to the stock exchange aggregated short interest data that is provided on a bi-monthly, 10-day delay basis
- Timely information on offshore transactions and data from non-FINRA
registered firms

搜集汇总

背景与挑战

背景概述

该数据集源自IHS Markit，涵盖2002年以来的全球证券融资（空头利息）数据，包括股票借贷可用性、交易量、空头利息等指标，每日及盘中更新，适用于资产配置模型构建、风险管理及市场情绪评估。数据覆盖固定收益和股票市场，包含离岸交易及非FINRA注册公司的及时信息。