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证券金融（Short Interest）数据集源自IHS Markit，涵盖证券借贷可用性与规模、卖空持仓量，以及反映证券借贷市场供需与借贷成本的各类指标，同时包含驱动市场价格变动的资金流向数据。 该数据集的历史覆盖周期始于2002年，可用于构建资产配置模型与风险管理流程。此外，本数据集可应用于以下场景：筛选潜在投资标的、评估市场情绪、衡量股票与固定收益工具的出借方流动性、识别证券借贷成本，或测算轧空（short squeeze）发生概率。 本数据集包含以下内容： - 覆盖全球固定收益与股票市场的证券金融卖空持仓数据 - 由主要经纪商、对冲基金及借贷中介机构提供的每日及日内更新数据，支持与每双周延迟10日发布的交易所汇总卖空持仓数据进行对比 - 提供非美国金融业监管局（FINRA）注册机构的离岸交易及相关数据的及时信息

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。