The securities lending volatility indicator is produced by Tidal Markets, in partnership with Benzinga Alternative Data Insights. Securities lending primarily serves the purpose of providing liquidity to short sellers. When unusual activity occurs in the securities lending markets, it acts…
This research report examines securities lending volatility on a per security basis, based upon the sector which the security is classified within. Similar to our other research report titled, “Securities Lending Volatility: Research and Results” dated January 2022, we construct…
This research report examines a new type of volatility indicator derived from the securities lending market. The securities lending volatility indicator measures the variation of rates charged to borrow securities; average weighted by the outstanding shares being transacted. After this…