Cboe Global Markets

Borrow Intensity IndicatorsTM

Find out more about the top Borrow Intensity Major Movers.

Download Product Overview

Cboe Hanweck Borrow Intensity Indicators™ apply machine learning to mine equity options market data at the millisecond level to generate stock borrow rates and term curves in real-time. Predictive analytic screens automatically alert users to rising or easing borrow conditions and detect major movers intraday.

Indicators are constructed from weighted observations across the entire volatility term, providing a novel constant-maturity view across time that can serve as a powerful tool for observing intraday departures from historical patterns.

The dynamic term structure of securities borrow rates provides insight into the intensity and expected duration of stock loan hard-to-borrow conditions in the overnight market.

Features

  • Real-time transparency across the term structure of securities lending rates.
  • Rapid signals on rising shorts and squeezes.
  • Unique insight into multiple financing rates in 20-minute intervals.
  • Valuable data for equity trading strategies and securities lending.

Actionable Insights:

  • Securities Financing Desks
  • Custodian Banks
  • Hedge Funds
  • Asset Managers

Major Movers

The Major Movers Top 50 is a limited daily view based upon data from the real-time Borrow Intensity Indicators. Click here to view.

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