DataLend: Securities lending top 10 earning equities – January 11, 2016

DataLend presents its top 10 earnings equities for January 11, 2016. This list is built on DataLend¹s universe of more than 42,000 securities on loan.

Methodology: We scan our universe of more than 42,000 securities on loan to find those securities with the most expensive financing positions in the U.S., U.K., Europe and Asia. Financing costs are determined by taking the total on-loan value of a security and multiplying it by the volume-weighted average fees to borrow that security, then converting the product of those numbers to a dollar value. We then sort the most expensive securities to finance in the securities lending market in descending order.
DataLend Infographic
The top 10 is based on total borrow cost within the market, which = contract value * fee. Utilization is a component of that as the higher the utilization, the more loans are out, the higher the contract value, etc. It is ordered by the top revenue earners, i.e. those with the highest total borrow cost (contract value * fee), not necessarily the most expensive to borrow. Utilization = total out on loan / total inventory. Fees to borrow, along with a variety of other data elements, are available to DataLend clients on the DataLend platform.

US

Utilization

1     CHESAPEAKE ENERGY 93.63%
2     CAL MAINE FOODS 98.54%
3     SOLARCITY 86.56%
4     INSYS THERAPEUTICS 98.17%
5     FITBIT CL A 97.69%
6     TELADOC 92.18%
7     CREDIT ACCEPTANCE 94.36%
8     CHARTER COMMUNICATIONS CL A 89.04%
9     TESLA MOTORS 93.54%
10   SUNEDISON 99.21%

UK

Utilization

1     ASHMORE GROUP 90.80%
2     TALKTALK TELECOM GROUP 94.00%
3     CARILLION 88.48%
4     VEDANTA RESOURCES 73.09%
5     ROYAL DUTCH SHELL CL B 22.02%
6     MORRISONWM.SUPERMARKETS 80.20%
7     SAINSBURYJ 74.90%
8     TELECOM PLUS 73.31%
9     ISHARES EURO HIGH YLD BND UCITS ETF 93.99%
10   ALLIED MINDS 61.05%

Europe

Utilization

1     FINGERPRINT CARDS B (SE) 94.09%
2     SAIPEM (IT) 90.17%
3     ASHMORE GROUP (GB) 90.80%
4     TRANSOCEAN (CH) 95.86%
5     TALKTALK TELECOM GROUP (GB) 94.00%
6     CASINO GUICHARD PERRACHON (FR) 95.29%
7     FERRARI 70.20%
8     SEADRILL (NO) 93.77%
9     KUKA (DE) 81.88%
10   ARCELORMITTAL (NL) 94.13%

Far East/Australia Pacific

Utilization

1     CELLTRION (KR) 79.86%
2     HUISHAN DAIRY (HK) 90.20%
3     EVERGRANDE (HK) 93.54%
4     FORTESCUE METALS GROUP (AU) 81.72%
5     CAR INC 82.54%
6     SHARP (JP) 94.65%
7     NOBLE GROUP (SG) 89.82%
8     OCI (KR) 90.78%
9     DAUM KAKAO (KR) 74.51%
10   GOLDIN PPT (HK) 65.02%

This is just a snapshot of the rich data and functionalities provided by DataLend. Click here for more information about DataLend’s key features.


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