DataLend: Securities lending top 10 earning equities – July 13, 2015

DataLend presents its top 10 earnings equities for July 13, 2015. 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.

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     MANNKIND 95.82%
2     GAMESTOP CL A 89.08%
3     CHESAPEAKE ENERGY 93.50%
4     TIDEWATER 94.98%
5     SHAKE SHACK CL A 98.29%
6     TRANSOCEAN 91.51%
7     MYRIAD GENETICS 87.71%
8     NEUSTAR CL A 90.63%
9     TESLA MOTORS 78.01%
10   LAREDO PETROLEUM 88.99%

UK

Utilization

1     TALKTALK TELECOM GROUP 85.68%
2     ASHMORE GROUP 90.48%
3     LONMIN 87.61%
4     BP 2.34%
5     SAINSBURY 76.92%
6     ZOOPLA PROPERTY GROUP 70.20%
7     ROYAL DUTCH SHELL CL B 15.70%
8     TELECOM PLUS 77.38%
9     HSBC STK Q 1.78%
10    STANDARD CHARTERED 8.46%

Europe

Utilization

1     GEMALTO (NL) 74.67%
2     TRANSOCEAN (CH) 81.28%
3     TALKTALK TELECOM GROUP (GB) 85.68%
4     AIR FRANCE-KLM (FR) 97.37%
5     SUEDZUCKER MANNHEIM OCHSENFURT (DE) 71.43%
6     OUTOTEC (FI) 94.37%
7     TGS NOPEC GEOPHYSICAL (NO) 74.16%
8     MEYER BURGER TECHNOLOGY (CH) 93.55%
9     ELEKTA B (SE) 70.44%
10   ASHMORE GROUP (GB) 90.48%

Far East/Australia Pacific

Utilization

1     HANERGY TFP (HK) 71.82%
2     CELLTRION (KR) 77.82%
3     DAUM KAKAO (KR) 86.69%
4     CHEIL INDUSTRIES 56.90%
5     SHARP (JP) 95.94%
6     MIXI (JP) 85.81%
7     FORTESCUE METALS GROUP (AU) 92.95%
8     ALI PICTURES (HK) 88.01%
9     SANRIO (JP) 81.38%
10   SEMBCORP MARINE (SG) 88.50%

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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