FT: T+1 to increase costs and volumes in ETF securities lending

Exchange traded fund (ETF) providers face additional costs in their securities lending activity due to the US moving its settlement cycle to T+1 at the same time as industry observers expect stock lending to increase, writes the Financial Times.

Tony Holland, regulatory and markets consultant at the International Securities Lending Association (ISLA), said the US move to T+1 created a “funding gap from misalignment” for ETFs engaging in securities lending: “How can you pay for something on T+1 if you are not receiving the cash proceeds from the investor until T+2?” said Holland to FT.

Others agreed that the move to T+1 would trigger more activity in the securities lending market. Matthew Chessum, director, securities finance at S&P Global Market Intelligence, said to the FT: “We are expecting to see an increase in volumes as a result of this change.

“Securities lending will be required to assist in providing liquidity to asset owners, who need to cover short positions that are expected to be generated by a mismatch in either settlement dates or [foreign exchange] currency settlement cycles.” But he added that he expected this heightened activity to be short term.

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