DataLend: Securities lending top 10 earning equities – September 21, 2015

DataLend presents its top 10 earnings equities for September 21, 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    CHESAPEAKE ENERGY 91.95%
2     MANNKIND 98.50%
3     LAREDO PETROLEUM 88.52%
4     TRANSOCEAN 92.14%
5     SOLARCITY 97.24%
6     ZILLOW GROUP CL C WI 97.57%
7     ISHARES MSCI EMERGING MARKETS ETF 76.17%
8     FITBIT CL A 99.29%
9     GAMESTOP CL A 91.10%
10   ZILLOW GROUP CL A 97.60%

UK

Utilization

1     VEDANTA RESOURCES 87.648%
2     TALKTALK TELECOM GROUP 88.45%
3     ASHMORE GROUP 94.44%
4     ROYAL DUTCH SHELL CL B 15.92%
5     CARILLION 86.94%
6     SAINSBURYJ 72.09%
7     TELECOM PLUS 65.65%
8     IMAGINATION TECHNOLOGIES GROUP 78.51%
9     DIALIGHT 88.92%
10    AO WORLD 94.28%

Europe

Utilization

1     TRANSOCEAN (CH) 93.13%
2     TOTAL (FR) 35.27%
3     VEDANTA RESOURCES (GB) 87.64%
4     SAIPEM (IT) 91.50%
5     TALKTALK TELECOM GROUP (GB) 88.45%
6     AIR FRANCE-KLM (FR) 90.68%
7     ASHMORE GROUP (GB) 94.44%
8     ABENGOA B CLASS B (ES) 80.44%
9     OUTOTEC (FI) 92.23%
10   INDRA SISTEMAS (ES) 81.37%

Far East/Australia Pacific

Utilization

1     CELLTRION (KR) 77.14%
2     HUISHAN DAIRY (HK) 91.67%
3     EVERGRANDE (HK) 92.44%
4     DAUM KAKAO (KR) 77.90%
5     SHARP (JP) 92.36%
6     FORTESCUE METALS GROUP (AU) 93.90%
7     GOLDIN PPT (HK) 91.71%
8     GOLDIN FIN HOLD (HK) 94.41%
9     ALI PICTURES (HK) 91.61%
10   SEMBCORP MARINE (SG) 88.52%

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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