Seeing the market clearly: How securities finance data is informing investment, risk and trading strategies in novel new ways

Nancy E. Allen
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Nancy E. Allen: EquiLend, USA

Journal of Securities Operations & Custody, 2025, vol. 17, issue 4, 344-354

Abstract: Securities finance data has traditionally been used by participants in the financing markets to accurately price and manage lending programmes. Users of data included beneficial owners (long holders of securities), agent lenders, broker deals and, to a lesser extent, hedge funds. Today, the scope and use case for securities finance data far exceeds where we were even five years ago. The changes have been fast and furious. Use cases have proliferated and consumers of the data have expanded way beyond financing markets to the broader institutional and retail markets. The time to market has also increased dramatically. No longer is data available only on a T+1 basis; it is now published intraday in real-time, and the data is being incorporated into factor-driven trading models. This paper explores how securities financing data — anchored in transparency, real-time availability and measurable financial impact — serves as a strategic tool across multiple use cases and financial functions. By integrating specific use cases and showcasing how securities financing data can serve as a strategic asset, this piece illustrates how securities financing data can inform tactical decisions and facilitate long-term optimisation for companies. This article is also included in The Business & Management Collection which can be accessed at https:// hstalks.com/business/.

Keywords: corporate bond short interest; equities short interest; short squeeze; financing rate; liquidity; securities finance data (search for similar items in EconPapers)
JEL-codes: E5 G2 K22 (search for similar items in EconPapers)
Date: 2025
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