Data Explorers Stock Lending Index - the benchmark indicator for stock lending
DESLI tracks the volume of stock that is made available for lending and the volume of stock on loan by region and sector. As securities lending is a proxy for short selling these indices can be used to see how short interest has changed in a particular market over time.
The index consists of 800 securities with an average of 8 securities for each sector in each region. The weights of each security are based on the value of available stock to be lent at 1st January 2008.
The index is published every Friday and consituents are rebalanced every 3 months.
DESLI data is sourced daily from the major custodians and prime brokers around the world. DESLI stock lending data is unavailable from any other source - including the regulatory announcement services
Free Service:
subset of the index charts is available from the Data Explorers website. This subset covers daily changes in the Global index, US index, UK index, Europe index and Asia index from 1 Sept 2008
Data Explorers Stock Lending Index - the benchmark indicator for stock lending
DESLI tracks the volume of stock that is made available for lending and the volume of stock on loan by region and sector. As securities lending is a proxy for short selling these indices can be used to see how short interest has changed in a particular market over time.
The index consists of 800 securities with an average of 8 securities for each sector in each region. The weights of each security are based on the value of available stock to be lent at 1st January 2008.
The index is published every Friday and consituents are rebalanced every 3 months.
DESLI data is sourced daily from the major custodians and prime brokers around the world. DESLI stock lending data is unavailable from any other source - including the regulatory announcement services
Free Service:
subset of the index charts is available from the Data Explorers website. This subset covers daily changes in the Global index, US index, UK index, Europe index and Asia index from 1 Sept 2008
http://dataexplorers.com/sites/default/files/desli-global.gif
Stock Restrictions Monitor => e.g. Germany short selling regulation