Orbisa Securities Lending Analytics Dashboard

Now get access to the same valuable short/securities lending data for US equities historically available only to banks, broker-dealers and institutional investors. The Orbisa Securities Lending Analytics Dashboard in Fundamentals Explorer gives you professional-level access to key metrics and data to see when borrowing demand is increasing or decreasing so you're better able to gauge in which direction market sentiment is trending. Orbisa data includes 189,000 unique securities over more than 50 global markets.

With the Orbisa Securities Lending Analytics Dashboard you can*:

  • View up to eight trend metrics including:

    • Utilization: The total quantity of the security on loan divided by the total inventory of the security. Expressed as percentage.

    • Lender Depth: A scale to indicate the number of lenders with an outstanding borrow in the name. 1: 0-5 lenders, 2: 6-10 lenders, 3: 11 or more lenders.

    • Average Duration: The volume weighted average duration of all open loans in the security based on Trade Date, expressed in calendar days.

    • Borrow Depth: A scale to indicate the number of lenders with an outstanding borrow in the name. 1: 0-5 lenders, 2: 6-10 lenders, 3: 11 or more lenders.

    • Days to Cover: For equity securities, the number of shares on loan in a security for the business date divided by the 30 day trading average in the cash market.

    • On Loan Quantity: Total quantity of the security on loan.

    • On Loan Value: Total value (USD) of the security on loan.

    • Short Interest Indicator: For equity securities, the number of shares on loan divided by the total number of shares in the public float, expressed as a percentage. For fixed income securities, the size on loan divided by the issuance size, expressed as a percentage.

  • Use the "Compare" chart to compare short-selling data of two companies.

  • Compare trends across multiple companies side by side using custom date ranges going back as far as 12 months.

*Some listed features require a subscription. Subscribe to Orbisa Premium in-app and get a 30-day Free Trial!

To use the Orbisa dashboard, open Fundamentals Explorer from the Mosaic New Window drop-down (of the Classic Analytical Tools menu) and select the Securities Lending tab.

The Orbisa dashboard is available in Desktop TWS, Client Portal, and IBKR Mobile.