Fixed Income Q1-Q3 2020

Despite increases in average on-loan balances and average daily lendable values of 5.86% and 6.29% respectively, fixed income lender-to-broker revenue was down 4.54% in the first nine months of 2020, generating $1.08 billion in lending revenue.

Initial Trading Days

One of the brightest spots in the securities finance market is activity related to initial public offerings (IPOs).

Fixed Income

The first half of 2019 has not been kind to the fixed income market, with total revenue down 30%.

The Drivers of Duration

Average duration is a measure of how long a trade is open, from the time that the security is borrowed to the time that it is returned back to the lender.

Emerging Trends in Securities Finance

As summer 2019 drew to a close, DataLend reviewed trends that emerged throughout the season to see if the securities lending industry heated up along with the temperatures.