Cboe Hanweck Borrow Intensity Indicators describe constant maturity synthetic lending rates derived from real-time option analytics.
Borrow Intensity Indicators are a proprietary calculation based upon implied borrow, enhanced with machine learning using characteristics including relative liquidity and term in order to create constant maturities of 45, 60, 90, 180, and 360 days.
Borrow Intensity Indicators may enhance:
Borrow Intensity Indicator Attributes:
For the file specifications, please click here
For the methodology overview, please click here
Note that all fields are provided for Borrow Intensity constant maturities of 45, 60, 90, 180, 270, and 360 days:
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