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:
* VIX Trade at Settlement (TAS) data is not included
Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data.Please refer to more index information on: https://www.cboe.com/us/indices/benchmark_indices/ https://www.cboe.com/us/indices/benchmark_roll_information/