New Data Product Launch: Borrow Intensity Indicators on May 1, 2020

Thursday, April 30, 2020

Borrow Intensity Indicators are files of Cboe Hanweck intraday data that describe constant maturity synthetic lending rates derived from real-time option analytics. Borrow Intensity is updated every 20 minutes and is available as live intraday. Borrow Intensity Indicators are a proprietary calculation based upon implied borrow at millisecond granularity and further transformed with machine learning using characteristics including relative liquidity and term in order to create constant maturities of 45, 60, 90, 180, and 360 days.

Product names:

Borrow Intensity Indicators,
Borrow Intensity Indicators - Subscription

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