Securities Lending & Borrowing by Astec Analytics

SBL Market update: Loan spreads showed mixed results, while loan balances mostly decreased during the week ending April 1st

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Securities lending spreads across 9 out of 13 analyzed indices increased during the week ending March 18th. Energy Sector's spreads grew the most, at 62.3% or 10.6 basis points, from prior week, while US Treasuries' spreads fell the most, by -35.9% (-2.2 basis points), during the third week in March.

On the other side, loan balances across 10 out of 13 analyzed indices decreased during the week ending March 18th. Loan volume in TSX60 fell the most (-6%) compared to the prior week (up 11% over the past 30 days), while Stoxx 600's loan balances grew the most (8.2%) during the third week of March (up 24.6% over the last 30 days).


Russell 1000 April 01 2011
Russell 2000 April 01 2011
Russell 3000 April 01 2011

Supplied by SunGard Astec Analytics

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