Astec Market Analytics: Archive

2011 2010 2009
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SBL Market update: Loan spreads mostly grew, while loan balances predominantly decreased during the week ending March 18th

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).


CAC40 March 18 2011
DAX March 18 2011
DJ Stoxx 600 March 18 2011

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SBL Market update: Loan spreads mostly grew, while loan balances showed mixed results during the week ending March 4th

Securities lending spreads across 9 out of 13 analyzed indices increased during the week ending February 25th. Healthcare Sector's spreads grew the most, at 94.5% or 14.1 basis points, from prior week, while Energy Sector's spreads fell the most, by -27.9% (-6.3 basis points), during the last week of February.

On the other side, loan balances across 8 out of 13 analyzed indices decreased during the week ending February 25th. Loan volume in DAX fell the most (-5.8%) compared to the prior week (down 25.6% over the past 30 days), while TSX60's loan balances grew the most (21.5%) during the last week of February (up 13.4% during the last 30 days).


Russell 1000 March 04 2011
Russell 2000 March 04 2011
Russell 3000 March 04 2011

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SBL Market update: Loan spreads predominantly grew, while loan balances mostly decreased during the week ending February 25th

Securities lending spreads across 9 out of 13 analyzed indices increased during the week ending February 25th. Healthcare Sector's spreads grew the most, at 94.5% or 14.1 basis points, from prior week, while Energy Sector's spreads fell the most, by -27.9% (-6.3 basis points), during the last week of February.

On the other side, loan balances across 8 out of 13 analyzed indices decreased during the week ending February 25th. Loan volume in DAX fell the most (-5.8%) compared to the prior week (down 25.6% over the past 30 days), while TSX60's loan balances grew the most (21.5%) during the last week of February (up 13.4% during the last 30 days).


NYSE Energy Sector 25 Febuary 2011
NYSE Financial Sector 25 Febuary 2011
Russell 2000 25 Febuary 2011

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SBL Market update: Loan spreads predominantly grew, while loan balances showed mixed results during the week ending February 18th

Securities lending spreads across 9 out of 13 analyzed indices increased during the week ending February 18th. TSX60's spreads grew the most, at 95.7% or 12.5 basis points, from prior week, while Stoxx 600's spreads fell the most, by -47.7% (-26.2 basis points), during the third week in February.

Loan balances across 7 out of 13 analyzed indices decreased during the week ending February 18th. Loan volume in DAX fell the most (-7.3%) compared to the prior week (down 15.5% over the past 30 days), while CAC40's loan balances grew the most (39.7%) during the third week of February (up 66.8% during the last 30 days).


CAC40 18 Febuary 2011
DAX 18 Febuary 2011
NYSE Energy Sector 18 Febuary 2011

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SBL Market update: Loan spreads mostly decreased, while loan balances showed mixed results during the week ending February 4th

Securities lending spreads across 8 out of 13 analyzed indices decreased during the week ending February 4th. TSX60's spreads fell the most, at -46.4% or -17.2 basis points, from prior week, while Energy Sector's spreads grew the most, by 22.2% (2.4 basis points), during the first week in February.

On the other side, loan balances across 7 out of 13 analyzed indices increased during the week ending February 4th. Loan volume in CAC40 grew the most (3.3%) compared to the prior week (-14.2% over the past 30 days), while S&P 500's loan balances decreased the most (-3%) during the first week of February.


NYSE Financial Sector February 04 2011
Russell 3000 February 04 2011
TSX60 600 February 04 2011

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Loan spreads mostly decreased, while loan balances predominantly grew during the week ending January 28th

Securities lending spreads across 8 out of 13 analyzed indices decreased during the week ending January 28th. DAX's spreads decreased the most, at -13.7% or -1.6 basis points, from prior week, while TSX60's spreads grew the most, by 134.7% (21.2 basis points), during the last week of January.

On the other side, loan balances across 11 out of 13 analyzed indices increased during the week ending January 28th. Loan volume in TSX60 grew the most (5.4%) compared to the prior week (-8% over the past 30 days), while Stoxx 600's loan balances decreased the most (-3%) during the last week of January.

CAC40 January 28 2011
DAX January 28 2011
DJ Stoxx 600 January 28 2011

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Loan spreads predominantly grew, while loan balances mostly decreased during the week ending January 21st

Securities lending spreads across 10 out of 13 analyzed indices increased during the week ending January 21st. DAX's spreads grew the most, at 1,132.3% or 139.9 basis points, from prior week, while US Treasuries' spreads fell the most, by -40.9% (-2 basis points), during the third week of 2011.

Loan balances across 8 out of 13 analyzed indices decreased during the week ending January 21st. Loan volume in Healthcare Sector fell the most (-12%) compared to the prior week, while Energy Sector's loan balances grew the most (3.4%) during the third week of 2011.

CAC40 January 21 2011
DAX January 21 2011
DJ Stoxx 600 January 21 2011

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Loan spreads predominantly decreased, while loan balances mostly grew during the week ending January 14th

Securities lending spreads across 11 out of 13 analyzed indices decreased during the week ending January 14th. TSX60's spreads fell the most, at -71.2% or -36.9 basis points, from prior week, while DAX's spreads grew the most, by 19.7% (2 basis points), during the second week of 2011.

Loan balances across 9 out of 13 analyzed indices increased during the week ending January 14th. Loan volume in Healthcare Sector grew the most (10.2%) compared to the prior week, while CAC40's loan balances decreased the most (-3.9%) during the second week of 2011.


DAX January 14 2011
Russell 1000 January 14 2011
US Treasuries January 14 2011

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Loan spreads predominantly grew, while loan balances mostly decreased during the first week of 2011

Securities lending spreads across 9 out of 13 analyzed indices increased during the week ending January 7th. TSX60's spreads grew the most, at 52.4% or 17.9 basis points, from prior week, while CAC40's spreads decreased the most, by -20% (-1.6 basis points), during the first week of 2011.

Loan balances across 9 out of 13 analyzed indices decreased during the week ending January 7th. Loan volume in TSX60 decreased the most (-4.3%) compared to the prior week (-16.2% over the last 30 days), while DAX's loan balances grew the most (+3.8%) during the first week of 2011.

CAC40 January 07 2011
Dax January 07 2011
DJ Stoxx 600 January 07 2011


Supplied by SunGard Astec Analytics

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