NEW YORK, Jan. 23, 2018 -- Hanweck, a leading provider of real-time risk analytics on global derivatives markets, today announced the launch of the Hanweck Borrow Intensity IndicatorTM. This new product mines data from the equity options market to derive stock borrow rates and term curves in real time. Hanweck Borrow Intensity Indicators rely upon proprietary calculations that transform real-time implied borrow data into time-series with constant maturity characteristics. Indicator data is available for all securities that have listed options.
Gerald A. Hanweck Jr., PhD, Founder and CEO of Hanweck, said, “The options market offers rich signal data that is applicable to several asset classes beyond equity options. As we look to leverage our core Hanweck Options Analytics product to create new offerings and alternative data sets, we are excited to introduce the Hanweck Borrow Intensity Indicator, which offers a unique and previously unavailable real time view into market expectations of securities borrow rates.”
Robert Levy, Head of Business Development for Hanweck, added, “The introduction of the Hanweck Borrow Intensity Indicator is a first for the securities lending market, where data is typically made available on a T+1 basis. By providing real-time information in this somewhat opaque market segment, we have created an actionable trading indicator that will add value for firms that are active in the securities lending space.”
For more information about the Hanweck Borrow Intensity Indicator, please click here.
About Hanweck
Hanweck is the leading provider of real-time risk analytics on global derivatives markets focusing on the large-scale risk problems of banks, broker/dealers, hedge funds, central counterparties and exchanges -- where the number of instruments and positions number in the millions. Hanweck delivers its risk analytics as a real-time service -- usually in the form of a data feed -- dramatically simplifying integration with its customers' risk architecture. Hanweck's institutional investors include Nasdaq and Argentum, a New York-based private equity firm. For more information, please visit www.hanweck.com or follow Hanweck on Twitter and LinkedIn.
Contact Information Media/Marketing: Molly McGregor, [email protected] Sales/Business Development: [email protected]


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