Data Sources
Where specific datasets have been provided, we have credited the relevant provider. For any dataset that does not highlight a specific provider, ISLA has collated the data and provided an aggregated output.
Break points used to categorise collateral:
GC
Equities: < 35bps
Bonds: < 35bps
Warm
Equities: 35-150bps
Bonds: 35-75bps
Special
Equities: > 150bps
Bonds: > 75bps
Thank you to our various data providers:
Data partners: S&P Global, DataLend, FIS
Tri-Party Agents: JP Morgan, BNY Mellon, Euroclear, Clearstream
While we have made every attempt to ensure that the information contained in this webpage has been obtained from reliable sources, International Securities Lending Association (ISLA) is not responsible for any errors or omissions, or for the results obtained from the use of this information. All information in this webpage is provided “as is”, with no guarantee of completeness, accuracy, timeliness or of the results obtained from the use of this information, and without warranty of any kind, express or implied, including, but not limited to warranties of performance, merchantability and fitness for a particular purpose. Nothing herein shall to any extent substitute for the independent investigations and the sound technical and business judgment of the reader. In no event will ISLA, or its Board Members, employees or agents, be liable to you or anyone else for any decision made or action taken in reliance on the information in this Report or for any consequential, special or similar damages, even if advised of the possibility of such damages. Inclusion in this webpage does not suggest any specific endorsement by ISLA of their products and services.