Solicitation Attachment 1 - SEC Requirements List.pdf
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- Attached to
- Securities Lending data subscription Federal contract opportunity
- Solicitation number
- 50310223Q0119
- Issued by
- Securities and Exchange Commission
About this file
This document outlines requirements for securities lending data from the Securities and Exchange Commission solicitation number 50310223Q0119. The SEC requires current and historical fixed income and equity securities lending market data including daily transaction level data summarized by security with identifying information such as CUSIP and ISIN. Data contents should include utilization rates, shares on loan, cost to borrow metrics including fees and rebates. Aggregate security statistics are required to be provided t+1 with comprehensive coverage of US equity and fixed income securities that are lent and historical data going back to 2013 including daily updates.
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Other files for this federal contract opportunity
| File | Type | Posted |
|---|---|---|
| SEC Response to Questions (Solicitation 50310223Q0119).pdf | ||
| Combined Synopsis-Solicitation_50310223Q0119 (Securities Lending data).pdf |
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Solicitation: 50310223Q0119
Attachment 1 – SEC Requirements List
Securities Lending Data
The U.S. Securities and Exchange Commission (SEC) requires current and historical fixed income and equity securities lending market data.
Background
Section 984(b) of Title IX - to analyze market quality measures in this over-the-counter market, and to establish a baseline for cost and benefits analysis of Dodd-Frank mandated regulation.
Data Requirements
The requirement is for securities lending data that summarizes transaction level data by security by day.
Historical data starting in 2013 or earlier delivered through FTP download or via a secure web portal.
Securities must be identifiable by CUSIP, ISIN, LEI, and/or ticker symbol or similar. Summary records shall include the following information:
1. Bulk download capability
2. Identifying data: CUSIP, ISIN, LEI, and/or ticker symbol or similar.
3. Data contents:
a. Utilization rates
b. Shares on loan
c. Cost to borrow (e.g. Fee/Rebate)
d. Dispersion of cost to borrow metrics(st dev of fees, min and max fee)
e. Separation of retail vs wholesale transactions if possible
f. Currency if applicable
I. The above fields should be provided for new loans, returned loans, and total loans separately if possible
II. Data structure similar to what exists in the example table below
Field Name Data Type Null
Date smalldatetime not null
CUSIP varchar(9) null
ISIN varchar (12) null
TradingSymbol varchar (30) null
ContractTypeID varchar (1) not null
LoanStageID varchar (1) not null
CollateralTypeID varchar (1) not null
CollateralCurrencyID varchar (3) not null
Tickets integer not null
Units decimal(18,4) not null
MarketValueUSD decimal(18,4) not null
Age decimal(11,4) null
LoanRateAvg decimal(11,4) null
LoanRateMax decimal(11,4) null
LoanRateMin decimal(11,4) null
LoanRateStdev decimal(11,4) null
4. Aggregate security statistics provided t+1
5. Comprehensive, or near comprehensive, coverage of US equity and fixed income securities that are lent
6. Historical data going back to 2013
7. The data shall include daily updates.
End of Document
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