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Fidelity reveals securities lending pricing pool

10 August 2012


The tool will bring transparency around securities lending fees charged by prime brokers, says Fidelity Prime Services

Read more: Fidelity prime brokerage securities lending

Fidelity Prime Services has introduced a securities lending pricing pool for its 125 hedge fund clients. Fidelity said it wants to bring transparency around the fees that prime brokers charge for securities lending.

The new facility, called PB Optimize, has already been tested on some of the firm’s hedge fund clients including Southpoint Capital. It is free for all of Fidelity’s hedge fund clients.

Adam Nemser, head trader of Southpoint, said the pricing pool has enabled it to improve its rate discovery process, adding: “Furthermore, it has enabled us to better analyze how our rates change over time across multiple prime brokers, improving our ability to compare the quantitative and qualitative aspects of these relationships.”

Data provider Markit - which recently acquired Data Explorers - is providing Fidelity with the securities lending data.

Thomas Tesauro, executive vice president of Fidelity Prime Services, said there is demand for transparency:
“Investors want to know that the firms with whom they’re investing are making financing decisions on their behalf based on the best possible data and analysis. Any tool that drives transparency is good for investors and for the market as a whole.”

The pricing pool tool consists of key modules including a broker scorecard to evaluate prime brokers’ performances and a cost analysis module which allows clients to find potential cost savings.


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