Basically all of them will...Interactive Brokers is nice in that they have a clear "we'll give you a 50% cut of actuals on your shares".

Other brokers seem to either keep it or implement a far less transparent process.

Since I'm holding risky shares (and thus higher % interest on borrowings) I definitely that directly linked

Perhaps they do. If they get caught, though, that's big trouble with the regulators.

Its generally one of the forms you sign during application