Your income from Securities Lending and Borrowing (SLB) trades is treated as income from other sources and taxed at applicable tax rates. You must consult a tax advisor with your trade confirmation memo to compute your tax liability.
To learn more about SLB taxation visit qna.tax/t/understanding-security-lending-borrowing-and-its-taxation/5112.
The current tax P&L report on Console does not include SLB trades.