Cftc

Commands

historical fixings
Daily published fixings for a benchmark index
fx option trades
Get the raw FX option transactions disseminated by DTCC, newest first
cot
Get Commitment of Traders Reports
swap trades
Get swap transaction and pricing data disseminated by DTCC
cot index
Score COT positioning against each trader group's own lookback range
cot search
Search current Commitment of Traders Reports
ois curve history
Get an overnight index swap curve over time, as a date-by-tenor table
cot positioning
Track one market's COT positioning week by week
ois policy path
Get the central bank's expected overnight-rate path from forward-starting OIS
ois curve
Get an overnight index swap curve, built from executed swap transactions
fx forward curve
Get the outright FX forward curve, in units of the currency per one US dollar
swap summary
Summarize a disseminated swap's net economics on the current curve
cot movers
Rank this week's largest COT positioning score moves
fx forward points
Get FX forward points, built from executed forwards and FX swaps
fx forward trades
Get the raw FX forward and swap transactions disseminated by DTCC, newest first
swap valuation
Value a disseminated swap on its own printed terms against the rate curve
fx implied vol
Get FX implied volatility from vanilla options disseminated by DTCC
cds index trades
Get credit default swap index transactions disseminated by DTCC
ois forward curve
Get the forward par swap rate curve, by forward start date