the cftc is now in charge of collecting data from off-exchange trades of swaps, etc., thanks to dodd-frank. right now they are doing cdo and rates derivative; equity, forex, and commodities will come later.
i can't find any data on the cftc site except highly aggregated volume data. apparently anyone can apply to become a repository, they can meet the requirements. so far, the dtcc is the best source i can find. they offer rss and csv downloads:
https://rtdata.dtcc.com/gtr/dashboard.do
this could get very interesting, and could change the way investment banks run their business for good.
Subscribe to:
Post Comments (Atom)
Posts
No comments:
Post a Comment