Tuesday, 7 July 2009

Data Categories Won't Change: CFTC

Got in touch with the Commodity Futures Trading Commission just now to ask about planned changes to its Commitments of Traders reports. The changes announced today, intended to promote greater transparency, include new disaggregated data for the commercial and large spec categories to better show how hedge funds and swap dealers are positioned.
But rest assured, the CFTC's Jay Huhman has emailed me. Existing categories will remain untouched, and the current reports will continue in the same format as before. The CFTC envisages releasing the extra broken-out data in a new report. Phew. Changing the categories would have likely invalidated most of the existing research into the past data - including my own - which wouldn't have had much usefulness going forward. Thanks, CFTC.


In Debt We Trust said...

I just hope the CFTC's new data won't be as obfuscated as the NYSE's adjusted reports on program trading

dave said...


Sellouts ! :)