Hedge Fund Monitor

Commitments of Traders Reports from the CFTC were not available at the time of publication due to the lapse in federal funding.

Series Information: Mnemonics

https://data.financialresearch.gov/hf/v1/metadata/mnemonics

Description

Returns all series available through the API. If no parameters are specified, then this route returns a list of all mnemonics. Using a parameter returns a list of hashes that contain the mnemonic along with the series name.

Parameters

dataset - The data set for which you want to retrieve mnemonics. Available data sets can be queried by the following keys:

Key	Data Set
fpf	SEC Form PF
tff	CFTC Traders in Financial Futures
scoos	Senior Credit Officer Opinion Survey on Dealer Financing Terms
ficc	FICC Sponsored Repo Service Volumes

output - The only allowable output value is "by_dataset" which will return a hash with the top-level keys being the data sets and their value being a list of mnemonics.

Examples

Call:

https://data.financialresearch.gov/hf/v1/metadata/mnemonics?dataset=fpf

Output:

[
    {
        "mnemonic": "FPF-ALLQHF_CDSDOWN250BPS_P5",
        "series_name": "Stress test: CDS spreads decrease 250 basis points net impact on NAV (5th percentile fund)"
    },
    {
        "mnemonic": "FPF-ALLQHF_CDSDOWN250BPS_P50",
        "series_name": "Stress test: CDS spreads decrease 250 basis points net impact on NAV (median fund)"
    },
    {
        "mnemonic": "FPF-ALLQHF_CDSUP250BPS_P5",
        "series_name": "Stress test: CDS spreads increase 250 basis points net impact on NAV (5th percentile fund)"
    },
    {
        "mnemonic": "FPF-ALLQHF_CDSUP250BPS_P50",
        "series_name": "Stress test: CDS spreads increase 250 basis points net impact on NAV (median fund)"
    },
  ...
]

Call:

https://data.financialresearch.gov/hf/v1/metadata/mnemonics?output=by_dataset

Output:

{
    "ficc": [
        {
            "mnemonic": "FICC-SPONSORED_REPO_VOL",
            "series_name": "Sponsored repo: repo volume"
        },
        {
            "mnemonic": "FICC-SPONSORED_REVREPO_VOL",
            "series_name": "Sponsored repo: reverse repo volume"
        }
    ],
    ...
  ]
}

Version

This API endpoint is available in the following versions of the OFR API.