📉 `cftc`¶

CFTC-jurisdiction swap and derivatives transaction data, publicly disseminated from the DTCC Global Trade Repository under 17 CFR Part 43 (Dodd-Frank). Daily end-of-day cumulative files across five asset classes — rates, credit, forex, equities and commodities — carrying notional amounts, prices, effective and expiration dates, clearing status and counterparty jurisdiction. Coverage starts 2024-01-01, the post-Part-43/45 rewrite schema; earlier years use an incompatible field structure and are not included.

9 datasets · 168 columns

cftc_trades · table¶

CFTC swap trade public dissemination records from DTCC GTR. Each row is one reported swap event (new trade, amendment, termination, correction). Covers all five CFTC asset classes, one per partition: RATES, CREDITS, FOREX, EQUITIES, COMMODITIES (the source short code IR/CR/FX/EQ/CO is preserved in asset_class_code). Partitioned by asset_class/year/month. Daily EOD files from 2024-01-01; weekends and holidays produce no file (skipped cleanly). For new trades only: WHERE action_type = 'NEWT'. For live trades: exclude action_type IN ('TERM','CORR','EROR'). Join on dissemination_id / original_dissemination_id to reconstruct amendment chains. For a narrower, asset-class-specific column set see rate_swaps, credit_default_swaps, fx_derivatives, equity_derivatives, and commodity_derivatives; for daily aggregate summaries see swap_activity and clearing_activity.

Column	Type	Null	Description
`dissemination_id`	string	no	Unique identifier assigned by DTCC for this dissemination event (PK)
`original_dissemination_id`	string	yes	References the original NEWT dissemination_id for amendments/terminations
`action_type`	string	no	NEWT=new trade, AMND=amendment, TERM=termination, CORR=correction, EROR=error, NOVA=novation
`event_type`	string	yes	TRAD=trade, NOVA=novation, CLRG=clearing
`event_timestamp`	timestamp	no	UTC timestamp of the swap event
`amendment_indicator`	string	yes	Indicates whether the record is an amendment to a prior submission
`asset_class_code`	string	yes	CFTC standard asset-class code from the source file — IR (rates), CR (credit), FX, EQ (equity), CO (commodity). Redundant with the asset_class partition (the DTCC file is pre-split by class) but kept for analyst convenience and joins.
`product_name`	string	yes	Standard product description (e.g. 'Swap OIS USD', 'Index CDS')
`unique_product_identifier`	string	yes	UPI code identifying the swap product per ANNA DSB taxonomy
`upi_fisn`	string	yes	Financial Instrument Short Name from UPI
`upi_underlier_name`	string	yes	Underlier name from UPI (e.g. 'USD-SOFR-COMPOUND', 'CDX.NA.IG')
`cleared`	string	yes	Y=centrally cleared (per CFTC/DTCC CDE data element #1). Almost never seen in this table: Y is reported only on the CCP-facing "beta"/"gamma" novation legs created when a swap clears, and those legs are explicitly excluded from Part 43 public real-time dissemination ("Not Disseminated" per the CFTC Technical Specification's clearing novation example) — this file carries only the original "alpha" transaction. N=not centrally cleared (bilateral). I=Intent to clear — the alpha transaction is planned for submission to clearing; most I rows do go on to clear, but that outcome is recorded on a separate, non-disseminated transaction, not by amending this row.
`mandatory_clearing_indicator`	boolean	yes	Whether this swap is subject to mandatory clearing under CFTC rules
`execution_timestamp`	timestamp	yes	UTC timestamp when the trade was executed
`platform_identifier`	string	yes	SEF or DCM venue identifier where the trade was executed
`block_trade_election_indicator`	boolean	yes	True if the trade qualifies as a block trade (delayed reporting)
`large_notional_off_facility_swap_indicator`	boolean	yes	True if large notional off-facility swap delayed reporting elected
`prime_brokerage_transaction_indicator`	boolean	yes	True if this is a prime brokerage transaction
`effective_date`	date	yes	Date the swap begins accruing
`expiration_date`	date	yes	Scheduled maturity/expiration date of the swap
`maturity_date_underlier`	date	yes	Maturity date of the underlying instrument (for options/swaptions)
`first_exercise_date`	date	yes	Earliest exercise date for options
`notional_amount_leg1`	double	yes	Notional amount leg1. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999999999999999999.99999) — see notional_amount_leg1_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`notional_amount_leg1_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999999999999999999.99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and notional_amount_leg1 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`notional_amount_leg1_at_or_above_threshold`	boolean	yes	True when the source value carried a trailing '+' — CFTC's Part 43 large-trade disclosure censoring marker, meaning the true notional is at or above the public reporting threshold and notional_amount_leg1 reflects only that threshold, not the real amount. Null when the source value itself is null.
`notional_amount_leg2`	double	yes	Notional amount leg2. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999999999999999999.99999) — see notional_amount_leg2_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`notional_amount_leg2_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999999999999999999.99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and notional_amount_leg2 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`notional_amount_leg2_at_or_above_threshold`	boolean	yes	True when the source value carried a trailing '+' — see notional_amount_leg1_at_or_above_threshold for the CFTC large-trade censoring convention this reflects.
`notional_currency_leg1`	string	yes	ISO 4217 currency code for leg 1 notional
`notional_currency_leg2`	string	yes	ISO 4217 currency code for leg 2 notional
`notional_quantity_leg1`	double	yes	Notional quantity leg1. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999999999999999999.99999) — see notional_quantity_leg1_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`notional_quantity_leg1_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999999999999999999.99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and notional_quantity_leg1 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`notional_quantity_leg1_at_or_above_threshold`	boolean	yes	True when the source value carried a trailing '+' — CFTC's Part 43 large-trade disclosure censoring marker, meaning the true quantity is at or above the public reporting threshold and notional_quantity_leg1 reflects only that threshold, not the real amount. Null when the source value itself is null.
`notional_quantity_leg2`	double	yes	Notional quantity leg2. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999999999999999999.99999) — see notional_quantity_leg2_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`notional_quantity_leg2_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999999999999999999.99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and notional_quantity_leg2 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`notional_quantity_leg2_at_or_above_threshold`	boolean	yes	True when the source value carried a trailing '+' — CFTC's Part 43 large-trade disclosure censoring marker, meaning the true quantity is at or above the public reporting threshold and notional_quantity_leg2 reflects only that threshold, not the real amount. Null when the source value itself is null.
`total_notional_quantity_leg1`	double	yes	Total notional quantity leg1. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999999999999999999.99999) — see total_notional_quantity_leg1_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`total_notional_quantity_leg1_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999999999999999999.99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and total_notional_quantity_leg1 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`total_notional_quantity_leg1_at_or_above_threshold`	boolean	yes	True when the source value carried a trailing '+' — see notional_amount_leg1_at_or_above_threshold for the CFTC large-trade censoring convention this reflects.
`total_notional_quantity_leg2`	double	yes	Total notional quantity leg2. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999999999999999999.99999) — see total_notional_quantity_leg2_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`total_notional_quantity_leg2_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999999999999999999.99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and total_notional_quantity_leg2 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`total_notional_quantity_leg2_at_or_above_threshold`	boolean	yes	True when the source value carried a trailing '+' — CFTC's Part 43 large-trade disclosure censoring marker, meaning the true quantity is at or above the public reporting threshold and total_notional_quantity_leg2 reflects only that threshold, not the real amount. Null when the source value itself is null.
`quantity_unit_of_measure_leg1`	string	yes	Unit of measure for notional quantity leg 1 (BBL, MMBTU, MWH, etc.)
`quantity_unit_of_measure_leg2`	string	yes	Unit of measure for notional quantity leg 2
`quantity_frequency_leg1`	string	yes	Frequency at which quantity is delivered/settled leg 1
`quantity_frequency_leg2`	string	yes	Frequency at which quantity is delivered/settled leg 2
`quantity_frequency_multiplier_leg1`	double	yes	Multiplier applied to quantity frequency leg 1
`quantity_frequency_multiplier_leg2`	double	yes	Multiplier applied to quantity frequency leg 2
`notional_amount_effective_leg1`	array	yes	Notional amount(s) in effect on the associated effective date for leg 1. A single amount for a bullet swap; an amortizing/accreting swap reports a semicolon-delimited schedule, so this is a list. Positionally aligned with effective_date_notional_leg1 and end_date_notional_leg1.
`notional_amount_effective_leg2`	array	yes	Notional amount(s) in effect on the associated effective date for leg 2. A single amount for a bullet swap; an amortizing/accreting swap reports a semicolon-delimited schedule, so this is a list. Positionally aligned with effective_date_notional_leg2 and end_date_notional_leg2.
`effective_date_notional_leg1`	array	yes	Date(s) the notional amount takes effect for leg 1 — one entry per step of an amortization schedule, positionally aligned with notional_amount_effective_leg1.
`effective_date_notional_leg2`	array	yes	Date(s) the notional amount takes effect for leg 2 — one entry per step of an amortization schedule, positionally aligned with notional_amount_effective_leg2.
`end_date_notional_leg1`	array	yes	Date(s) the notional amount expires for leg 1. Usually a single date; amortizing swaps report a semicolon-delimited schedule (e.g. "2030-01-31;2030-02-28;...") which is why this is a list rather than a scalar date.
`end_date_notional_leg2`	array	yes	Date(s) the notional amount expires for leg 2. Usually a single date; amortizing swaps report a semicolon-delimited schedule, which is why this is a list rather than a scalar date.
`fixed_rate_leg1`	double	yes	Fixed rate leg1. NULL when the reporting counterparty used the CFTC all-9s not-available default (9.9999999999) — see fixed_rate_leg1_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`fixed_rate_leg1_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (9.9999999999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and fixed_rate_leg1 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`fixed_rate_leg2`	double	yes	Fixed rate leg2. NULL when the reporting counterparty used the CFTC all-9s not-available default (9.9999999999) — see fixed_rate_leg2_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`fixed_rate_leg2_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (9.9999999999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and fixed_rate_leg2 is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`fixed_rate_day_count_leg1`	string	yes	Day count convention for fixed leg 1 (A004=ACT/360, A006=30/360, etc.)
`fixed_rate_day_count_leg2`	string	yes	Day count convention for fixed leg 2
`floating_rate_day_count_leg1`	string	yes	Day count convention for floating leg 1
`floating_rate_day_count_leg2`	string	yes	Day count convention for floating leg 2
`floating_rate_reset_freq_period_leg1`	string	yes	Reset period unit for floating leg 1 (MNTH, WEEK, YEAR, EXPI, etc.)
`floating_rate_reset_freq_period_leg2`	string	yes	Reset period unit for floating leg 2
`floating_rate_reset_freq_multiplier_leg1`	double	yes	Multiplier for reset frequency period leg 1
`floating_rate_reset_freq_multiplier_leg2`	double	yes	Multiplier for reset frequency period leg 2
`fixed_rate_payment_freq_period_leg1`	string	yes	Payment frequency period unit for fixed leg 1
`fixed_rate_payment_freq_period_leg2`	string	yes	Payment frequency period unit for fixed leg 2
`floating_rate_payment_freq_period_leg1`	string	yes	Payment frequency period unit for floating leg 1
`floating_rate_payment_freq_period_leg2`	string	yes	Payment frequency period unit for floating leg 2
`fixed_rate_payment_freq_multiplier_leg1`	double	yes	Payment frequency multiplier for fixed leg 1
`fixed_rate_payment_freq_multiplier_leg2`	double	yes	Payment frequency multiplier for fixed leg 2
`floating_rate_payment_freq_multiplier_leg1`	double	yes	Payment frequency multiplier for floating leg 1
`floating_rate_payment_freq_multiplier_leg2`	double	yes	Payment frequency multiplier for floating leg 2
`spread_leg1`	double	yes	Spread over floating index for leg 1 (basis points or decimal per convention)
`spread_leg2`	double	yes	Spread over floating index for leg 2
`spread_currency_leg1`	string	yes	Currency of spread leg 1
`spread_currency_leg2`	string	yes	Currency of spread leg 2
`spread_notation_leg1`	string	yes	Notation for spread leg 1 (ABSC=absolute, PRCT=percent)
`spread_notation_leg2`	string	yes	Notation for spread leg 2
`price`	double	yes	Transaction price (commodity/equity swaps)
`price_unit_of_measure`	string	yes	Unit of measure for price
`price_currency`	string	yes	Currency of price
`price_notation`	string	yes	Price notation type
`post_priced_swap_indicator`	boolean	yes	True if the price is determined after execution
`option_type`	string	yes	CALL, PUT, OTHR — option type for swaptions/options
`option_style`	string	yes	EURO=European, AMER=American, BERM=Bermudan
`strike_price`	double	yes	Strike price for options/swaptions
`strike_price_currency`	string	yes	Currency or currency pair of the strike price
`strike_price_notation`	string	yes	Notation type for strike price
`embedded_option_type`	string	yes	Type of embedded option (callable, putable, etc.)
`option_premium_amount`	double	yes	Premium paid for the option
`option_premium_currency`	string	yes	Currency of the option premium
`exchange_rate`	double	yes	Exchange rate. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999.9999999999999 or 9.9999999999) — see exchange_rate_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`exchange_rate_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999.9999999999999 or 9.9999999999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and exchange_rate is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`exchange_rate_basis`	string	yes	Basis for the exchange rate quotation
`call_amount`	double	yes	Call leg notional for FX swaps
`call_currency`	string	yes	Currency of the call leg
`put_amount`	double	yes	Put leg notional for FX swaps
`put_currency`	string	yes	Currency of the put leg
`underlier_id_leg1`	string	yes	Identifier of the underlier for leg 1 (ISIN, index ticker, etc.)
`underlier_id_leg2`	string	yes	Identifier of the underlier for leg 2
`underlier_id_source_leg1`	string	yes	Identification scheme for underlier ID leg 1 (ISIN, INDX, etc.)
`underlying_asset_name`	string	yes	Human-readable name of the underlier (e.g. 'CDX.NA.IG', 'WTI Crude')
`underlying_asset_subtype_leg1`	array	yes	Underlying asset/contract subtype identifier(s) for leg 1. Basket and index trades name several underliers in one semicolon-delimited field, so this is a list.
`underlying_asset_subtype_leg2`	string	yes	Subtype classification of the underlier leg 2
`maturity_date_underlier_leg1`	string	yes	Maturity of the underlying instrument
`other_payment_amount`	array	yes	Additional payment(s) (e.g. upfront fee, points). Usually a single amount; tiered payment schedules report a semicolon-delimited list, which is why this is a list rather than a scalar double.
`other_payment_type`	array	yes	Type code(s) of the additional payment(s) — positionally aligned with other_payment_amount and other_payment_currency (e.g. UWIN, UFRO).
`other_payment_currency`	array	yes	Currency code(s) of the additional payment(s) — positionally aligned with other_payment_amount and other_payment_type.
`settlement_currency_leg1`	string	yes	Settlement currency for leg 1
`settlement_currency_leg2`	string	yes	Settlement currency for leg 2
`settlement_location`	string	yes	Not a CCP/clearinghouse field. Per CFTC/DTCC CDE data element #90, this is the ISO 3166 (alpha-2) country code disambiguating an offshore currency from its onshore ISO 4217 code (e.g. CNY traded offshore in Hong Kong is reported as notional_currency=CNY plus settlement_location=HK). Only applicable — and only required — when a leg's notional currency is an offshore currency; genuinely blank on the vast majority of rows, and never a CCP name.
`collateralisation_category`	string	yes	FLCL=fully collateralised, PRCL=partially, UNCL=uncollateralised
`delivery_type`	string	yes	PHYS=physical delivery, CASH=cash settlement, OPTL=optional
`physical_delivery_location_leg1`	string	yes	Delivery point for commodity/physical swaps
`package_indicator`	boolean	yes	True if this trade is part of a multi-leg package transaction
`package_transaction_price`	double	yes	Package transaction price. NULL when the reporting counterparty used the CFTC all-9s not-available default (99999.9999999999999 or 9.9999999999) — see package_transaction_price_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`package_transaction_price_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (99999.9999999999999 or 9.9999999999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and package_transaction_price is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`package_transaction_price_currency`	string	yes	Currency of the package price
`package_transaction_price_notation`	string	yes	Notation for package price
`package_transaction_spread`	double	yes	Package transaction spread. NULL when the reporting counterparty used the CFTC all-9s not-available default (9.9999999999 or 99999) — see package_transaction_spread_not_available. Thousands separators and the Part 43 '+' censoring marker are stripped before parsing.
`package_transaction_spread_not_available`	boolean	yes	True when the reporting counterparty signalled that this value was NOT AVAILABLE at the time of reporting, by submitting the CFTC Parts 43/45 Technical Specification's all-9s default for this field's format (9.9999999999 or 99999). The spec states such a value is accepted when the value is not available, so it is a placeholder rather than an amount, and package_transaction_spread is NULL on these rows instead of carrying a nonsensical figure (the Num(25,5) default parses as 1e20, roughly 1000x world GDP). This is a different condition from an at_or_above_threshold flag, where the amount IS known but publicly censored and the disseminated number is the Part 43 reporting threshold; here no number was reported at all. Only the exact spec-canonical defaults match — a bare 999999 also occurs in this feed and is a genuine amount.
`package_transaction_spread_currency`	string	yes	Currency of the package spread
`package_transaction_spread_notation`	string	yes	Notation for package spread
`non_standardized_term_indicator`	boolean	yes	True if the trade contains non-standard bespoke terms
`custom_basket_indicator`	boolean	yes	True if underlier is a custom basket
`index_factor`	double	yes	Current index factor for ABS/MBS underliers
`asset_class`	string	no	DTCC asset-class partition, from the source file split — RATES, CREDITS, FOREX, EQUITIES, COMMODITIES. Drives the download URL and the Iceberg partition (no source mapping; populated from the partition dimension). See asset_class_code for the CFTC short code (IR/CR/FX/EQ/CO) carried in the data rows.
`trade_date`	date	no	UTC calendar date of event_timestamp — not a per-exchange local trading day; these are OTC swaps with no single canonical session, and CFTC's own Part 43/45 dissemination files bucket by UTC report day too. A trade executed late in the US session (after ~19:00-20:00 ET) falls under the next UTC calendar date here.
`year`	integer	no	Calendar year (partition key)
`month`	integer	no	Calendar month 1-12 (partition key)
`day`	integer	no	Calendar day of month 1-31 (partition key). Present so the partition spec can match the fetch unit — DTCC publishes one file per (asset_class, day), so a day-grained partition is owned by exactly one fetch and can be committed on its own as that fetch completes.

cot_disaggregated_futures · table¶

CFTC Commitments of Traders — Disaggregated Futures-Only report. Weekly (Tuesday) open interest and long/short/spread positions by trader category — producer/ merchant, swap dealer, managed money, other reportables, and nonreportables — one row per (report_date, contract market). A different CFTC dataset from cftc_trades (DTCC GTR OTC swap dissemination): this is the futures-market positioning report, sourced directly from CFTC's own public Socrata endpoint (resource 72hh-3qpy), not DTCC. Series starts 2006-06-13 — the true start of the Disaggregated report, not a fetch limit (the Legacy COT report, a different resource, goes back to 1986). Source: publicreporting.cftc.gov/resource/72hh-3qpy.json.

Column	Type	Null	Description
`report_date`	date	no	Tuesday report date
`report_week`	string	yes
`market_and_exchange_name`	string	yes
`contract_market_name`	string	yes
`cftc_contract_market_code`	string	no	Contract market code — PK component
`cftc_market_code`	string	yes
`cftc_region_code`	string	yes
`cftc_commodity_code`	string	yes
`commodity_name`	string	yes
`commodity`	string	yes
`commodity_subgroup_name`	string	yes
`commodity_group_name`	string	yes
`contract_units`	string	yes
`open_interest_all`	bigint	yes
`producer_merchant_long_all`	bigint	yes
`producer_merchant_short_all`	bigint	yes
`swap_dealer_long_all`	bigint	yes
`swap_dealer_short_all`	bigint	yes
`swap_dealer_spread_all`	bigint	yes
`money_manager_long_all`	bigint	yes
`money_manager_short_all`	bigint	yes
`money_manager_spread_all`	bigint	yes
`other_reportable_long_all`	bigint	yes
`other_reportable_short_all`	bigint	yes
`other_reportable_spread_all`	bigint	yes
`total_reportable_long_all`	bigint	yes
`total_reportable_short_all`	bigint	yes
`nonreportable_long_all`	bigint	yes
`nonreportable_short_all`	bigint	yes
`traders_total_all`	integer	yes
`concentration_net_top4_long_pct`	double	yes
`concentration_net_top4_short_pct`	double	yes
`concentration_net_top8_long_pct`	double	yes
`concentration_net_top8_short_pct`	double	yes
`year`	integer	no	Calendar year (partition key)

rate_swaps · view¶

Interest rate swaps filtered view. Covers vanilla IRS, OIS (SOFR, EFFR), basis swaps, cross-currency swaps, and swaptions in the RATES asset class. Key columns: fixed_rate_leg1/leg2 (coupon as decimal), floating_rate_reset_freq_period_leg1 (EXPI=at-expiry OIS, MNTH=monthly reset), settlement_location (offshore-currency jurisdiction — an ISO 3166 country code, populated only when a leg's currency is offshore; not a CCP field), upi_underlier_name (e.g. 'USD-SOFR-COMPOUND'). Filter action_type = 'NEWT' for new executions only. This table cannot support CCP/clearer concentration analysis — see clearing_activity's comment for why.