Data catalog

The current policy rate of each central bank we cover, its last change and the page each number came from.

Covers: Each covered central bank's policy rate with its instrument, observation date, and the direction and size in basis points of its last change.

US overnight rates and bill rates against the Federal Reserve's policy corridor, each with its own observation date.

Covers: Fed funds target range, IORB, the ON RRP award rate and the discount rate; EFFR, OBFR, SOFR, BGCR and TGCR with their volumes; 4-week to 1-year Treasury bill rates.

US Treasury auction results ranked against five years of the same tenor, and the marketable debt maturity ladder.

Covers: Bills, notes, bonds, TIPS, FRNs and cash management bills: bid-to-cover, high rate, indirect, direct and primary-dealer shares; debt outstanding by years to maturity.

Pages: One page per tenor, for example /tools/treasury-auctions/10-year-note.

Monthly 10-year government bond yields and their spreads over the German Bund and US Treasuries, in basis points.

Covers: Monthly average 10-year yields by country since January 1999, with 1-month and 12-month changes; market-implied, not a credit rating.

What changed in each FOMC statement, compared word by word with the one before it, each linked to the text as published.

Covers: Every FOMC statement since 2020: the share of words changed and the words added and removed.

What changed in each ECB monetary policy decisions release, compared word by word with the one before it, each linked to the text as published.

Covers: Every ECB monetary policy decisions release since 2020: the share of words changed and the words added and removed.

Large-speculator and commercial net positioning in US futures, with a three-year z-score of how stretched each position is.

Covers: 20 US futures markets: metals, energy, the 10-year note, equity index futures, VIX, bitcoin, the dollar index and currencies.

Pages: One page per contract, for example /tools/cot-positioning/gold.

Large-speculator net positioning in the CFTC-reported currency futures, with each contract's 3-year percentile and z-score.

Covers: CME euro, yen, pound, Canadian dollar, Swiss franc, Australian dollar, New Zealand dollar, Mexican peso and Brazilian real futures, and ICE US Dollar Index futures.

Weekly net outright positions of the primary dealers by asset class, with the week-over-week change.

Covers: US Treasuries excluding TIPS, federal agency and GSE securities, agency MBS and corporate securities.

Daily off-exchange short sale volume, total volume and the short-volume ratio for covered US stocks and ETFs. Short volume is not short interest.

Covers: Covered US stock and ETF symbols in FINRA's TRF and ADF reports, with each symbol's deviation from its own 20-session average.

Positions each manager reported on Form 13F-HR, with values as filed (no market prices), option lines apart and changes since the previous quarter.

Covers: The latest Form 13F-HR filing of each manager we follow, and the quarters before it on file.

Pages: One page per manager, at /research/funds/<manager>.

Quarter by quarter, the securities the managers we follow bought and sold, from their Form 13F-HR filings.

Covers: How many managers opened, added to, reduced or exited each security, the net share change and the largest new positions and exits.

Pages: One page per studied quarter, at /research/funds/quarters/<yyyy-qN>.

Outsized trades and multi-member clusters in US House STOCK Act disclosures. Disclosure does not imply impropriety.

Covers: US House periodic transaction reports since October 31, 2023 (Senate filings are not ingested): trades 3 times a member's typical size or more, and 3 or more members trading one ticker in 30 days.

What a US-listed company paid to buy back its stock, the shares repurchased and its authorizations, from SEC filings.

Covers: Cash paid by fiscal year and quarter, shares repurchased, program authorizations, the cover-page share count, and the companies linked by a 13D or 13G filing or a customer or supplier disclosure.

Pages: One page per company, at /tools/buybacks/<TICKER>.

Companies whose latest periodic SEC filing states substantial doubt about their ability to continue as a going concern, each with the sentence quoted from the filing.

Covers: 10-K, 10-Q, 20-F, 40-F and 6-K filings of the last 12 months; one row per company while that filing is its latest annual or quarterly report; blank-check companies (SPACs) listed apart.

Daily moves of major, cross and emerging-market currency pairs, G10 currency strength and the Federal Reserve's dollar indexes.

Covers: Pairs computed from the ECB euro reference rates since January 4, 1999, each 1-day move against its past year; the nominal Broad, AFE and EME dollar indexes.

Policy-rate differentials against the US dollar and the euro, spot moves and the ratio of each differential to its realised volatility.

Covers: G10 and emerging-market currencies: differentials and their 3-month and 12-month change, 3-month and 1-year spot moves, 3-month realised volatility.

Average and median month-end to month-end returns of currency pairs by calendar month, with the share of years each month rose.

Covers: Major, cross and emerging-market pairs from the ECB euro reference rates since 1999, with the number of years and a t-statistic per month.

Realised volatility of currency pairs over 1 month, 3 months and 1 year, and the correlation of daily changes between currencies.

Covers: Major, cross and emerging-market pairs; the correlation matrix of 15 currencies against the US dollar, and each one's correlation with the Broad dollar index and Treasury yield changes.

The next tranche on the hand-verified unlock schedule of each tracked token, soonest first, with its share of max supply. No prices.

Covers: The tokens Kresmion tracks; each token page adds its upcoming tranches and, on Solana, the share of supply held by the 5 and 20 largest token accounts.

Pages: One page per token, at /crypto/tokens/<SYMBOL>.

Transfers of $100,000 or more between the Solana wallets of tracked exchanges and outside addresses, same-entity moves excluded.

Covers: SOL, USDC and USDT: 7-day totals into and out of the exchanges, and the latest transfers, each linked to Solana Explorer. A sample of curated wallets, not a census.