The United States’ Office of Financial Research has unveiled its new Hedge Fund Monitor, an interactive data visualisation tool that makes aggregated data on hedge fund activities from several sources more accessible through one tool.
The Hedge Fund Monitor is available for public use, with the data available for download via an application programming interface.
James Martin, Acting Director of the OFR, commented: “The Hedge Fund Monitor reflects the OFR’s commitment to developing data products that provide policymakers and the public comprehensive, reliable, and accessible data about segments of the financial system.”
The monitor does not reveal entity-level confidential information about hedge fund advisers or the funds that they manage. It includes only aggregated data about private funds, including hedge funds and their advisers.
The Hedge Fund Monitor includes data from four sources: the Securities and Exchange Commission Form Private Fund, or Form PF, filings; the Commodity Futures Trading Commission Commitments of Traders reports, which provide data on aggregate holdings of futures and options positions across a number of asset classes; the Federal Reserve Board’s Senior Credit Officer Opinion Survey, which includes information about the availability and terms of credit in securities financing and over-the-counter derivatives markets; and Fixed Income Clearing Corporation aggregated sponsored repo data.
