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Fundamental Analytics Documentation

Fundamental Data Options

Economic Data

In the Fixed Income module, macro-economic data is aggregated from various public and private U.S. sources (e.g., Commerce Department, Labor Department, Bureau of Industry and Security (BIS), Federal Reserve, S&P Dow Jones, Institute for Supply Management (ISM), National Bureau of Economic Research (NBER), and National Association of Realtors).

Baker Hughes Active Rig Split

The Baker Hughes North American Rotary Rig Count is a weekly census of the number of drilling rigs actively exploring for or developing oil or natural gas in the United States and Canada.

Baker Hughes Drilling Type

Baker Hughes also breaks down the weekly census by type of drilling rig (directional, horizontal, or vertical).

California Fuels

The California Energy Commission releases weekly data on stocks, production, demand, etc. for crude oil and refined products in the state of California.

CFTC

The United States Commodity Futures Trading Commission (CFTC) releases weekly position and open interest reports for futures products traded on U.S. futures exchanges.

CFTC Disaggregated

In September 2009 the CFTC began publishing a new disaggregated COT report. The new disaggregated COT contains new categories of traders and begins classifying traders differently. No longer are traders classified as simply commercial or non-commercial. The new report contains more specific categories, such as “Producer/Merchant/Processor/User”, “swap dealers”, “managed money” and “other reportable” as well as a non-reportable category.

CFTC Supplement

Supplemental report was released to track “Commodity Index Traders”. This special report covers select agricultural markets only.

Cities Degree Days

Temperature can have a big impact on both demand for energy and crop production. This displays a daily, year-on-year chart of Average Temperature, Calculated Heating Degree Day (HDD), or Cooling Degree Day (CDD) for 64 cities across the U.S. If the average temperature (Midpoint between High and Low) is greater than 65 degrees, it is considered a CDD with a value of Midpoint minus 65. Conversely, if the average temperature is less than 65 degrees, it is considered an HDD with a value of 65 minus Midpoint.

CPC Degree Days

The Climate Prediction Center (CPC) is a US Weather Service agency providing summary weekly weather day and weekly summary Degree Days (HDD and CDD) by nine regions across the US.

DOE

The Department of Energy (DOE) releases a weekly report of over 350 data points pertaining to supply and demand of crude oil and natural gas in the U.S. Data for crude oil is reported for the total U.S. and is also broken out by PADD (Petroleum Administration for Defense District) while data for natural gas is for total U.S.

DOE Monthly

The monthly report by DOE is more extensive than the weekly report but lags by two to three months.

Drilling Productivity

The Drilling Productivity Report uses recent data on the total number of drilling rigs in operation along with estimates of drilling productivity and estimated changes in production from existing oil and natural gas wells to provide estimated changes in oil and natural gas production for six key regions.

JODI

The Joint Organizations Data Initiative (JODI) provides monthly supply and demand data on international petroleum and refined products.

PADD Pipeline Movements

Monthly Crude Oil and Refined Products movements between PADDs.

NG Monthly

The U.S. Energy Information Administration issues a monthly report of data for natural gas production, distribution, consumption, and interstate pipeline activities. Producer-related activities and underground storage data are also reported.

FAS

Weekly export sales of U.S. agricultural products is released each Thursday by USDA Foreign Agriculture Services (FAS).

FAS Export Destinations

The weekly FAS export data is broken down by country of destination.

Grain Barge Movements

Weekly Barge Movements of Agricultural Products along the Mississippi River.

NASS

The National Agricultural Statistics Services (NASS) issues a weekly report of crops progress, sales, stocks, acres planted and harvested, etc. for agricultural products.

PSD Grains

FAS issues an annual report on the Production, Supply, and Distribution (PSD) of grains. This is official USDA data on production, supply and distribution of agricultural commodities for the United States and key producing and consuming countries.

PSD Oilseeds

FAS issues an annual report on the Production, Supply, and Distribution (PSD) of grains.

Rail Car Deliveries To Port

This is a weekly report of data on rail deliveries to port for the Pacific Northwest, Texas Gulf, Mississippi River and Cross-Border Mexico movements

USDA Export Inspections

This is a weekly report of data on agricultural exports from US Ports.