The mission of the Office of the Chief Economist (OCE) of the Commodity Futures Trading Commission (CFTC) is to conduct rigorous economic and econometric analysis of derivatives markets; to foster market transparency by disseminating its research to market participants and the general public; and to partner with other CFTC divisions and offices to integrate economic reasoning and data analysis into Commission policy and cost-benefit considerations.
A list of the current members of the Office of the Chief Economists can be found on our Biographies page, which includes backgrounds as well as research interests. The office is led by Bruce Tuckman (Chief Economist) and Scott Mixon (Supervisory Economist).
ENNs for Corporate and Sovereign CDS and FX Swaps (Lee Baker, Richard Haynes, Madison Lau, John Roberts, Rajiv Sharma, and Bruce Tuckman)
In addition to this new paper on credit and FX ENNs, the report on IRS ENNs as of September 2018 has been updated and expanded. The IRS report now includes histograms of long and short ENNs exposures for each major participant group as well as a few methodology improvements.
For older research projects, please visit our Research Papers website.
Information on Academic Collaboration
The Office of the Chief Economist frequently collaborates with academics on research projects focused on financial markets. Often, these projects will make use of one or more of the data sets the agency receives as part of its program of regulatory oversight and monitoring. Many papers have resulted in publications in prominent academic journals. A selection of papers from these collaborations can be found on our Research Papers page.