Rimes Adds Swaps Index Data Feed
Managed data services provider Rimes Technologies has added a new data feed to its Reference Data Service that classifies indexes used for total return and credit default swaps (CDSs) according to the definitions of the Dodd-Frank Act.
The feed specifies whether an index is narrow-based or broad-based, making clear which regulator has oversight over index-based swaps. Under the Dodd-Frank Act, total return and CDSs on narrow-based security indexes are subject to Securities and Exchange
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