diff --git a/src/marketdata/registry.yaml b/src/marketdata/registry.yaml index d6a2ab3..1058124 100644 --- a/src/marketdata/registry.yaml +++ b/src/marketdata/registry.yaml @@ -33,6 +33,21 @@ Equity Index ETF: yahoo: "IWM" inception: "2000-05-22" +# The MSCI international indices are the one place a COT market is priced off an ETF +# rather than its own futures. MFS and MME have ICE futures that Norgate does not carry +# a continuous series for, so cotmetrics reads the proxy instead. Registered here as +# ordinary equity ETFs, under their OWN tickers: the proxy relationship is cotmetrics' +# to know, and encoding it here would put a consumer's modelling choice in the registry. +MSCI International ETF: + EFA: + yahoo: "EFA" + inception: "2001-08-14" + note: "iShares MSCI EAFE. Price proxy for the ICE MSCI EAFE future (COT symbol MFS)." + EEM: + yahoo: "EEM" + inception: "2003-04-07" + note: "iShares MSCI Emerging Markets. Price proxy for the ICE MSCI EM future (COT symbol MME)." + Treasury ETF: TLT: yahoo: "TLT"