Eurex Dynamics Suite
Granular insights into trading behavior and market sentiment across Eurex-listed derivatives
Key product characteristics
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This suite replaces the legacy Eurex Insights products and marks a major leap forward in transparency and usability.
Eurex Flows Dynamics
Net traded flow (buy minus sell volume) aggregated daily per instrument and broken down by market participant groups (“agent”, “market maker” and “proprietary trader”) and market model (aggressive, passive and off-book)
Offers valuable insights into market sentiment
Allows clients to evaluate market positioning by participant group and identify market trends
Data is available daily T+1
Eurex Cleared Flow Dynamics
Eurex Cleared Flow Dynamics provides next-day analysis (T+1) of long and short positions for Eurex-listed Futures and Options, incorporating post-trade adjustments to better understand investor risk appetites and identify emerging market trends
By delivering these unique insights on a T+1 basis, Eurex Cleared Flow Dynamics enhances market transparency, while allowing for more timely analysis and signal processing
This product, like Eurex Open Interest Dynamics, offers aggregated data categorized by market participant groups such as agents, market makers, and proprietary traders
Data is available daily T+1
Eurex Open Interest Dynamics
Provides daily analysis of long and short positions for Eurex listed Futures and Options, including all post-trade adjustments
Provides the true measure of Open Interest up to 1:30pm CET the following day after T, giving insights into the distribution of exposure in the Futures and Options markets
Data is available daily T+2
Data details for all three products
Trading model flow decomposition by SIDE into AGGRESSIVE, PASSIVE and OFF-BOOK
Advanced Off-Book transparency by providing a split into TES, EFS and EFP flows by participant type
Coverage includes all traded products on Eurex (except FCUR, OCUR and FSTK)
Release of all masked Open Interest on T+3 basis
Addition of settlement prices for all instruments in Open Interest
Two data packages available: Eurex Flows Dynamics Equity + Index and/or Eurex Flows Dynamics Fixed Income
Subscribers can access the dataset via Web GUI or API Datafeed, available as a daily subscription in CSV format as well as one-off history
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