Eurex Cleared Flow Insights provides next-day analysis (T+1) of long and short positions for Eurex-listed futures and options, incorporating post-trade adjustments to help better understand investor risk appetites and identify emerging market trends
It enhances market transparency, while allowing for more timely analysis and signal processing
This product, like Eurex Open Interest Insights, offers aggregated data categorized by market participant groups such as agents, market makers, and proprietary traders.
The daily coverage encompasses an ever-expanding product scope of currently over 1,050 Eurex products
Eurex Cleared Flow Insights provides more than 20 years of historical data, retrievable back to January 2002, while covering the full Eurex universe for instruments expiring between 2002-2021, excluding Single Stock Futures and FX
Data details
Cleared quantities are grouped by long, short and net at the instrument level and represent the executed quantities after post-trade adjustments
On- and off-book trades (TES trades) are included
Futures and options strategies are decomposed into legs
T+1 delivery as a one-off order or on a subscription basis
The information Product is offered separately for Interest Rate and Equity + Index derivatives: Eurex® Cleared Flow Insights Fixed Income file service and Eurex® Cleared Flow Insights Equity + Index file service.
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