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Eurex Open Interest Insights Unique indicators around market direction and the vigor behind price trends
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Key product characteristics
- Eurex Open Interest Insights captures proprietary data from behind the exchanges network, providing unique insights into market sentiment and offering key information regarding investor’s risk appetites and convictions
- The product provides Open Interest measures, broken down into long and short positions giving insights into the distribution of exposure in the futures and options market
- The product gives a daily analysis of the positions of market participant groups (agent, market maker and proprietary trader) similar to Eurex Flow Insights.
- 20 years of history are available and can be retrieved back to 2002 with a vastly expanded coverage encompassing the entire Eurex universe for expiries 2002-2018 except single Stock futures and FX.
- The ongoing daily file product scope is based on the expanded coverage of approximately 1,000 liquid Eurex products and is reviewed quarterly
Data details
- Open interest is broken down daily on an instrument level into long and short positions and market participant groups (agents, market maker and proprietary trader)
Open interest includes all adjustments - Options and futures strategies are decomposed and added to the outright positions
- History available back to 2002 with previous stringent liquidity rules removed for expiries 2002-2018
- The data can be retrieved from the > Data Shop Historical Data via API or Web GUI
- Eurex Open Interest Insights is available at T+2 in CSV-Format
Product packages and data universe
- The product is available in two packages; Equity + Index and Fixed Income
- Product universe includes all liquid Eurex products (approx. 350 products)
- Historical expiries between 2002-2018 are further available for all Eurex instruments except Single Stock and FX Futures
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