Key product characteristics
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
- History spans back to January 2002
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