Eurex Open Interest Insights
Unique indicators around market direction and the vigor behind price trends
Watch the video:
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
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