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Eurex Open Interest Insights Equity + Index

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Databricks2024-05-09 收录
下载链接:
https://marketplace.databricks.com/details/a317117a-0d1c-4edb-b226-3cb2fb50103e/Deutsche-Boerse-Market-Data-and-Services_Eurex-Open-Interest-Insights-Equity-+-Index
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**Overview** Eurex Open Interest Insights complements the Eurex Flow Insights offering by adding additional transparency with measures around Open Interest. It provides valuable data on exposure distribution in futures and options markets, revealing investor risk appetites and convictions. Segmented by market participant groups, the data is delivered at T+2 via API or Web GUI. With a 22-year history dating back to 2002, excluding Single Stock Futures and FX, this tool offers a comprehensive view of market dynamics for informed decision-making. **Designed for** Market participants such as: - Buy-side and sell-side traders, researchers and analysts - Brokerage firms - Hedge funds **Data details** - Open interest is broken down daily on an instrument level into long and short positions and market participant groups - Market participant groups are agent, 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 - Eurex Open Interest Insights is available at T+2 **Product packages and data universe** - The product is available in two packages, Eurex Open Interest Insights – Equity + Index and Eurex Open Interest Insights – Fixed Income - Product universe includes all liquid Eurex products (~1000 products) - Historical expiries between 2002 – 2018 are further available for all Eurex instruments except Single Stock and FX Futures **A free sample of the Eurex Open Interest data is available [here](/marketplace/consumer/listings/0018ab7d-a6d8-47eb-b3cc-fd4129c2aac4/).**
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