Eurex Open Interest Insights Fixed Income

Overview

Eurex Open Interest Insights provides exclusive data on market sentiment, exposure distribution in futures and options markets, and investor risk profiles. It categorizes data by market participant groups and offers a 22-year history accessible back to 2002, excluding Single Stock Futures and FX. Delivery is through API or Web GUI within two days.

-Eurex Open Interest Insights captures proprietary data from behind the exchanges network, providing unique insights into market sentiment.
-The product provides insights into the distribution of exposure in the futures and options markets, offering key information regarding investor’s risk appetites and convictions
-The data is broken down into meaningful market participant groups (agents, market makers and proprietary trader) and delivered t+2 via API or Web GUI
-20 years of history – the history can be retrieved back to 2002 with a vastly expanded coverage encompassing the entire Eurex universe for expiries from 2002-2018 excecpt Single Stock Futures and FX

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

Disclaimer: The download and usage of the free sample data provided by Deutsche Börse AG via the Snowflake Marketplace is subject to the Terms of Use (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Use.

搜集汇总

背景与挑战

背景概述

该数据集提供Eurex交易所的固定收益未平仓合约独家数据，用于分析市场情绪、风险暴露分布和投资者风险偏好，数据按市场参与者分组，历史可追溯至2002年，并通过API或Web GUI以T+2延迟交付。