Eurex Open Interest Insights Equity + Index

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

- 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

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.

## 概览
欧洲期货交易所（Eurex）持仓量洞察工具（Open Interest Insights）作为欧洲期货交易所流量洞察工具（Flow Insights）的补充产品，通过围绕持仓量（Open Interest）的相关指标进一步提升市场透明度。该工具可为期货与期权市场的风险敞口分布提供高价值数据，揭示投资者的风险偏好与投资信念。按市场参与者群体进行细分后的数据将通过应用程序编程接口（API）或网页图形用户界面（Web GUI）在T+2时效下交付。该工具拥有可追溯至2002年的22年历史数据（不含个股期货（Single Stock Futures）与外汇（FX）品种），可为用户全面洞察市场动态、辅助科学决策提供支撑。

## 适用对象
专为以下市场参与者设计：
- 买方与卖方交易员、研究员与分析师
- 经纪公司
- 对冲基金

## 数据详情
- 持仓量（Open Interest）每日按合约标的细分，拆分为多头、空头头寸及不同市场参与者群体的持仓
- 市场参与者群体分为经纪代理机构、做市商与自营交易商三类
- 持仓量数据包含所有持仓调整项
- 期权与期货组合策略将被拆解，并计入对应裸头寸
- 历史数据可追溯至2002年，其中2002年至2018年的到期合约数据已移除此前严格的流动性筛选规则
- 欧洲期货交易所持仓量洞察工具的数据交付时效为T+2

## 产品包与数据范围
- 数据覆盖范围包含欧洲期货交易所全部流动性活跃合约（约1000个品种）
- 此外还可获取2002年至2018年的历史到期合约数据，覆盖除个股期货与外汇期货之外的所有欧洲期货交易所合约品种

## 免责声明
德意志交易所集团（Deutsche Börse AG）通过雪花数据市场（Snowflake Marketplace）提供的免费示例数据的下载与使用需遵守《使用条款》（可在页面右侧查看）。下载数据即表示您同意遵守该《使用条款》。

搜集汇总

背景与挑战

背景概述

该数据集提供Eurex交易所股票及指数衍生品的未平仓合约深度分析，包含按市场参与者类型划分的多空头寸分布数据，覆盖2002年以来的历史记录，支持T+2获取。主要服务于买方/卖方机构、经纪商和对冲基金等市场参与者。