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Deutsche Börse expands its analytics suite with ‘Eurex® Open Interest Insights’

Release date: 18 Jan 2022 | Deutsche Börse

Deutsche Börse expands its analytics suite with ‘Eurex® Open Interest Insights’

Deutsche Börse’s Market Data + Services department is launching a new data offering ‘Eurex® Open Interest Insights’, providing customers with unique insights into market positioning and dynamics as well as allowing an in-depth view into the distribution of exposure in futures and options.

Eurex® Open Interest Insights captures proprietary data from behind the exchanges network, providing unique insights into market sentiment. It gives a daily analysis of the positions of market participants such as agents, market makers and proprietary traders. The offering is also supplemented with ‘Open Interest’ measures, enabling users to gauge trading participant’s risk appetites and convictions.

The data is available via API or Web GUI in a daily t+2 subscription file for the most active Fixed Income and Equity + Index products traded on Eurex®. The product also offers a deep 20 years of history, with an expanded coverage of the entire Eurex universe (with exception of Single Stock Futures and FX). The product is designed for market participants across the buy-side and sell-side with particular benefit to traders, researchers and analysts.

Alireza Dorfard, Head of Market Data + Services, says: “We see an increased interest from our clients for actionable market data insights. To cater for this development, we are continuously expanding our analytics portfolio. Eurex Open Interest Insights is the latest addition to our solutions in this sphere.”

Deutsche Börse’s growing analytics portfolio enables clients to gain deep insights into the market and optimise their trading strategies based on proprietary trading data from Eurex, Xetra, 360T and Clearstream. In addition to the above, the company has recently launched ‘HHI Insights’ for Eurex and Xetra markets to measure market concentration, as well as the online analytics platform A7 Analytics, which provides market participants with nanosecond-precise order book data, reconstructed in an easy-to-use cloud platform to run algos and pull down results via API.

About Deutsche Börse Market Data + Services

Deutsche Börse Market Data + Services provides financial market participants around the world with proprietary market data from Deutsche Börse Group’s Xetra and Eurex trading platforms, as well as with data from our cooperation partners. Our clients include analysts, algo traders, banks, hedge funds, asset managers, mid- and back-office professionals and vendors who rely on high-quality, reliable information to make investment and trading decisions, manage risk, safeguard assets and meet increasing regulatory requirements.

Our product portfolio includes real-time market data, index data from the DAX and STOXX indices, as well as reference data and historical data. In addition, we use the highly granular market data from Eurex and Xetra to develop meaningful analytics that help our clients optimise their trading strategies. Our growing offering includes the cloud-based analytics platform A7 or tools such as Xetra and Eurex Flow Insights, which can be obtained directly from our Data Shop.

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