Volume and Open Interest Product

Access key information on volumes and open interest on all Euronext listed financial derivatives instruments
 

Gain a comprehensive view of how trading flows are distributed across the Euronext derivatives markets

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English

Available Data

The file presents the details of volume and open interest per account type after each trading day at T+1:

  • Long and short open interest per account type
  • Contracts with three or more Market Makers: Open Interest broken down into account type (Client, House and Market Maker)
  • Contracts with less than three Market Makers: Open Interest broken down into Client and Own/account (covering both House and Market Maker)
  • A dedicated row for each derivative instrument (futures and options) with characteristics, volume, long and short open and changes versus previous trading day

Derivatives Markets Covered

  • Euronext Paris
  • Euronext Amsterdam
  • Euronext Lisbon
  • Euronext Brussels

Access

  • Subscription-based product
  • Euronext Data Shop SFTP
  • File in CSV format
  • Delivery at T+1 after each trading day

Contacts

For further information please contact us at: datasolutions@euronext.com