Euronext Volume and Open Interest gives access to key information on volumes and open interest on all Euronext listed financial derivatives instruments.
The file presents the details of volume and open interest per account type after each trading days at T+1:
- Long and short open interest per account type
- Contracts with >3 Market Makers: Open Interest by account type (Client, House, Market Maker)
- Contracts with <3 Market Makers: Open Interest by Client and Own Account (House & Market Maker combined)
- A dedicated row for each derivative instrument (futures and options) with characteristics, volume, long and short open and changes versus previous trading day
- Euronext Derivatives markets covered: Amsterdam, Brussels, Lisbon, Paris and Milan.
Market Concetration HHI adds information by including insights on the concentration of open positions in the Euronext derivatives contracts. The market concentration will be expressed in the form of Herfindahl–Hirschman Index (HHI) ratios. The product allows clients to understand market concentration on individual derivatives contracts and series based on calculations from proprietary clearing data.
Product benefits
- The product allows clients to understand market flows and concentration of positions on individual derivatives contracts based on calculations from proprietary clearing data
- Receive detailed data after each trading day at T+1, ensuring timely access to crucial market information for informed decision-making
- Market Concentration Insights: Benefit from additional insights into market concentration through the Herfindahl–Hirschman Index (HHI), helping to assess the concentration of open positions in derivatives contracts
Frequency and delivery
The data is available at T + 1 after each trading day as a CSV file, through Euronext Datashop SFTP.
Use cases
- Trading
- Back testing
- Investment strategies
