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Deutsche Börse Launches Unique Insights into Market Positioning and Dynamics

Deutsche BorseDeutsche Börse Data Services has announced the launch of its new data product Eurex Flow Insights, which provides a daily analysis of order flow by trading account type, such as agent, market maker or proprietary trader.

The reported net order flow distributed by the service is aggregated daily per product and is available for the most active Eurex futures and options. Anonymity is ensured by aggregating the net trading volume and by excluding less active products. Available as a next day file service, Eurex Flow Insights can be ordered via Deutsche Börse’s online Data Shop.

Hartmut Graf, Head of Data Services at Deutsche Börse
Hartmut Graf, Head of Data Services at Deutsche Börse

Hartmut Graf, Head of Data Services at Deutsche Börse, commented:

“Our innovation ‘Eurex Flow Insights’ provides highly valuable and previously unavailable information on market positioning and order flow. Our data helps clients assess the positioning of different trader types over time. The reaction to certain market events can be analysed historically and monitored on a daily basis. Clients can use this information to better understand other investors’ trading behaviour and activity and alter their own trading strategies accordingly.”

Eurex Flow Insights + Index is calculated for a range of the most active products including DAX Futures, EURO STOXX 50 Futures and index options. Eurex Flow Insights Fixed Income is calculated for the most active products including Euro Bund Futures, Euro Bobl Futures and options on Bund Futures.

Europe’s largest derivatives exchange and part of Deutsche Börse Group, has reported 174.6 million traded contracts in December 2018. The figure is a 23 percent jump from the 142.4 million contracts in 2017 and is attributable to the overall positive development, according to the company. The overall growth in trading volumes on Eurex includes European equity index derivatives which have increased by 38 percent from 69.8 million in 2017 to 96.0 million in 2018.

In December 2018, Eurex added Wolfgang Eholzer as Chief Technology Officer. The appointment, effective as of January 2019, will lead to a focus on the company’s IT strategy and on Eurex‘s trading system T7. Having joined Eurex in 2007 as head of the Eurex Trading Technology Roadmap, which resulted in the delivery of interfaces for order management and market data, Eholzer had previously worked for Deutsche Börse Group‘s IT delivery organization since 1998.