roll tracker


Roll Tracker



The CME Roll Tracker: 2-Year

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 96.8%
complete

Open Interest Percent
Dec 16 37,022 3.2%
Mar 17 1,129,057 96.8%




First Intention is Approximately 6:00 PM Tuesday, November 29, 2016 | First Notice is Approximately 2:00 PM Wednesday, November 30, 2016

The CME Roll Tracker: 5-Year

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 95.5%
complete

Open Interest Percent
Dec 16 132,384 4.5%
Mar 17 2,811,371 95.5%




First Intention is Approximately 6:00 PM Tuesday, November 29, 2016 | First Notice is Approximately 2:00 PM Wednesday, November 30, 2016

The CME Roll Tracker: 10-Year

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 97.7%
complete

Open Interest Percent
Dec 16 69,416 2.3%
Mar 17 2,977,143 97.7%




First Intention is Approximately 6:00 PM Tuesday, November 29, 2016 | First Notice is Approximately 2:00 PM Wednesday, November 30, 2016

The CME Roll Tracker: Ultra 10-Year

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 96.8%
complete

Open Interest Percent
Dec 16 10,083 3.2%
Mar 17 301,731 96.8%




First Intention is Approximately 6:00 PM Tuesday, November 29, 2016 | First Notice is Approximately 2:00 PM Wednesday, November 30, 2016

The CME Roll Tracker: T-Bond

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 97.4%
complete

Open Interest Percent
Dec 16 15,039 2.6%
Mar 17 562,390 97.4%




First Intention is Approximately 6:00 PM Tuesday, November 29, 2016 | First Notice is Approximately 2:00 PM Wednesday, November 30, 2016

The CME Roll Tracker: Ultra-Bond

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 96.5%
complete

Open Interest Percent
Dec 16 23,163 3.5%
Mar 17 631,363 96.5%




First Intention is Approximately 6:00 PM Tuesday, November 29, 2016 | First Notice is Approximately 2:00 PM Wednesday, November 30, 2016

The CME Roll Tracker: Emini NASDAQ

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 1.3%
complete

Open Interest Percent
Dec 16 249,819 98.7%
Mar 17 3,171 1.3%




First Intention is Approximately 6:00 PM Friday, December 16, 2016 | First Notice is Approximately 2:00 PM Monday, December 19, 2016

The CME Roll Tracker: Emini S&P

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 3.4%
complete

Open Interest Percent
Dec 16 2,944,840 96.6%
Mar 17 102,227 3.4%




First Intention is Approximately 6:00 PM Friday, December 16, 2016 | First Notice is Approximately 2:00 PM Monday, December 19, 2016

The CME Roll Tracker: Emini DOW ($5)

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 4.3%
complete

Open Interest Percent
Dec 16 140,471 95.7%
Mar 17 6,300 4.3%




First Intention is Approximately 6:00 PM Friday, December 16, 2016 | First Notice is Approximately 2:00 PM Monday, December 19, 2016

The CME Roll Tracker: Australian Dollar

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 75.5%
complete

Open Interest Percent
Sep 26 28,611 24.5%
Dec 16 88,094 75.5%




First Intention is Approximately 6:00 PM Monday, September 19, 2016 | First Notice is Approximately 2:00 PM Tuesday, September 20, 2016

The CME Roll Tracker: British Pound

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 82.6%
complete

Open Interest Percent
Sep 26 48,340 17.4%
Dec 16 230,012 82.6%




First Intention is Approximately 6:00 PM Monday, September 19, 2016 | First Notice is Approximately 2:00 PM Tuesday, September 20, 2016

The CME Roll Tracker: Canadian Dollar

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 69.5%
complete

Open Interest Percent
Sep 26 41,427 30.5%
Dec 16 94,311 69.5%




First Intention is Approximately 6:00 PM Tuesday, September 20, 2016 | First Notice is Approximately 2:00 PM Wednesday, September 21, 2016

The CME Roll Tracker: Euro

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 86.3%
complete

Open Interest Percent
Sep 26 50,987 13.7%
Dec 16 320,031 86.3%




First Intention is Approximately 6:00 PM Monday, September 19, 2016 | First Notice is Approximately 2:00 PM Tuesday, September 20, 2016

The CME Roll Tracker: Yen

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 84.0%
complete

Open Interest Percent
Sep 26 27,485 16.0%
Dec 16 144,619 84.0%




First Intention is Approximately 6:00 PM Monday, September 19, 2016 | First Notice is Approximately 2:00 PM Tuesday, September 20, 2016

The CME Roll Tracker: New Zealand Dollar

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 77.3%
complete

Open Interest Percent
Sep 26 14,287 22.7%
Dec 16 48,708 77.3%




First Intention is Approximately 6:00 PM Monday, September 19, 2016 | First Notice is Approximately 2:00 PM Tuesday, September 20, 2016

The CME Roll Tracker: Swiss Franc

QB Estimates at 4:18 PM Chicago time - Sunday, December 4, 2016

 68.6%
complete

Open Interest Percent
Sep 26 18,650 31.4%
Dec 16 40,723 68.6%




First Intention is Approximately 6:00 PM Monday, September 19, 2016 | First Notice is Approximately 2:00 PM Tuesday, September 20, 2016