roll tracker

Roll Tracker



The CME Roll Tracker: 2-Year

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 81.7%
complete

Open Interest Percent
Jun 17 247,913 18.3%
Sep 17 1,107,785 81.7%




First Intention is Approximately 6:00 PM Tuesday, May 30, 2017 | First Notice is Approximately 2:00 PM Wednesday, May 31, 2017

The CME Roll Tracker: 5-Year

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 76.9%
complete

Open Interest Percent
Jun 17 786,028 23.1%
Sep 17 2,623,142 76.9%




First Intention is Approximately 6:00 PM Tuesday, May 30, 2017 | First Notice is Approximately 2:00 PM Wednesday, May 31, 2017

The CME Roll Tracker: 10-Year

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 75.3%
complete

Open Interest Percent
Jun 17 855,375 24.7%
Sep 17 2,602,224 75.3%




First Intention is Approximately 6:00 PM Tuesday, May 30, 2017 | First Notice is Approximately 2:00 PM Wednesday, May 31, 2017

The CME Roll Tracker: Ultra 10-Year

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 86.1%
complete

Open Interest Percent
Jun 17 51,407 13.9%
Sep 17 319,471 86.1%




First Intention is Approximately 6:00 PM Tuesday, May 30, 2017 | First Notice is Approximately 2:00 PM Wednesday, May 31, 2017

The CME Roll Tracker: T-Bond

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 74.4%
complete

Open Interest Percent
Jun 17 206,700 25.6%
Sep 17 600,469 74.4%




First Intention is Approximately 6:00 PM Tuesday, May 30, 2017 | First Notice is Approximately 2:00 PM Wednesday, May 31, 2017

The CME Roll Tracker: Ultra-Bond

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 87.1%
complete

Open Interest Percent
Jun 17 100,590 12.9%
Sep 17 677,940 87.1%




First Intention is Approximately 6:00 PM Tuesday, May 30, 2017 | First Notice is Approximately 2:00 PM Wednesday, May 31, 2017

The EUREX Roll Tracker: Euro Schatz

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 7.1%
complete

Open Interest Percent
Jun 17 1,515,610 92.9%
Sep 17 116,547 7.1%




The EUREX Roll Tracker: Euro Bobl

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 9.7%
complete

Open Interest Percent
Jun 17 1,336,634 90.3%
Sep 17 143,503 9.7%




The EUREX Roll Tracker: Euro Bund

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 16.9%
complete

Open Interest Percent
Jun 17 1,918,512 83.1%
Sep 17 390,596 16.9%




The EUREX Roll Tracker: Euro Buxl

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 19.4%
complete

Open Interest Percent
Jun 17 189,009 80.6%
Sep 17 45,611 19.4%




The EUREX Roll Tracker: Short BTP

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 17.5%
complete

Open Interest Percent
Jun 17 222,676 82.5%
Sep 17 47,156 17.5%




The EUREX Roll Tracker: Euro BTP

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 4.8%
complete

Open Interest Percent
Jun 17 455,930 95.2%
Sep 17 23,165 4.8%




The EUREX Roll Tracker: Swiss CONF

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 8.6%
complete

Open Interest Percent
Jun 17 5,559 91.4%
Sep 17 525 8.6%




The EUREX Roll Tracker: Euro OAT

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 10.9%
complete

Open Interest Percent
Jun 17 532,328 89.1%
Sep 17 65,339 10.9%




The CME Roll Tracker: Emini NASDAQ

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 74.4%
complete

Open Interest Percent
Mar 27 79,821 25.6%
Jun 17 232,175 74.4%




The CME Roll Tracker: Emini S&P

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 80.1%
complete

Open Interest Percent
Mar 27 701,705 19.9%
Jun 17 2,826,190 80.1%




The CME Roll Tracker: Emini DOW ($5)

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 78.3%
complete

Open Interest Percent
Mar 27 35,928 21.7%
Jun 17 129,645 78.3%




The CME Roll Tracker: Australian Dollar

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 67.2%
complete

Open Interest Percent
Mar 27 55,320 32.8%
Jun 17 113,270 67.2%




The CME Roll Tracker: Canadian Dollar

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 85.0%
complete

Open Interest Percent
Mar 27 45,080 15.0%
Jun 17 255,125 85.0%




The CME Roll Tracker: Swiss Franc

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 62.1%
complete

Open Interest Percent
Mar 27 27,654 37.9%
Jun 17 45,381 62.1%




The CME Roll Tracker: Euro

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 81.9%
complete

Open Interest Percent
Mar 27 84,316 18.1%
Jun 17 380,546 81.9%




The CME Roll Tracker: British Pound

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 85.0%
complete

Open Interest Percent
Mar 27 45,080 15.0%
Jun 17 255,125 85.0%




The CME Roll Tracker: Japanese Yen

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 75.4%
complete

Open Interest Percent
Mar 27 65,596 24.6%
Jun 17 201,266 75.4%




The CME Roll Tracker: New Zealand Dollar

QB Estimates at 8:14 PM Chicago time - Monday, May 29, 2017

 69.0%
complete

Open Interest Percent
Mar 27 15,515 31.0%
Jun 17 34,606 69.0%