roll tracker

Roll Tracker



The CME Roll Tracker: 2-Year

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 75.9%
complete

Open Interest Percent
Mar 17 381,590 24.1%
Jun 17 1,199,840 75.9%




First Intention is Approximately 6:00 PM Monday, February 27, 2017 | First Notice is Approximately 2:00 PM Tuesday, February 28, 2017

The CME Roll Tracker: 5-Year

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 76.9%
complete

Open Interest Percent
Mar 17 800,355 23.1%
Jun 17 2,662,034 76.9%




First Intention is Approximately 6:00 PM Monday, February 27, 2017 | First Notice is Approximately 2:00 PM Tuesday, February 28, 2017

The CME Roll Tracker: 10-Year

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 78.5%
complete

Open Interest Percent
Mar 17 777,980 21.5%
Jun 17 2,835,707 78.5%




First Intention is Approximately 6:00 PM Monday, February 27, 2017 | First Notice is Approximately 2:00 PM Tuesday, February 28, 2017

The CME Roll Tracker: Ultra 10-Year

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 80.0%
complete

Open Interest Percent
Mar 17 69,717 20.0%
Jun 17 278,285 80.0%




First Intention is Approximately 6:00 PM Monday, February 27, 2017 | First Notice is Approximately 2:00 PM Tuesday, February 28, 2017

The CME Roll Tracker: T-Bond

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 73.5%
complete

Open Interest Percent
Mar 17 181,300 26.5%
Jun 17 503,207 73.5%




First Intention is Approximately 6:00 PM Monday, February 27, 2017 | First Notice is Approximately 2:00 PM Tuesday, February 28, 2017

The CME Roll Tracker: Ultra-Bond

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 82.6%
complete

Open Interest Percent
Mar 17 130,976 17.4%
Jun 17 623,481 82.6%




First Intention is Approximately 6:00 PM Monday, February 27, 2017 | First Notice is Approximately 2:00 PM Tuesday, February 28, 2017

The CME Roll Tracker: Emini NASDAQ

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 69.6%
complete

Open Interest Percent
Dec 26 96,090 30.4%
Mar 17 220,122 69.6%




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 9:46 AM Chicago time - Saturday, February 25, 2017

 80.3%
complete

Open Interest Percent
Dec 26 665,633 19.7%
Mar 17 2,719,050 80.3%




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 DOW ($5)

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 78.0%
complete

Open Interest Percent
Dec 26 35,876 22.0%
Mar 17 127,430 78.0%




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 9:46 AM Chicago time - Saturday, February 25, 2017

 76.0%
complete

Open Interest Percent
Dec 26 23,381 24.0%
Mar 17 73,874 76.0%




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

The CME Roll Tracker: British Pound

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 86.4%
complete

Open Interest Percent
Dec 26 31,981 13.6%
Mar 17 202,893 86.4%




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

The CME Roll Tracker: Canadian Dollar

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 76.7%
complete

Open Interest Percent
Dec 26 24,179 23.3%
Mar 17 79,453 76.7%




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

The CME Roll Tracker: Euro

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 84.7%
complete

Open Interest Percent
Dec 26 70,492 15.3%
Mar 17 389,255 84.7%




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

The CME Roll Tracker: Yen

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 60.4%
complete

Open Interest Percent
Dec 26 139,356 39.6%
Mar 17 212,116 60.4%




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

The CME Roll Tracker: New Zealand Dollar

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 72.2%
complete

Open Interest Percent
Dec 26 16,002 27.8%
Mar 17 41,555 72.2%




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

The CME Roll Tracker: Swiss Franc

QB Estimates at 9:46 AM Chicago time - Saturday, February 25, 2017

 60.1%
complete

Open Interest Percent
Dec 26 36,561 39.9%
Mar 17 55,138 60.1%




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