roll tracker


Roll Tracker

The CME Roll Tracker: 2-Year

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 78.6%
complete

Open Interest Percent
Sep 16 261,728 21.4%
Dec 16 959,535 78.6%




First Intention is Approximately 6:00 PM Tuesday, August 30, 2016 | First Notice is Approximately 2:00 PM Wednesday, August 31, 2016

The CME Roll Tracker: 5-Year

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 79.8%
complete

Open Interest Percent
Sep 16 656,824 20.2%
Dec 16 2,591,685 79.8%




First Intention is Approximately 6:00 PM Tuesday, August 30, 2016 | First Notice is Approximately 2:00 PM Wednesday, August 31, 2016

The CME Roll Tracker: 10-Year

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 79.7%
complete

Open Interest Percent
Sep 16 623,991 20.3%
Dec 16 2,451,195 79.7%




First Intention is Approximately 6:00 PM Tuesday, August 30, 2016 | First Notice is Approximately 2:00 PM Wednesday, August 31, 2016

The CME Roll Tracker: Ultra 10-Year

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 67.5%
complete

Open Interest Percent
Sep 16 74,591 32.5%
Dec 16 154,869 67.5%




First Intention is Approximately 6:00 PM Tuesday, August 30, 2016 | First Notice is Approximately 2:00 PM Wednesday, August 31, 2016

The CME Roll Tracker: T-Bond

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 80.9%
complete

Open Interest Percent
Sep 16 115,768 19.1%
Dec 16 489,072 80.9%




First Intention is Approximately 6:00 PM Tuesday, August 30, 2016 | First Notice is Approximately 2:00 PM Wednesday, August 31, 2016

The CME Roll Tracker: Ultra-Bond

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 80.2%
complete

Open Interest Percent
Sep 16 123,956 19.8%
Dec 16 502,222 80.2%




First Intention is Approximately 6:00 PM Tuesday, August 30, 2016 | First Notice is Approximately 2:00 PM Wednesday, August 31, 2016

The CME Roll Tracker: Emini NASDAQ

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 82.3%
complete

Open Interest Percent
Jun 26 48,813 17.7%
Sep 16 226,651 82.3%




First Intention is Approximately 6:00 PM Friday, June 17, 2016 | First Notice is Approximately 2:00 PM Monday, June 20, 2016

The CME Roll Tracker: Emini S&P

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 82.5%
complete

Open Interest Percent
Jun 26 588,518 17.5%
Sep 16 2,775,534 82.5%




First Intention is Approximately 6:00 PM Friday, June 17, 2016 | First Notice is Approximately 2:00 PM Monday, June 20, 2016

The CME Roll Tracker: Emini DOW ($5)

QB Estimates at 6:25 PM Chicago time - Monday, August 29, 2016

 83.9%
complete

Open Interest Percent
Jun 26 21,879 16.1%
Sep 16 113,636 83.9%




First Intention is Approximately 6:00 PM Friday, June 17, 2016 | First Notice is Approximately 2:00 PM Monday, June 20, 2016