Roll Tracker
Time your calendar roll with QB's Roll Tracker which tracks the pace of
the current and
historical futures roll activity across multiple asset classes.
THE ASX ROLL TRACKER: S&P 200
QB Estimates at: 11:12 PM Chicago time - Friday, July 26, 2024
First Intention is Approximately: 09:00 PM, Wednesday, June 19, 2024
First Notice is Approximately: 10:00 PM, Wednesday, June 19, 2024
85.32 %
complete
| Open Interest | Percent | |
|---|---|---|
| June 2024 | 45,234 | 14.68 % |
| September 2024 | 262,869 | 85.32 % |
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US Treasury Futures Roll
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Microstructure Basics
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