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 CME ROLL TRACKER: EMINI S&P
QB Estimates at: 01:09 AM Chicago time - Tuesday, April 23, 2024
First Intention is Approximately: 08:30 AM, Friday, March 15, 2024
First Notice is Approximately: 03:00 PM, Monday, March 18, 2024
75.71 %
complete
| Open Interest | Percent | |
|---|---|---|
| March 2024 | 656,217 | 24.29 % |
| June 2024 | 2,045,170 | 75.71 % |
Related Research
Read our latest Roll Forecast
(Available for Fixed Income,
Agricultural Products and Energy)
(Available for Fixed Income,
Agricultural Products and Energy)
US Treasury Futures Roll
Microstructure Basics
Microstructure Basics
Watch our video description
Learn more about Algorithmic Execution with QB
Quantitative Brokers is broker and front-end neutral.
We integrate with our clients' preferred workflow so there is no need to change.
By embracing intelligent execution algorithms you can achieve better execution and
improved productivity.