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: SWISS FRANC

QB Estimates at: 10:08 AM Chicago time - Tuesday, October 22, 2024





First Intention is Approximately: 09:16 AM, Monday, September 16, 2024


First Notice is Approximately: 03:00 PM, Tuesday, September 17, 2024




67.73 %

complete
Open Interest Percent
September 2024 27,147 32.27 %
December 2024 56,965 67.73 %



Related Research



Read our latest Roll Forecast
(Available for Fixed Income,
Agricultural Products and Energy)
US Treasury Futures Roll
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.