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Roll report produced on 23/12/2025 21:31
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Status and time to roll in days
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status roll_expiry price_expiry carry_expiry contract_priced contract_fwd position_priced relative_volume_fwd contract_volume_fwd
RICE No_Open -11 79 21 20260300 20260500 -3.0 0.008 5
GAS_US_mini No_Open -1 34 2 20260200 20260300 0.0 0.063 64
GASOIL No_Roll 18 78 50 20260300 20260400 1.0 0.355 2156
SILVER-mini Passive 18 63 5 20260300 20260500 3.0 0.287 289
CAC No_Roll 18 23 58 20260100 20260200 0.0 0.000 1
CANOLA No_Roll 19 79 21 20260300 20260500 -1.0 0.189 4514
EURIBOR-ICE No_Roll 19 719 628 20271200 20280300 0.0 0.643 19010
GOLD_micro No_Roll 23 63 125 20260200 20260400 0.0 0.015 2294
VIX No_Roll 24 84 56 20260300 20260400 -25.0 0.474 1788
LUMBER-new No_Roll 29 79 142 20260300 20260500 0.0 0.011 3
BITCOIN No_Roll 33 37 65 20260100 20260200 0.0 0.008 44
COTTON2 No_Roll 35 75 133 20260300 20260500 -5.0 0.179 2781
FEEDCOW No_Roll 37 127 92 20260400 20260500 1.0 0.631 550
HEATOIL No_Roll 37 97 65 20260400 20260500 -1.0 0.383 709
GASOLINE No_Roll 37 97 65 20260400 20260500 -1.0 0.371 540
OJ No_Roll 37 77 135 20260300 20260500 -2.0 0.031 42
ROBUSTA No_Roll 41 91 33 20260300 20260500 0.0 0.244 1885
SOYMEAL No_Roll 51 141 79 20260500 20260700 0.0 0.401 2214
SOYOIL No_Roll 51 141 79 20260500 20260700 -8.0 0.616 3206
REDWHEAT No_Roll 51 141 79 20260500 20260700 -3.0 0.739 1659
OATIES No_Roll 51 141 79 20260500 20260700 0.0 0.288 4
LEANHOG No_Roll 52 112 51 20260400 20260600 2.0 0.768 3397
DX No_Roll 52 82 173 20260300 20260600 0.0 0.001 6
JGB-SGX-mini No_Roll 58 78 170 20260300 20260600 0.0 0.000 0
US20 No_Roll 61 86 176 20260300 20260600 0.0 0.000 56
US30 No_Roll 61 86 176 20260300 20260600 -3.0 0.000 0
US10U No_Roll 61 86 176 20260300 20260600 0.0 0.000 46
US10 No_Roll 61 86 176 20260300 20260600 0.0 0.000 52
COPPER No_Roll 63 93 125 20260300 20260700 5.0 0.011 159
PALLAD No_Roll 63 93 184 20260300 20260600 0.0 0.013 48
SUGAR11 No_Roll 67 127 65 20260500 20260700 -4.0 0.646 5503
BUND No_Roll 67 72 166 20260300 20260600 -7.0 0.000 8
BTP No_Roll 67 72 166 20260300 20260600 0.0 0.000 2
BOBL No_Roll 67 72 166 20260300 20260600 0.0 0.000 0
BUXL No_Roll 67 72 166 20260300 20260600 -4.0 0.000 2
LIVECOW No_Roll 67 127 65 20260400 20260600 0.0 0.784 3396
SHATZ No_Roll 67 72 166 20260300 20260600 0.0 0.000 2
OAT No_Roll 67 72 166 20260300 20260600 2.0 0.000 1
NZD No_Roll 72 82 173 20260300 20260600 0.0 0.001 9
US2 No_Roll 72 97 188 20260300 20260600 0.0 0.000 6
US5 No_Roll 72 97 188 20260300 20260600 0.0 0.000 11
NIKKEI No_Roll 73 78 106 20260300 20260600 11.0 0.014 2398
JPY No_Roll 77 82 173 20260300 20260600 -2.0 0.001 38
EUR No_Roll 77 82 173 20260300 20260600 0.0 0.001 56
MXP No_Roll 77 82 173 20260300 20260600 45.0 0.004 63
GBP No_Roll 77 82 173 20260300 20260600 1.0 0.000 3
CHF No_Roll 77 82 173 20260300 20260600 -2.0 0.000 2
AUD No_Roll 77 82 173 20260300 20260600 0.0 0.001 13
CAD No_Roll 78 83 174 20260300 20260600 0.0 0.002 55
SP500_micro No_Roll 81 86 176 20260300 20260600 -7.0 0.001 474
DOW No_Roll 81 86 176 20260300 20260600 0.0 0.001 53
EUROSTX No_Roll 81 86 177 20260300 20260600 5.0 0.000 2
RUSSELL No_Roll 81 86 176 20260300 20260600 0.0 0.002 93
NASDAQ_micro No_Roll 81 86 176 20260300 20260600 -5.0 0.001 669
SP400 No_Roll 81 86 176 20260300 20260600 2.0 0.000 0
SMI No_Roll 81 86 177 20260300 20260600 0.0 0.000 1
DAX No_Roll 81 86 177 20260300 20260600 0.0 0.000 1
COCOA No_Roll 90 140 82 20260500 20260700 -1.0 0.469 1161
SOFR No_Roll 91 1091 1000 20280900 20281200 0.0 1.405 19982
COFFEE No_Roll 95 145 85 20260500 20260700 0.0 0.378 1126
PLAT No_Roll 95 125 217 20260400 20260700 1.0 0.011 82
SOYBEAN No_Roll 264 324 264 20261100 20271100 -1.0 0.003 8
CRUDE_W No_Roll 291 331 300 20261200 20271200 0.0 0.312 1220
WHEAT No_Roll 295 355 264 20261200 20271200 -3.0 0.033 20
CORN No_Roll 295 355 264 20261200 20271200 0.0 0.013 67
roll_expiry is days until preferred roll set by roll parameters, price_expiry is days until price contract expires, carry_expiry is days until carry contract expires
Contract suffix: p=price, f=forward, c=carry
Contract volumes over recent days, normalised so largest volume is 1.0
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END OF REPORT
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