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Roll report produced on 21/05/2026 21:30
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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
DX No_Open -6 24 115 20260600 20260900 0.0 0.003 83
GAS_US_mini No_Open -1 34 4 20260700 20260800 -3.0 0.092 33
JGB-SGX-mini No_Open 1 21 112 20260600 20260900 0.0 0.001 1
US30 No_Open 2 27 122 20260600 20260900 -5.0 0.064 16716
LUMBER-new No_Open 4 54 116 20260700 20260900 0.0 0.061 19
FEEDCOW Passive 7 97 -1 20260800 20260900 1.0 0.238 2024
COTTON2 Passive 8 48 139 20260700 20261200 0.0 0.627 16133
HEATOIL Passive 10 70 39 20260800 20260900 0.0 0.664 2384
GASOLINE Passive 10 70 39 20260800 20260900 2.0 0.593 4559
BUXL No_Roll 12 17 109 20260600 20260900 -1.0 0.001 165
BOBL No_Roll 12 17 109 20260600 20260900 0.0 0.000 435
BTP No_Roll 12 17 109 20260600 20260900 -2.0 0.000 9
SHATZ No_Roll 12 17 109 20260600 20260900 0.0 0.001 469
BUND No_Roll 12 17 109 20260600 20260900 0.0 0.001 1147
OAT No_Roll 12 17 109 20260600 20260900 2.0 0.000 10
OJ Passive 12 52 111 20260700 20260900 -1.0 0.166 105
US2 No_Roll 14 39 131 20260600 20260900 0.0 0.098 76536
US5 No_Roll 14 39 131 20260600 20260900 -8.0 0.108 127208
NZD No_Roll 14 24 115 20260600 20260900 0.0 0.006 101
NIKKEI No_Roll 15 20 48 20260600 20260900 2.0 0.030 17399
ROBUSTA Passive 16 66 0 20260700 20260900 0.0 0.445 2882
AUD No_Roll 19 24 115 20260600 20260900 0.0 0.003 134
MXP No_Roll 19 24 115 20260600 20260900 38.0 0.000 3
JPY No_Roll 19 24 115 20260600 20260900 -1.0 0.008 526
GBP No_Roll 19 24 115 20260600 20260900 -2.0 0.012 506
CHF No_Roll 19 24 115 20260600 20260900 -2.0 0.001 18
EUR No_Roll 19 24 115 20260600 20260900 0.0 0.005 500
CAD No_Roll 20 25 116 20260600 20260900 -1.0 0.008 281
RUSSELL No_Roll 22 27 119 20260600 20260900 0.0 0.007 751
SP400 No_Roll 22 27 119 20260600 20260900 0.0 0.000 0
NASDAQ_micro No_Roll 22 27 119 20260600 20260900 3.0 0.002 3676
SP500_micro No_Roll 22 27 119 20260600 20260900 1.0 0.002 2258
GASOIL No_Roll 22 82 49 20260800 20260900 0.0 0.460 6450
DOW No_Roll 22 27 119 20260600 20260900 -2.0 0.004 628
EUROSTX No_Roll 23 28 119 20260600 20260900 3.0 0.000 150
SMI No_Roll 23 28 119 20260600 20260900 0.0 0.000 4
DAX No_Roll 23 28 119 20260600 20260900 -2.0 0.002 54
CAC No_Roll 23 28 56 20260600 20260700 0.0 0.001 40
LEANHOG No_Roll 24 84 54 20260800 20261000 -7.0 0.601 4609
RICE No_Roll 25 115 53 20260900 20261100 0.0 0.021 4
REDWHEAT No_Roll 25 115 53 20260900 20261200 0.0 0.706 3371
OATIES No_Roll 25 115 53 20260900 20261200 0.0 1.420 27
SOYMEAL No_Roll 25 115 84 20260900 20261000 0.0 0.623 1468
SOYOIL No_Roll 25 115 84 20260900 20261000 0.0 0.811 1794
VIX No_Roll 29 89 61 20260800 20260900 -8.0 0.582 3049
BITCOIN No_Roll 31 35 70 20260600 20260700 0.0 0.005 6
SOFR No_Roll 33 1033 942 20281200 20290300 0.0 0.825 39268
COPPER No_Roll 38 68 129 20260700 20260900 3.0 0.051 832
PLAT No_Roll 38 68 159 20260700 20261000 0.0 0.036 195
LIVECOW No_Roll 41 101 39 20260800 20261000 1.0 0.384 7547
SILVER-mini No_Roll 52 97 35 20260900 20261200 0.0 0.631 4
GOLD_micro No_Roll 57 97 159 20260800 20261000 -2.0 0.023 175
EURIBOR-ICE No_Roll 59 759 661 20280600 20280900 0.0 0.799 34001
COCOA No_Roll 66 116 55 20260900 20261200 -1.0 0.492 2467
COFFEE No_Roll 69 119 60 20260900 20261200 0.0 0.387 1469
SUGAR11 No_Roll 71 131 39 20261000 20270300 -1.0 0.417 5383
US20 No_Roll 97 122 213 20260900 20261200 0.0 0.000 8
US10U No_Roll 97 122 213 20260900 20261200 -1.0 0.000 0
US10 No_Roll 97 122 213 20260900 20261200 -1.0 0.000 13
PALLAD No_Roll 99 129 221 20260900 20261200 0.0 0.009 5
CANOLA No_Roll 115 175 53 20261100 20270100 6.0 0.196 2757
SOYBEAN No_Roll 115 175 115 20261100 20271100 3.0 0.013 366
CRUDE_W No_Roll 142 182 151 20261200 20271200 3.0 0.331 5617
WHEAT No_Roll 146 206 115 20261200 20271200 0.0 0.005 30
CORN No_Roll 146 206 115 20261200 20271200 0.0 0.023 1244
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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