********************************************************************************
Roll report produced on 01/01/2026 21:31
********************************************************************************
======================================================================================================================================================
Status and time to roll in days
======================================================================================================================================================
status roll_expiry price_expiry carry_expiry contract_priced contract_fwd position_priced relative_volume_fwd contract_volume_fwd
RICE No_Open -20 70 12 20260300 20260500 -3.0 0.015 7
GASOIL Passive 9 69 41 20260300 20260400 0.0 0.445 2771
CAC No_Roll 9 14 49 20260100 20260200 0.0 0.001 23
CANOLA Passive 10 70 12 20260300 20260500 0.0 0.185 2433
EURIBOR-ICE Passive 10 710 619 20271200 20280300 0.0 0.575 7458
GOLD_micro Passive 14 54 116 20260200 20260400 0.0 0.013 2043
VIX Passive 15 75 47 20260300 20260400 -25.0 0.466 2175
GAS_US_mini No_Roll 18 53 25 20260300 20260400 -3.0 0.337 32
LUMBER-new No_Roll 20 70 133 20260300 20260500 0.0 0.020 4
BITCOIN No_Roll 24 28 56 20260100 20260200 0.0 0.014 414
COTTON2 No_Roll 26 66 124 20260300 20260500 -6.0 0.269 3809
HEATOIL No_Roll 28 88 56 20260400 20260500 -1.0 0.418 584
OJ No_Roll 28 68 126 20260300 20260500 -2.0 0.037 17
GASOLINE No_Roll 28 88 56 20260400 20260500 0.0 0.299 470
FEEDCOW No_Roll 28 118 83 20260400 20260500 1.0 0.575 551
ROBUSTA No_Roll 32 82 24 20260300 20260500 0.0 0.241 1449
REDWHEAT No_Roll 42 132 70 20260500 20260700 -3.0 0.513 1090
SOYOIL No_Roll 42 132 70 20260500 20260700 -7.0 0.635 2802
SOYMEAL No_Roll 42 132 70 20260500 20260700 -1.0 0.309 1613
OATIES No_Roll 42 132 70 20260500 20260700 0.0 NaN 0
DX No_Roll 43 73 164 20260300 20260600 0.0 0.003 25
LEANHOG No_Roll 43 103 42 20260400 20260600 2.0 0.673 2150
JGB-SGX-mini No_Roll 49 69 161 20260300 20260600 0.0 0.000 0
US10 No_Roll 52 77 167 20260300 20260600 0.0 0.000 26
US30 No_Roll 52 77 167 20260300 20260600 -2.0 0.000 0
US10U No_Roll 52 77 167 20260300 20260600 0.0 NaN 0
US20 No_Roll 52 77 167 20260300 20260600 0.0 0.000 6
PALLAD No_Roll 54 84 175 20260300 20260600 0.0 0.020 67
COPPER No_Roll 54 84 116 20260300 20260700 3.0 0.009 114
SUGAR11 No_Roll 58 118 56 20260500 20260700 -4.0 0.541 4913
BUND No_Roll 58 63 157 20260300 20260600 -5.0 0.000 2
BTP No_Roll 58 63 157 20260300 20260600 0.0 0.000 1
BOBL No_Roll 58 63 157 20260300 20260600 0.0 0.000 0
BUXL No_Roll 58 63 157 20260300 20260600 -4.0 0.000 1
LIVECOW No_Roll 58 118 56 20260400 20260600 0.0 0.794 3209
SHATZ No_Roll 58 63 157 20260300 20260600 0.0 0.000 2
OAT No_Roll 58 63 157 20260300 20260600 2.0 NaN 0
NZD No_Roll 63 73 164 20260300 20260600 0.0 0.000 1
US2 No_Roll 63 88 179 20260300 20260600 0.0 0.000 8
US5 No_Roll 63 88 179 20260300 20260600 0.0 0.000 9
NIKKEI No_Roll 64 69 97 20260300 20260600 11.0 0.012 3060
JPY No_Roll 68 73 164 20260300 20260600 -3.0 0.001 26
EUR No_Roll 68 73 164 20260300 20260600 0.0 0.003 107
MXP No_Roll 68 73 164 20260300 20260600 48.0 NaN 0
GBP No_Roll 68 73 164 20260300 20260600 7.0 0.000 4
CHF No_Roll 68 73 164 20260300 20260600 -3.0 0.001 5
AUD No_Roll 68 73 164 20260300 20260600 0.0 0.000 2
CAD No_Roll 69 74 165 20260300 20260600 1.0 0.001 33
SILVER-mini No_Roll 71 116 54 20260500 20260700 2.0 0.111 6
SP500_micro No_Roll 72 77 167 20260300 20260600 -2.0 0.001 501
EUROSTX No_Roll 72 77 168 20260300 20260600 5.0 0.000 16
DOW No_Roll 72 77 167 20260300 20260600 0.0 0.002 87
NASDAQ_micro No_Roll 72 77 167 20260300 20260600 -3.0 0.001 839
SP400 No_Roll 72 77 167 20260300 20260600 2.0 0.000 0
RUSSELL No_Roll 72 77 167 20260300 20260600 0.0 0.004 109
SMI No_Roll 72 77 168 20260300 20260600 0.0 0.000 1
DAX No_Roll 72 77 168 20260300 20260600 0.0 0.000 4
COCOA No_Roll 81 131 73 20260500 20260700 -1.0 0.437 1540
SOFR No_Roll 82 1082 991 20280900 20281200 0.0 1.110 19150
COFFEE No_Roll 86 136 76 20260500 20260700 0.0 0.427 642
PLAT No_Roll 86 116 208 20260400 20260700 0.0 0.031 413
SOYBEAN No_Roll 255 315 255 20261100 20271100 -1.0 0.004 8
CRUDE_W No_Roll 282 322 291 20261200 20271200 0.0 0.343 1220
WHEAT No_Roll 286 346 255 20261200 20271200 -3.0 NaN 0
CORN No_Roll 286 346 255 20261200 20271200 0.0 0.006 31
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
********************************************************************************
END OF REPORT
********************************************************************************