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Roll report produced on 23/03/2026 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
GAS_US_mini No_Open -1 34 2 20260500 20260600 1.0 0.107 62
LUMBER-new No_Open 2 52 113 20260500 20260700 0.0 0.112 87
OJ Force 5 45 111 20260500 20260700 -1.0 0.139 110
HEATOIL Force 6 66 37 20260600 20260700 2.0 0.384 2515
GASOLINE Force 6 66 37 20260600 20260700 1.0 0.472 4757
GASOIL No_Roll 19 79 49 20260600 20260700 0.0 0.391 8276
CAC No_Roll 19 24 52 20260400 20260500 0.0 0.000 0
EURIBOR-ICE No_Roll 20 720 629 20280300 20280600 0.0 0.730 80801
LEANHOG No_Roll 20 80 51 20260600 20260700 0.0 0.179 2613
OATIES No_Roll 22 112 51 20260700 20260900 0.0 0.058 3
RICE No_Roll 22 112 51 20260700 20260900 0.0 0.739 47
SOYMEAL No_Roll 22 112 51 20260700 20260800 0.0 0.145 2696
REDWHEAT No_Roll 22 112 51 20260700 20260900 1.0 0.255 2238
SOYOIL No_Roll 22 112 51 20260700 20260800 0.0 0.091 2469
VIX No_Roll 25 85 56 20260600 20260700 0.0 0.426 4298
BITCOIN No_Roll 27 31 66 20260400 20260500 0.0 0.011 23
LIVECOW No_Roll 38 98 37 20260600 20260800 0.0 0.377 4335
SUGAR11 No_Roll 38 98 37 20260700 20261000 0.0 0.524 19904
SILVER-mini No_Roll 49 94 35 20260700 20260900 0.0 0.197 6
CANOLA No_Roll 52 112 51 20260700 20261100 0.0 0.615 6978
DX No_Roll 53 83 174 20260600 20260900 0.0 0.002 47
GOLD_micro No_Roll 54 94 156 20260600 20260800 0.0 0.068 970
JGB-SGX-mini No_Roll 60 80 171 20260600 20260900 0.0 0.000 0
US30 No_Roll 61 86 181 20260600 20260900 -2.0 NaN 0
US10 No_Roll 61 86 181 20260600 20260900 0.0 0.000 131
US20 No_Roll 61 86 181 20260600 20260900 0.0 0.000 40
US10U No_Roll 61 86 181 20260600 20260900 -1.0 0.000 1
PALLAD No_Roll 64 94 188 20260600 20260900 0.0 0.015 32
COCOA No_Roll 64 114 50 20260700 20260900 -2.0 0.485 1995
FEEDCOW No_Roll 66 156 58 20260800 20260900 0.0 0.266 388
COTTON2 No_Roll 67 107 198 20260700 20261200 -3.0 0.000 0
COFFEE No_Roll 69 119 55 20260700 20260900 0.0 0.403 2071
BUND No_Roll 71 76 168 20260600 20260900 0.0 0.000 11
BTP No_Roll 71 76 168 20260600 20260900 0.0 0.000 20
OAT No_Roll 71 76 168 20260600 20260900 3.0 NaN 0
BUXL No_Roll 71 76 168 20260600 20260900 -2.0 0.000 1
SHATZ No_Roll 71 76 168 20260600 20260900 0.0 0.000 6
BOBL No_Roll 71 76 168 20260600 20260900 -1.0 0.000 1
US2 No_Roll 73 98 190 20260600 20260900 0.0 0.000 10
US5 No_Roll 73 98 190 20260600 20260900 -2.0 0.000 4
NZD No_Roll 73 83 174 20260600 20260900 1.0 0.000 1
NIKKEI No_Roll 74 79 107 20260600 20260900 -1.0 0.015 7608
ROBUSTA No_Roll 75 125 59 20260700 20260900 0.0 0.259 1130
GBP No_Roll 78 83 174 20260600 20260900 -2.0 0.001 46
EUR No_Roll 78 83 174 20260600 20260900 -2.0 0.002 223
AUD No_Roll 78 83 174 20260600 20260900 1.0 0.000 12
CHF No_Roll 78 83 174 20260600 20260900 -2.0 0.002 27
MXP No_Roll 78 83 174 20260600 20260900 13.0 0.000 1
JPY No_Roll 78 83 174 20260600 20260900 -1.0 0.000 13
CAD No_Roll 79 84 175 20260600 20260900 0.0 0.002 68
RUSSELL No_Roll 81 86 178 20260600 20260900 -2.0 0.003 372
SP500_micro No_Roll 81 86 178 20260600 20260900 0.0 0.001 1410
DOW No_Roll 81 86 178 20260600 20260900 0.0 0.001 168
NASDAQ_micro No_Roll 81 86 178 20260600 20260900 -2.0 0.001 1539
SP400 No_Roll 81 86 178 20260600 20260900 -2.0 0.000 0
SMI No_Roll 82 87 178 20260600 20260900 0.0 0.000 2
DAX No_Roll 82 87 178 20260600 20260900 -2.0 0.000 8
EUROSTX No_Roll 82 87 178 20260600 20260900 3.0 0.000 53
SOFR No_Roll 92 1092 1001 20281200 20290300 0.0 0.656 35259
PLAT No_Roll 97 127 218 20260700 20261000 0.0 0.028 73
COPPER No_Roll 97 127 188 20260700 20260900 0.0 0.230 396
SOYBEAN No_Roll 174 234 174 20261100 20271100 1.0 0.015 181
CRUDE_W No_Roll 201 241 210 20261200 20271200 1.0 0.338 10094
WHEAT No_Roll 205 265 174 20261200 20271200 0.0 0.003 5
CORN No_Roll 205 265 174 20261200 20271200 4.0 0.017 565
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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