CME Group offers daily updates on roll activity taking place in the U.S. Treasury futures complex. These charts will graphically illustrate the daily progression of open interest in CME Group’s key benchmark Treasury futures contracts. This “pace of the roll” tool is designed to help market participants analyze their Treasury futures roll strategy. These charts will be updated and available on a daily basis during the roll period.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.