Cryptocurrency Pace of the Roll Tool
Inform your roll strategy with the Cryptocurrency Pace of the Roll Tool, offering daily updates and analytics on roll activity in Cryptocurrency futures.
Get daily updates on roll activity across Cryptocurrency futures at CME Group. The tool is designed to help market participants analyze their futures roll strategy. The charts are updated on a daily basis during the roll period and will graphically illustrate the daily progression of open interest.
*Disclaimer: The data and output from this tool does not constitute investment advice and is not a personal recommendation from CME Group. Nothing contained herein constitutes the solicitation of the purchase or sale of any futures or options. Any investment activities undertaken using this tool will be at the sole risk of the relevant investor. CME Group expressly disclaims all liability for the use or interpretation (whether by visitor or by others) of information contained herein. Decisions based on this information are the sole responsibility of the relevant investor. Any visitor to this page agrees to hold the CME Group and its affiliates and licensors harmless against any claims for damages arising from any decisions that the visitor makes based on such information.
- The yellow line represents the current roll from the expiring front month futures contract to the deferred month futures contract.
- The blue dotted line denotes the historical average roll of the previous 20 rolls.
- The light blue channel shows the range of the roll progression for the previous 20 rolls
- The dark blue channel shows the inner-quartile range (25% and 75%) among the previous 20 rolls (i.e., half of the rolls occur within that range and half occur outside of it).
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