QUANTITATIVE BROKERS


New York, NY, August 25, 2011-- Quantitative Brokers today launched The Roll Tracker,

a free, web-based tool that provides real-time forecasts of the CME –traded US Treasury

futures roll. The Roll Tracker, available via the company website, calculates the

projected shift of open interest for the current roll cycle based on intraday observations

of traded volume for each calendar spread contract. It is updated every minute and

also displays the historical shifts in open interest of previous rolls, dating back to March

2009. The Roll Tracker is available for the CME 2-, 5-, and 10-year US Treasury

Note, the 30-year US Treasury Bond, and the Ultra T-Bond futures.

Quantitative Brokers, a fixed-income algorithmic executing broker,

developed The Roll Tracker primarily for clients trading the Treasury roll using its

popular algorithm The RollTM, but decided to make the resource accessible to all market

participants. The firm's clients include CTAs, asset managers, hedge funds, and banks


Services Transaction destination
FUT-US-ALGO QB-FUT-ALGO
FUT-GLOB-ALGO QB-GLOB-FUT-ALGO
FUT-GLOB-DMA QB-GLOB-FUT-MLEG
FUT-GLOB-DMA QB-GLOB-FUT-SPREADS


InfoReach, Inc. © 2008-2019. All Rights Reserved