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


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FUT-US-ALGO QB-FUT-ALGO