********************************************************************************
FSB Roll report produced on 27/10/2023 22:30
********************************************************************************
=============================================================================================================================================================================================================================
Status and time to roll in days
=============================================================================================================================================================================================================================
status roll_expiry price_expiry carry_expiry contract_priced priced_expiry contract_fwd position_priced relative_volume_fwd contract_volume_fwd priced_status fwd_status period_count
SOYBEAN_fsb No_Roll 1 2 61 20231100 2023-10-30 18:15:00 20240100 0.00 1.793 75497 TRADEABLE TRADEABLE 2
BRENT_W_fsb Force_Outright 1 2 32 20231200 2023-10-30 19:30:00 20240100 0.80 2.471 199739 TRADEABLE TRADEABLE 5
GASOIL_fsb No_Roll 11 12 44 20231100 2023-11-09 16:30:00 20231200 0.00 2.022 37158 TRADEABLE OFFLINE 2
SUGAR_WHITE_fsb No_Roll 11 12 103 20231200 2023-11-09 17:55:00 20240300 0.00 0.946 2424 TRADEABLE OFFLINE 6
COCOA_fsb No_Roll 12 13 104 20231200 2023-11-10 18:50:00 20240300 0.00 0.573 9135 EDITS_ONLY EDITS_ONLY 7
V2X_fsb No_Roll 17 18 53 20231100 2023-11-15 10:30:00 20231200 0.00 0.669 11640 TRADEABLE TRADEABLE 5
VIX_fsb No_Roll 17 18 53 20231100 2023-11-15 14:00:00 20231200 0.00 0.492 21929 TRADEABLE TRADEABLE 5
AEX_fsb No_Roll 19 20 48 20231100 2023-11-17 14:30:00 20231200 0.00 0.009 365 TRADEABLE OFFLINE 2
CAC_fsb No_Roll 19 20 48 20231100 2023-11-17 14:40:00 20231200 0.00 0.005 1213 TRADEABLE OFFLINE 2
IBXEX_fsb No_Roll 19 20 48 20231100 2023-11-17 15:15:00 20231200 0.00 0.009 552 TRADEABLE OFFLINE 2
OMXS30_fsb No_Roll 19 20 48 20231100 2023-11-17 08:00:00 20231200 0.00 0.001 171 TRADEABLE OFFLINE 2
CRUDE_W_fsb No_Roll 19 20 51 20231200 2023-11-17 19:30:00 20240100 0.00 0.154 18489 TRADEABLE TRADEABLE 3
COTTON2_fsb No_Roll 20 20 111 20231200 2023-11-17 19:15:00 20240300 0.00 0.392 5064 EDITS_ONLY EDITS_ONLY 2
COFFEE_fsb No_Roll 22 23 115 20231200 2023-11-20 19:25:00 20240300 0.00 0.451 5387 EDITS_ONLY EDITS_ONLY 2
GAS_US_fsb No_Roll 29 30 59 20231200 2023-11-27 19:30:00 20240100 -3.32 0.239 12246 TRADEABLE TRADEABLE 2
GOLD_fsb No_Roll 29 30 90 20231200 2023-11-27 18:30:00 20240200 0.00 0.016 1457 TRADEABLE TRADEABLE 3
GILT_fsb No_Roll 30 31 122 20231200 2023-11-28 16:15:00 20240300 0.00 0.000 16 TRADEABLE OFFLINE 2
US5_fsb No_Roll 30 31 122 20231200 2023-11-28 20:00:00 20240300 0.00 0.000 113 TRADEABLE OFFLINE 2
US10_fsb No_Roll 30 31 122 20231200 2023-11-28 20:00:00 20240300 -9.61 0.001 393 TRADEABLE OFFLINE 2
US2_fsb No_Roll 30 31 122 20231200 2023-11-28 20:00:00 20240300 0.00 0.000 85 TRADEABLE OFFLINE 2
US30U_fsb No_Roll 30 31 122 20231200 2023-11-28 20:00:00 20240300 0.00 0.000 21 TRADEABLE OFFLINE 2
US30_fsb No_Roll 30 31 122 20231200 2023-11-28 20:00:00 20240300 0.00 0.000 52 TRADEABLE OFFLINE 2
SILVER_fsb No_Roll 31 32 123 20231200 2023-11-29 18:25:00 20240300 0.00 0.021 422 TRADEABLE OFFLINE 2
GASOLINE_fsb No_Roll 31 32 65 20231200 2023-11-29 19:30:00 20240100 0.00 0.526 5390 TRADEABLE n/a 2
SOYMEAL_fsb No_Roll 31 32 61 20231200 2023-11-29 19:15:00 20240100 0.00 0.406 21114 TRADEABLE OFFLINE 2
OATIES_fsb No_Roll 31 32 123 20231200 2023-11-29 19:15:00 20240300 0.00 0.231 92 EDITS_ONLY OFFLINE 2
MSCISING_fsb No_Roll 31 32 34 20231100 2023-11-29 10:10:00 20231200 0.00 0.001 110 TRADEABLE n/a 2
SOYOIL_fsb No_Roll 31 32 61 20231200 2023-11-29 19:15:00 20240100 1.15 0.205 9900 TRADEABLE OFFLINE 4
HANG_fsb No_Roll 31 32 61 20231100 2023-11-29 03:59:00 20231200 0.00 0.023 1789 TRADEABLE OFFLINE 3
PALLAD_fsb No_Roll 31 32 123 20231200 2023-11-29 18:00:00 20240300 -2.11 0.025 29 TRADEABLE OFFLINE 2
HEATOIL_fsb No_Roll 31 32 65 20231200 2023-11-29 19:30:00 20240100 0.00 0.364 4199 TRADEABLE n/a 2
WHEAT_fsb No_Roll 31 32 123 20231200 2023-11-29 19:15:00 20240300 0.00 0.198 7917 EDITS_ONLY OFFLINE 4
COPPER_fsb No_Roll 31 32 123 20231200 2023-11-29 18:00:00 20240300 -2.88 0.072 2903 TRADEABLE OFFLINE 2
CORN_fsb No_Roll 31 32 123 20231200 2023-11-29 19:15:00 20240300 0.00 0.228 21299 EDITS_ONLY OFFLINE 2
LIVECOW_fsb No_Roll 32 33 95 20231200 2023-11-30 19:00:00 20240200 0.00 0.445 10829 EDITS_ONLY OFFLINE 2
LEANHOG_fsb No_Roll 32 33 95 20231200 2023-11-30 19:00:00 20240200 0.48 0.275 4877 EDITS_ONLY OFFLINE 2
FED_fsb No_Roll 32 33 62 20231100 2023-11-30 20:00:00 20231200 0.00 0.139 8359 TRADEABLE TRADEABLE 12
BOBL_fsb No_Roll 38 39 130 20231200 2023-12-06 16:15:00 20240300 0.00 0.001 439 TRADEABLE OFFLINE 2
BTP_fsb No_Roll 38 39 130 20231200 2023-12-06 16:15:00 20240300 0.00 0.000 10 EDITS_ONLY OFFLINE 2
SHATZ_fsb No_Roll 38 39 130 20231200 2023-12-06 16:15:00 20240300 0.00 0.002 876 TRADEABLE OFFLINE 2
BUND_fsb No_Roll 38 39 130 20231200 2023-12-06 16:15:00 20240300 -2.11 0.000 5 TRADEABLE OFFLINE 2
BUXL_fsb No_Roll 38 39 130 20231200 2023-12-06 16:15:00 20240300 0.00 0.000 15 TRADEABLE OFFLINE 2
OAT_fsb No_Roll 38 39 130 20231200 2023-12-06 16:15:00 20240300 0.00 0.000 1 TRADEABLE OFFLINE 2
COCOA_LDN_fsb No_Roll 39 40 131 20231200 2023-12-07 16:50:00 20240300 0.00 1.722 7445 TRADEABLE TRADEABLE 7
NIKKEI_fsb No_Roll 39 40 131 20231200 2023-12-07 21:15:00 20240300 0.00 0.014 53 TRADEABLE OFFLINE 2
BTP3_fsb No_Roll 39 39 130 20231200 2023-12-06 16:15:00 20240300 0.00 0.000 0 EDITS_ONLY OFFLINE 2
JGB_fsb No_Roll 44 45 136 20231200 2023-12-12 06:10:00 20240300 0.00 0.000 0 TRADEABLE OFFLINE 3
EURGBP_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.107 196 TRADEABLE TRADEABLE 4
CHF_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.005 72 TRADEABLE TRADEABLE 4
SP500_fsb No_Roll 47 48 139 20231200 2023-12-15 14:30:00 20240300 0.00 0.001 1197 TRADEABLE OFFLINE 2
AUD_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.000 20 TRADEABLE TRADEABLE 4
SMI_fsb No_Roll 47 48 139 20231200 2023-12-15 08:00:00 20240300 -2.17 0.001 19 TRADEABLE OFFLINE 2
EUR_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.008 793 TRADEABLE TRADEABLE 4
CAD_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.008 263 TRADEABLE TRADEABLE 4
RUSSELL_fsb No_Roll 47 48 139 20231200 2023-12-15 14:30:00 20240300 0.00 0.001 67 TRADEABLE OFFLINE 2
FTSE100_fsb No_Roll 47 48 139 20231200 2023-12-15 10:00:00 20240300 0.00 0.006 538 TRADEABLE OFFLINE 2
GBP_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.000 15 TRADEABLE TRADEABLE 4
DAX_fsb No_Roll 47 48 139 20231200 2023-12-15 12:00:00 20240300 0.00 0.000 8 TRADEABLE OFFLINE 2
DOW_fsb No_Roll 47 48 139 20231200 2023-12-15 14:30:00 20240300 0.00 0.000 41 TRADEABLE OFFLINE 2
NZD_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 -1.87 0.001 9 TRADEABLE TRADEABLE 4
NASDAQ_fsb No_Roll 47 48 139 20231200 2023-12-15 13:30:00 20240300 -1.12 0.001 317 TRADEABLE OFFLINE 2
DX_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 6.35 0.007 104 TRADEABLE OFFLINE 2
EUROSTX_fsb No_Roll 47 48 139 20231200 2023-12-15 10:50:00 20240300 0.00 0.000 43 TRADEABLE OFFLINE 2
JPY_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.001 60 TRADEABLE TRADEABLE 4
EUA_fsb No_Roll 47 48 415 20231200 2023-12-15 17:00:00 20241200 0.00 0.082 1193 TRADEABLE OFFLINE 3
AUDJPY_fsb No_Roll 47 48 139 20231200 2023-12-15 20:00:00 20240300 0.00 0.000 0 TRADEABLE TRADEABLE 4
EURIBOR-ICE_fsb No_Roll 50 51 142 20231200 2023-12-18 10:00:00 20240300 0.00 0.878 85419 TRADEABLE TRADEABLE 12
ROBUSTA_fsb No_Roll 51 52 115 20240100 2023-12-19 17:30:00 20240300 0.00 0.347 3173 TRADEABLE OFFLINE 3
ASX_fsb No_Roll 53 54 145 20231200 2023-12-21 00:59:00 20240300 0.00 0.003 61 TRADEABLE OFFLINE 3
SONIA3_fsb No_Roll 53 143 52 20231200 2024-03-19 11:00:00 20240300 0.00 0.531 145 TRADEABLE TRADEABLE 10
PLAT_fsb No_Roll 54 55 146 20240100 2023-12-22 18:05:00 20240400 0.00 0.017 140 TRADEABLE OFFLINE 2
OJ_fsb No_Roll 58 59 121 20240100 2023-12-26 18:30:00 20240300 0.00 0.039 19 EDITS_ONLY OFFLINE 2
RICE_fsb No_Roll 60 61 125 20240100 2023-12-28 18:15:00 20240300 0.00 0.080 33 EDITS_ONLY n/a 2
SUGAR11_fsb No_Roll 121 122 181 20240300 2024-02-27 17:55:00 20240500 0.00 0.184 6788 EDITS_ONLY OFFLINE 8
WHEAT_ICE_fsb No_Roll 173 174 356 20240500 2024-04-19 15:50:00 20241100 0.00 0.073 12 EDITS_ONLY OFFLINE 3
Roll_exp is days until preferred roll set by roll parameters. Prc_exp is days until price contract expires, Crry_exp 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
********************************************************************************
END OF REPORT
********************************************************************************