Sponsored Post: CME Group’s FX Quarterly Roll Analyzer Now LIVE!

• Phil Pearlman
• September 7th, 2010

The CME Group has a new tool up on its website called The FX Quarterly Roll Analyzer that allows users to analyze and adjust quarterly roll strategies for optimal effeciency.

This is a powerful tool that can:

1. Monitor the pace of open interest migration from the front to the back month for key FX futures contracts

2. View pricing of calendar spreads vs. fair value – i.e., how rich or cheap the spreads are trading

3. Easily pull up relevant intra-day pricing and volume by price chart information

In addition to accessing VWAP summary tables and implied rates for contracts on specific days, users can also focus in on specific contracts and get volume, interest rate data and interest rate differentials.

You can now visit The  CME Group FX Quarterly Roll Analyzer HERE and get more information about how it works HERE.

The information in this blog post represents my own opinions and does not contain a recommendation for any particular security or investment. I or my affiliates may hold positions or other interests in securities mentioned in the Blog, please see my Disclaimer page for my full disclaimer.

Tickers: $EUR, $JPY, $USD, AUD, CAD, CMEGroup, contract, FX Futures, GBP

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