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Roll Schedules

Roll Schedule:

The following table denotes the active contract month for markets that reference futures-based price feeds (e.g., COPPER, WTIOIL, BRENTOIL, and NATGAS), at the start of each month. The roll period is the 5th-9th business day of the month, wherein the reference contract transitions from the month-start active contract to the next active contract. Updated weightings take effect when the oracle switches back to external pricing at 6pm ET.

Example Roll

WTIOIL is currently referencing the U6 contract and will roll into V6. The transition occurs as follows:

  • 2026-08-07 5:30PM ET — 80% front-month (U6), 20% next-month (V6)

  • 2026-08-10 5:30PM ET — 60% front-month, 40% next-month

  • 2026-08-11 5:30PM ET — 40% front-month, 60% next-month

  • 2026-08-12 5:30PM ET — 20% front-month, 80% next-month

  • 2026-08-13 5:30PM ET — 0% front-month, 100% next-month (roll complete)

Instrument
2026-04-08 5:30PM to 2026-04-14 5:30PM ET
2026-05-07 5:30PM to 2026-05-13 5:30PM ET
2026-06-05 5:30PM to 2026-06-11 5:30PM ET
2026-07-08 5:30PM to 2026-07-14 5:30PM ET
2026-08-07 5:30PM to 2026-08-13 5:30PM ET
2026-09-08 5:30PM to 2026-09-14 5:30PM ET
2026-10-07 5:30PM to 2026-10-13 5:30PM ET
2026-11-06 5:30PM to 2026-11-12 5:30PM ET
2026-12-07 5:30PM to 2026-12-11 5:30PM ET
2027-01-08 5:30PM to 2027-01-14 5:30PM ET
2027-02-05 5:30PM to 2027-02-11 5:30PM ET
2027-03-05 5:30PM to 2027-03-11 5:30PM ET
2027-04-07 5:30PM to 2027-04-13 5:30PM ET
2027-05-07 5:30PM to 2027-05-13 5:30PM ET
2027-06-07 5:30PM to 2027-06-011 5:30PM ET
2027-07-08 5:30PM to 2027-07-14 5:30PM ET
2027-08-06 5:30PM to 2027-08-11 5:30PM ET
2027-09-08 5:30PM to 2027-09-14 5:30PM ET
2027-10-07 5:30PM to 2027-10-13 5:30PM ET
2027-11-05 5:30PM to 2027-11-11 5:30PM ET
2027-12-07 5:30PM to 2027-12-13 5:30PM ET

COPPER

K6 to N6

N6

N6 to U6

U6

U6 to Z6

Z6

Z6 to H7

H7

H7 to M7

M7

M7 to U7

U7

U7 to Z7

Z7

Z7 to H8

H8

H8 to M8

M8

M8 to U8

U8

U8 to Z8

WTIOIL (CL)

K6 to M6

M6 to N6

N6 to Q6

Q6 to U6

U6 to V6

V6 to X6

X6 to Z6

Z6 to F7

F7 to G7

G7 to H7

H7 to J7

J7 to K7

K7 to M7

M7 to N7

N7 to Q7

Q7 to U7

U7 to V7

V7 to X7

X7 to Z7

Z7 to F8

F8 to G8

BRENTOIL

M6 to N6

N6 to Q6

Q6 to U6

U6 to V6

V6 to X6

X6 to Z6

Z6 to F7

F7 to G7

G7 to H7

H7 to J7

J7 to K7

K7 to M7

M7 to N7

N7 to Q7

Q7 to U7

U7 to V7

V7 to X7

X7 to Z7

Z7 to F8

F8 to G8

G8 to H8

NATGAS

K26 to M26

M26 to N26

N26 to Q26

Q26 to U26

U26 to V26

V26 to X26

X26 to Z26

Z26 to F27

F27 to G27

G27 to H27

H27 to J27

J27 to K27

K27 to M27

M27 to N27

N27 to Q27

Q27 to U27

U27 to V27

V27 to X27

X27 to Z27

Z27 to F28

F28 to G28

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