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-10th 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 M6 contract and will roll into N6. The transition occurs as follows:

  • 2026-05-07 5:30PM ET — 80% front-month (M6), 20% next-month (N6)

  • 2026-05-08 5:30PM ET — 60% front-month, 40% next-month

  • 2026-05-11 5:30PM ET — 40% front-month, 60% next-month

  • 2026-05-12 5:30PM ET — 20% front-month, 80% next-month

  • 2026-05-13 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

COPPER

K6 to N6

N6

N6 to U6

U6

U6 to Z6

Z6

Z6

Z6 to H7

H7

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

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

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

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