Roll Dates

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Roll Dates are projected and subject to change without notice. Roll Dates are the expected dates on which the composition of the Benchmark Futures Contract is changed or ''rolled'' by selling the near month contract and buying replacement benchmark contract(s).

 

The three futures contracts for wheat (“Wheat Futures Contracts”) that are traded on the Chicago Board of Trade (“CBOT”) are specifically: (1) the second-to-expire CBOT Wheat Futures Contract, weighted 35%, (2) the third-to-expire CBOT Wheat Futures Contract, weighted 30%, and (3) the CBOT Wheat Futures Contract expiring in the December following the expiration month of the third-to-expire contract, weighted 35%. 

 

2017 Roll Dates

Roll Start Date

Roll End Date

Old Contract

Replacement Contract

March 10, 2017 March 13, 2017 May 2017 September 2017
May 02, 2017 May 11, 2017 July 2017 December 2018
July 12, 2017 July 13, 2017 September 2017 March 2018
September 12, 2017 September 13, 2017 December 2017 May 2018
December 12, 2017 December 13, 2017 March 2018 July 2018