Roll Dates

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%.

2018 Roll Dates

Roll Start Date Roll End Date Old Contract Replacement Contract
March 12, 2018 March 13, 2018 May 2018 September 2018
May 02, 2018 May 11, 2018 July 2018 December 2019
July 11, 2018 July 12, 2018 September 2018 March 2019
September 12, 2018 September 13, 2018 December 2018 May 2019
December 12, 2018 December 13, 2018 March 2019 July 2019
March 12, 2019 March 13, 2019 May 2019 September 2019
May 2, 2019 May 13, 2019 July 2019 December 2020
July 10, 2019 July 11, 2019 September 2019 March 2020
September 11, 2019 September 12, 2019 December 2019 May 2020
December 11, 2019 December 12, 2019 March 2020 July 2020