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 (“Corn Futures Contracts”) that are held are traded on the Chicago Board of Trade (“CBOT”), and are specifically: (1) the second-to-expire CBOT Corn Futures Contract, weighted 35%, (2) the third-to-expire CBOT Corn Futures Contract, weighted 30%, and (3) the CBOT Corn Futures Contract expiring in the December following the expiration of the third-to-expire contract.
Roll Start Date |
Roll End Date |
Old Contract |
Replacement Contract |
| July 11, 2013 | July 12, 2013 | September 2013 | March 2014 |
| September 10, 2013 | September 13, 2013 | ||
| December 10, 2013 | December 13, 2013 | ||
| March 11, 2014 | March 14, 2014 | ||
| May 9, 2014 | May 14, 2014 | ||
| July 9, 2014 | July 14, 2014 |
