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 (“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.

 

2017 & 2018 Roll Dates

Roll Start Date

Roll End Date

Old Contract

Replacement Contract

March 10, 2017 March 13, 2017

May 2017

September 2017
May 08, 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
March 12, 2018 March 13, 2018 May 2018 September 2018
May 08, 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