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 sugar (“Sugar Futures Contracts”) that are traded on the Intercontinental Exchange, also known as ICE Futures US (“ICE Futures”), are specifically: (1) the second-to-expire Sugar No. 11 Futures Contract (a “Sugar No. 11 Futures Contract”), weighted 35%, (2) the third-to-expire Sugar No. 11 Futures Contract, weighted 30%, and (3) the Sugar No. 11 Futures Contract expiring in the March 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

February 27, 2018 Feburary 27, 2018 May 2018 October 2018
April 26, 2018 April 27, 2018 July 2018 March 2020
June 28, 2018 June 28, 2018 October 2018 May 2019
September 27, 2018 September 27, 2018 March 2019 July 2019