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 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%.

2019 Roll Dates

Roll Start Date Roll End Date Old Contract Replacement Contract
February 27, 2020 February 27, 2020 May 2020 October 2020
April 28, 2020 April 29, 2020 July 2020 March 2022
June 29, 2020 June 29, 2020 October 2020 May 2021
September 29, 2020 September 29, 2020 March 2021 July 2021