Roll Schedule for Bitget Rolling Index Products

[Estimated reading time: 3 mins]

This article explains how the roll mechanism works for Bitget Commodity Futures Rolling Index products. You can learn how contract weights are adjusted, how the roll may affect your position, and where to view roll progress during the roll window.

The Bitget Commodity Futures Rolling Index will officially launch on July 2, 2026.

 

What is a roll?

Commodity futures contracts have expiration dates and cannot be held indefinitely. To provide continuous exposure to commodity price movements, the Bitget Rolling Index systematically rolls its underlying exposure from the near-month contract to the far-month contract before the current contract expires.

During the roll period, the weights of the near-month and far-month contracts are adjusted daily within a fixed roll window. The process continues until the index fully switches to the far-month contract.

 

How does the roll affect my position?

The roll is performed at the index level. It does not change your notional position size. Instead, the underlying contract composition of the index gradually transitions from the near-month contract to the far-month contract based on the roll schedule.

Position status	Roll impact
Holding a long or short position	Contract weights are automatically adjusted daily during the roll window. No manual action is required.
Net position is 0	Not affected by changes in roll weights.

During the roll period, you do not need to manually switch contracts. The Bitget Rolling Index adjusts the underlying contract weights automatically.

 

Roll schedule and roll window

The roll is completed within a fixed roll window, calculated based on trading days only. Weekends and U.S. market holidays are excluded.

Parameter	Description
Roll window length	N trading days, subject to the configuration on each index details page
Weight adjustment time	17:00 ET on each trading day
Roll direction	Near-month contract → Far-month contract

Note: The roll window only counts trading days. Weekends and U.S. market holidays are excluded. If the market is closed during the roll window, the adjustment will be postponed to the next trading day.

 

How are weights adjusted?

If the roll window consists of N trading days, one adjustment will be executed at 17:00 ET on each trading day.

After the k-th adjustment:

• Far-month contract weight = k ÷ N

• Near-month contract weight = 1 − k ÷ N

For example, assume the roll window is five trading days and the roll starts on July 7, 2026.

Trading day	Date	Adjustment time	Near-month weight	Far-month weight
Day 1	July 7	17:00 ET	80%	20%
Day 2	July 8	17:00 ET	60%	40%
Day 3	July 9	17:00 ET	40%	60%
Day 4	July 10	17:00 ET	20%	80%
Day 5	July 11	17:00 ET	0%	100%

After the adjustment is completed at 17:00 ET on July 11, the far-month contract becomes the new near-month contract, and the roll ends.

 

Where can I view roll progress?

During the roll period, you can view the following information on the Bitget Rolling Index details page:

• Current near-month and far-month contract symbols

• Real-time near-month and far-month weights

• Roll window start and end dates

• Daily weight adjustment progress

 

FAQs

1. Will the weights change before 17:00 ET?

Weight adjustments are executed only once per trading day at 17:00 ET. Before the adjustment time, the weights remain the same as the previous adjustment.

For example, at 16:00 ET on the second trading day, the weights will still be 80% near-month and 20% far-month, which are the weights after the first adjustment.

2. Will the roll affect my PnL?

The roll itself is a contract switch at the index level and does not directly generate profit or loss. However, there may be a basis between the near-month and far-month contracts, meaning a price difference.

Changes in the basis during the roll process will be reflected in the index price. This is considered normal market behavior.

3. Can I trade during the roll period?

Trading remains available during the roll period. You can open or close positions as usual.

4. Is the roll window the same for every commodity?

Not necessarily. The roll window length and contract selection may vary by commodity. Please refer to the configuration on each index details page.

5. What happens if there are abnormal market conditions?

If abnormal liquidity occurs during the roll window, Bitget reserves the right to delay the roll for the affected product separately.

This will not affect the normal roll process of other products. Bitget will issue a separate announcement if such action is taken.

 

For more details about why the roll is required and how weights are calculated, refer to Commodity Futures Rolling Index Roll Mechanism.