The exchange said rolling indexes will launch on July 2, 2026, with contract weights adjusted at 17:00 ET over index-specific trading-day windows while positions remain tradable throughout the roll.
Bitget said its Commodity Futures Rolling Index products will officially launch on July 2, 2026, and outlined how the roll mechanism will shift exposure from near-month to far-month commodity futures contracts before expiry. The exchange said the roll is handled at the index level, so users’ notional position size does not change and no manual contract switch is required, although the underlying contract mix transitions daily during the roll window. Weight adjustments are made once per trading day at 17:00 ET, with weekends and U.S. market holidays excluded and any market closure pushing the adjustment to the next trading day. Bitget said the roll window length can vary by commodity and is shown on each index details page, replacing the earlier emphasis on a standard five-day window. In an example using a five-trading-day roll starting July 7, 2026, weights shift from 80% near-month and 20% far-month on Day 1 to 0% and 100% on Day 5, after which the far-month contract becomes the new near-month contract. The company said the roll itself does not directly generate profit or loss, but basis differences between the two contracts can affect the index price during the transition. Users can continue trading during the roll period and track contract symbols, live weights, roll dates and adjustment progress on the product details page. Bitget also said it may delay a roll for an affected product if abnormal liquidity emerges during the roll window.