Pyth Network launched six constant-maturity futures indices on September 15, 2026, and made them available for trading-data applications. The products provide a continuously maintained 30-day futures horizon without the contract migration required by traditional energy futures feeds. The system interpolates between the two listed contracts surrounding that maturity, shifting weights continuously as prices change rather than allowing one contract to approach expiry. The indices cover West Texas Intermediate (WTI) crude, Brent crude, Henry Hub natural gas, Henry LD1 natural gas, London WTI and Dutch TTF gas. They are denominated in USD to five decimal places and update every 50 milliseconds during market hours, following the trading schedules of the underlying exchanges. The products have no discrete roll schedule or roll date. The constant-maturity feeds are intended for on-chain perpetuals and structured products because they remove rollover logic and reduce discontinuities at contract handovers. They are offered through Pyth Indices under separate commercial terms from standard Pyth Pro subscriptions. Pyth Pro reported $7.49M in annual recurring revenue in July 2026, up 22% month over month. Immediate market reaction remains uncertain because price data for the new indices was not available in the announcement.