RWA Perps Roll Calendar
When each venue (Trade[XYZ], Dreamcash, Felix, Binance, Bybit, OKX, Lighter) blends front- and next-month CME futures for WTI Crude, Brent, and Natural Gas perps.
WTI Crude Oil (CL) % rolled — April 2026
% rolled — April 2026
0% = front-month untouched, 100% = fully rolled. Dotted red lines mark each CME contract expiration (cycle reset). The bright red NOW line is live.
WTI Crude Oil (CL) roll window calendar — April 2026
Month view
Each bar is a roll window for one venue, stacked when they overlap. Red columns mark CME contract expirations.
Bars show the published or estimated roll window for WTI Crude Oil (CL) on each venue. Hover for the exact ET window and contract codes. Cells highlighted red are CME contract expirations — every venue's % rolled resets to 0 on these dates.
Methodology & sources
One link per venue → its canonical roll documentation.
| Venue | OI %↓ | Roll methodology | Documentation |
|---|---|---|---|
| Binance | Binance commodity perps (CL, BRENT, NatGas) use a Goldman-style roll: a 5-trading-day window with linear 100/80/60/40/20/0% weights, applied at 17:00 ET maintenance. Continuous Month — the roll falls in the same calendar month as the underlying LTD. | Binance Docs | |
| Bybit | Bybit's TradFi Perpetuals (CLUSDT, BZUSDT) reference designated CME futures with a 5-day Contract Transition that linearly shifts 80/60/40/20/0% front-month weight before the underlying contract expires. Bybit publishes the shape of the ramp but not a specific business-day-of-month anchor; we approximate the window as ending ~3 business days before the CME expiration. | Bybit Docs | |
| Dreamcash (cash) | WTI rolls in a single 23-hour linear blend starting 18:00 ET on the announced date and finishing 17:00 ET the following session. Roll dates fall ~5–8 business days before the underlying CME expiration and are announced in advance. | Dreamcash (cash) Docs | |
| Felix (flx) | Felix's WTI Crude Oil perp rolls in 4 stepped jumps at 16:30 ET on the 15th, 14th, 13th, and 12th business day before the underlying CME expiration — oracle weights move 0.75/0.25 → 0.5/0.5 → 0.25/0.75 → fully next, on a CME monthly cycle (G→H→J→K→M→N→Q→U→V→X→Z→F). Funding stays on through the rollover window. | Felix (flx) Docs | |
| Lighter | Lighter's futures-priced RWA perps (WTI, NATGAS, BRENTOIL) blend front- and next-month CME contracts over the 5th–10th business day of each month with 20% daily steps (100/80/60/40/20/0% front). WTI and NATGAS step at 17:30 ET; BRENTOIL steps at 19:00 ET — during the ICE 23:00–01:00 London off-hours window when the underlying market is closed. | Lighter Docs | |
| Markets by Kinetiq (km) | Markets references designated primary oracle instruments via Kaiko. USOIL tracks NYSE:USO, an ETF holding near-month WTI futures that performs its own internal roll, so there is no venue-level blended roll calendar — Markets is excluded from the % rolled chart but included here for context. | Markets by Kinetiq (km) Docs | |
| OKX | OKX Commodity Perpetuals (CLUSDT, BZUSDT) reference designated CME futures and roll over the 5th–10th business day of the month at 17:30 ET, applying a linear 100/80/60/40/20/0% weight shift to the futures-sourced portion of the composite index. The non-futures components (OKX perp, Hyperliquid perp) are unaffected by the roll. | OKX Docs | |
| Trade[XYZ] (xyz) | Industrial commodity perps (WTIOIL, BRENTOIL, NATGAS) blend the front and next CME futures linearly across the 5th–10th business day of each calendar month. Weights step 100/80/60/40/20/0% front-month at 17:30 ET on each of the six business days. | Trade[XYZ] (xyz) Docs |
Roll dates are derived directly from each venue's published rule, anchored to actual CME / ICE expirations (verified against the official contract calendar, including US holidays). All times are Eastern. Bybit publishes the shape of its 5-day Contract Transition but not a fixed BD-of-month anchor; we approximate the ramp as ending ~3 business days before the underlying expiration.
RWA perpetual venues tracked
The Loris Tools RWA Perps Roll Calendar tracks front-month CME futures roll schedules for tokenized commodity perpetuals across HIP-3 (Hyperliquid builder-deployed perpetuals) venues — Trade[XYZ], Dreamcash, Felix, Markets by Kinetiq, and Lighter — and centralized exchanges Binance, Bybit, and OKX. Every venue's roll mechanism is verified against the official CME and ICE contract calendars including US market holidays. Tracked underlyings: WTI Crude Oil (CL), Brent Crude Oil (BRN), and Henry Hub Natural Gas (NG).