April 2026 TradFi Perpetuals Index Price Rollover Schedule

Starting 8 Apr 2026 at 21:30 UTC, BitMEX will update the underlying index price of WTIUSDT and BRENTUSDT.

Unlike crypto assets which trade continuously on spot markets, the underlying index price of our TradFi perps are derived from traditional financial markets.

In particular, for commodities contracts like WTIUSDT and BRENTUSDT, its index prices are derived from traditional commodity futures markets, which are structured with monthly expiries. As the front month contracts approaches its expiry date and liquidity migrates to the next calendar month, our index price needs to transition to the next month contract.

To minimise index price disruption and avoid a sudden price step at the point of rollover, BitMEX will transition each index gradually over 5 business days.

Rollover Schedule

WTIUSDT ( .BWTIT) – Rolling from WTIK6 to WTIM6

BRENTUSDT ( .BBRENTT) – Rolling from BRENTM6 to BRENTN6

The weights above will apply to the traditional futures component of the respective index price. 

Please note that our standard index price elimination rules will remain in effect throughout the rollover window. As a result, the effective weighting of each constituent in the final index calculation may differ slightly from the scheduled weights, if one or more sources are eliminated under the elimination rules.

Example (BRENTUSDT):

The BRENTUSDT contract currently has the below weighting:

Assume the contracts are trading at the prices below:

Index weight and index price based on the scheduled rollover (during market hours) and hypothetical index prices:

*Calculated as:

($107*79.2%)+($100*19.8%)+($107.5*1%) = 105.62

To better understand BitMEX indices, check out our BitMEX Index Methodology page.Starting 8 Apr 2026 at 21:30 UTC, BitMEX will update the underlying index price of WTIUSDT and BRENTUSDT.

Unlike crypto assets which trade continuously on spot markets, the underlying index price of our TradFi perps are derived from traditional financial markets.

In particular, for commodities contracts like WTIUSDT and BRENTUSDT, its index prices are derived from traditional commodity futures markets, which are structured with monthly expiries. As the front month contracts approaches its expiry date and liquidity migrates to the next calendar month, our index price needs to transition to the next month contract.

To minimise index price disruption and avoid a sudden price step at the point of rollover, BitMEX will transition each index gradually over 5 business days.

Rollover Schedule

WTIUSDT ( .BWTIT) – Rolling from WTIK6 to WTIM6

BRENTUSDT ( .BBRENTT) – Rolling from BRENTM6 to BRENTN6

The weights above will apply to the traditional futures component of the respective index price. 

Please note that our standard index price elimination rules will remain in effect throughout the rollover window. As a result, the effective weighting of each constituent in the final index calculation may differ slightly from the scheduled weights, if one or more sources are eliminated under the elimination rules.

Example (BRENTUSDT):

The BRENTUSDT contract currently has the below weighting:

Assume the contracts are trading at the prices below:

Index weight and index price based on the scheduled rollover (during market hours) and hypothetical index prices:

*Calculated as:

($107*79.2%)+($100*19.8%)+($107.5*1%) = 105.62 To better understand BitMEX indices, check out our BitMEX Index Methodology page.