Skip to main content
WTI/USDC and BRENT/USDC use crude oil futures as reference prices. Futures contracts expire, so the reference price has to move from one contract to the next over time. The two markets handle this differently.

WTI/USDC

WTI/USDC tracks Pyth’s constant 1-month WTI index. The index represents a synthetic WTI contract that always expires about 30 days ahead. Pyth continuously blends the two listed contracts on either side of that date, so the weighting shifts gradually every day. Because the index rolls continuously, WTI/USDC has no scheduled roll windows.

BRENT/USDC

BRENT/USDC uses dated Brent futures contracts and rolls to the next contract once a month. Each roll blends the outgoing and incoming contract prices over five steps, so the reference price moves gradually instead of jumping on a single day.

Contract codes

The table uses public Pyth futures contract codes. For example, BRENTZ6 identifies the December 2026 Brent contract and BRENTF7 identifies the January 2027 Brent contract.

Schedule

All times are in Eastern Time (ET). Each step takes effect at 5:30 PM ET, and the outgoing/incoming weights move through 80/20, 60/40, 40/60, 20/80, and 0/100.
The October roll was moved from 2026-10-07 to 2026-10-13. Until the October roll starts, BRENT/USDC references BRENTZ6 only.
Last modified on July 30, 2026