Tall canes like your roses do best when you detach them from the trellis after everything freezes and lay them on the ground. Loose leaves are an ideal protection for rose canes, though "professionals" use burlap to wrap them. The idea is to reduce the drying effects of wind on the canes when the ground is frozen and therefore the roots can't extract liquid water to send up to the canes. Wind can "freeze dry" the canes if the ground is frozen but the canes are not, like on a sunny day that warms the canes up above freezing.This is awesome, thank you so much! I didn't realize about the specific mulching and i needed reminded that plants need water throughout the winter...it is a very easy fact to forget!...I have lost large canes on my climbing rose because of this "wind burn"...will try to remember ! Thank you again for taking the time!