Sabrett frankfurter rolls and hamburger rolls contain soy bean oil.

According to the USDA Food Safety and Inspection Service, soy bean oil is not considered as an allergen.

http://www.fsis.usda.gov/regulations_&_policies/FAQs_for_Notice_45-05/index.asp

See heading:
II Questions and Answers Concerning Ingredients of Public Health Concern,
Question 6

Question: "Is soy bean oil an allergen?"

Answer: Highly refined vegetable oils are not considered allergens according to allergens experts. Because the protein from the soybean is typically removed during the refining of the oil, it is not considered an allergen.