There are actually two different moth type insects that can do this to cannas. One, the lesser canna leafroller (Geshna cannalis), ties up the rolled foliage before it unrolls and the other, the canna leafroller (Calpodes ethlius), tends to shred already opened foliage and roll it over to create a protective enclosure.
Spraying an appropriate insecticide into the rolled emerging leaves can help destroy any caterpillars present. However this is also a bit tedious to do on a repeated basis. One of the safer spray options would be B.t. There are a number of other products that are effective against caterpillars, including Sevin. With any product you will need to add something to work as a "spreader/sticker" to help the spray cling to the slick leaf surface of the canna foliage. A teaspoon of dish soap per gallon of spray should be sufficient to do this.
If your cannas are attacked by this insect make sure to cut them back to the ground at the end of the growing season and destroy the old plant top growth. If in the middle of the season a planting starts looking bad from the leaf roller attack there is nothing wrong with cutting it all to the ground. It will be back and looking good in a short time. This beats spraying in my opinion.
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