Questions 5.1 through to 5.6 in the RoHS Frequently Asked Question guide focus on the compliance status of cable.
Unfortunately this is not straight forward and it depends on the type of cable and which EU Member State you are in.
Cables specifically designed for types of equipment already in scope, such as USB cables, SCART leads etc are now in scope. Any which are specifically designed for a medical device (category 8) or non-industrial monitoring and control instruments (category 9) will be in scope from July 2014.
However, multi-purpose cables are more complicated. In the UK, while these are currently out of scope they will be captured in July 2019. Some other Member States already regard these as being in scope as household appliances in category 2 and so must comply with RoHS2 from 2013.