Rollover on CORN, FRA40, NED25, SPA35 and SUGAR
Dear Clients,
Please note that today, at the end of trading day CORN, FRA40, NED25, SPA35 and SUGAR underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- SUGAR approx. -0.06 USD
- CORN approx. 10.50 USD
- FRA40 approx. -70.0 index points
- SPA35 approx. -32 index points
- NED25 approx. -5.55 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- CORN should be higher by given value
- FRA40, NED25, SPA35, SUGAR should be lower by given values
Change of position value connected with base change will be corrected by swap points equal to base value. Clients with limit and stop orders close to current price are kindly requested to adjust their position to changes in base value. Otherwise stop and limit orders will be executed according to standard procedure.
Rally Team