Rollover on CATTLE, FRA40, LSGASOIL, NATGAS, NED25, OIL.WTI and SPA35
Dear Clients,
Please note that today, at the end of trading day, CATTLE, FRA40, LSGASOIL, NATGAS, NED25, OIL.WTI and SPA35 underlying instruments will change their delivery date. Current difference between prices of futures with consecutive delivery terms is:
- OIL.WTI approx. -1.50 USD
- NATGAS approx. 0.038 USD
- FRA40 approx. 24.0 index points
- NED25 approx. -2.05 index points
- CATTLE approx. 1.300 USD
- SPA35 approx. 34 index points
- LSGASOIL approx. 1.75 USD
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- CATTLE, FRA40, LSGASOIL, NATGAS, SPA35 should be higher by given values
- NED25, OIL.WTI 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