Rollover on MEXComp, US.100, US.30, US.500, US2000
Dear Clients,
Today, at the end of trading day MEXComp, US.100, US.30, US.500 and US2000 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- US.100 approx. -3.25 index points
- US2000 approx. -4.0 index points
- MEXComp approx. 323 index points
- US.30 approx. -99 index points
- US.500 approx. -8.5 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for MEXComp should be higher, and lower for remaining mentioned instruments 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