Rollover CORN, FRA40, NATGAS, NED25, SPA35 and WHEAT
Dear Clients,
Today, at the end of trading day CORN, FRA40, NATGAS, NED25, SPA35 and WHEAT underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- NED25 approx. -0.65 index points
- SPA35 approx. -6 index points
- NATGAS approx. 0.014 USD
- WHEAT approx. 15.00 index points
- FRA40 approx. -4.0 index points
- CORN approx. 2.50 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for CORN, NATGAS, WHEAT 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