Rollover on FRA40, NED25 and SPA35
Dear Clients,
Today, at the end of trading day FRA40, NED25 and SPA35 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- FRA40 approx. 11.5 index points;
- NED25 approx. -3.75 index points;
- SPA35 approx. 27 index points.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- FRA40, SPA35 should be higher by given values;
- NED25 should be lower by given value.
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