Rollover on US500, US100, US2000, US30, USFANG
Dear Clients,
Please note that today, at the end of trading day US500, US100, US2000, US30 and USFANG underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
US500 approx. -9.8 index points
USFANG approx. 8.0 index points
US30 approx. -120 index points
US100 approx. -14.00 index points
US2000 approx. -4.1 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for USFANG 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