2ND UPDATE: Rollover on AUS200, BRAComp and RUS50
Dear Clients,
Please note that at the end of trading day AUS200, BRAComp and RUS50 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- BRAComp approx. 275 index points
- RUS50 approx. -2.8 index points
- AUS200 approx. -68 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for BRAComp 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