Rollover on MEXComp, NATGAS, US100, US2000, US30, US500
Dear Clients,
Today, at the end of trading day MEXComp, NATGAS, US100, US2000, US30, US500 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
MEXComp approx. 285 index points
US500 approx. -6.7 index points
US30 approx. -90 index points
US100 approx. 5.00 index points
US2000 approx. -0.7 index points
NATGAS approx. 0.001 USD
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for MEXComp, NATGAS, US100 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