Rollover on FRA40, NED25, SOYOIL, SPA35, WHEAT
Dear Clients,
Please note that today, at the end of trading day FRA40, NED25, SOYOIL, SPA35 and WHEAT underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- FRA40 approx. 15.5 index points;
- NED25 approx. 3.00 index points;
- SOYOIL approx. 0.15 USD;
- SPA35 approx. 21 index points;
- WHEAT approx. 15.75 USD.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for FRA40, NED25, SOYOIL, SPA35, WHEAT should be higher 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