Rollover on FRA.40, NED25, OIL.WTI, SPA.35, VOLX
Dear Clients,
Please note that today, at the end of trading day FRA.40, NED25, OIL.WTI, SPA35, VOLX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- SPA35 approx. -5 index points
- NED25 approx. -2.40 index points
- VOLX approx. 2.09 index points
- FRA.40 approx. -3.0 index points
- OIL.WTI approx. 0.20 USD
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for OIL.WTI and VOLX, 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