Rollover on FRA40, NED25, SPA35, OIL.WTI
Dear Clients,
Today, at the end of trading day FRA40, NED25, SPA35 and OIL.WTI underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
NED25 approx. -3.60 index points
SPA35 approx. -7 index points
FRA40 approx. -26.0 index points
OIL.WTI approx. 6.53 USD
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for FRA40, NED25, SPA35 should be lower and higher 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