Rollover on AUT20, DE30, EU50, FRA40, ITA40, NATGAS...
Dear Clients,
Today, at the end of trading day AUT20, DE30, EU50, FRA40, ITA40, NATGAS, NED25, OIL, RUS50, SPA35, SUI20, UK100, W20 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- SUI20 approx. -23 index points
- OIL approx. -1.07 USD
- SPA35 approx. -89 index points
- W20 approx. 10.0 index points
- NATGAS approx. 0.025 USD
- ITA40 approx. -135 index points
- RUS50 approx. -12.6 index points
- AUT20 approx. -9 index points
- DE30 approx. -16.0 index points
- UK100 approx. -36.5 index points
- EU50 approx. -16.0 index points
- NED25 approx. -0.20 index points
- FRA40 approx. -9.5 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for NATGAS, W20 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