Rollover on JP225
Dear Clients,
Please note that at the end of trading day JP225 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- JP225 approx. -15 index points.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for JP225 should be lower by given value.
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