Rollover on AUT20, DE30, EU50, FRA40, ITA40, NATGAS, NED25, SPA35, SUI20, UK100, W20
Dear Clients,
Today, at the end of trading day AUT20, DE30, EU50, FRA40, ITA40, NATGAS, NED25, SPA35, SUI20, UK100 and W20 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
FRA.40 approx. -11.5 index points
W20 approx. -33.0 index points
SPA35 approx. -76 index points
DE30 approx. -20.0 index points
SUI20 approx. -18 index points
NED25 approx. -0.35 index points
ITA40 approx. -170 index points
UK100 approx. -75.5 index points
AUT20 approx. -16 index points
NATGAS approx. 0.025 USD
EU50 approx. -16.0 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for NATGAS, NATGAS+, NATGAS., NATGAS.. 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