Rollover on KOSP200, VOLX 12 September 2017


Dear Clients! Today, there is a change of delivery date for KOSP200, VOLX instruments. Clients who have open positions will be credited or debited with proper swap points amounts. These are:

KOSP200 -10 swap points for long position; 10 swap points for short position

VOLX -150 swap points for long position; 150 swap points for short position

Today, at the end of trading day KOSP200, VOLX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:

KOSP200 approx. 0.9 index points
VOLX approx. 1.57 index points

It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for KOSP200, VOLX should be higher 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.