Today, at the end of the trading day CHNComp, HKComp, HKO43 underlying instruments will change their delivery dates. The current difference between the prices of futures with consecutive delivery terms is:
— HKComp, HKO43 approx. -205 index points
— CHNComp approx. -58 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for CHNComp, HKComp, HKO43 should be higher by given values. Change of position value connected with base change will be corrected by swap points equal to the 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.