Rollover on COCOA, COFFEE, CORN, COTTON, WHEAT 8 November 2018

Dear clients!


Today, there is a change of delivery date for COCOA, COFFEE, CORN, COTTON, WHEAT instruments. Clients who have open positions will be credited or debited with proper swap points amounts.

These are:

WHEAT -1200 points for long position; 1200 points for short position

COCOA -27 points for long position; 27 points for short position

COFFEE -355 points for long position; 355 points for short position

CORN -1175 points for long position; 1175 points for short position

COTTON -153 points for long position; 153 points for short position


Today, at the end of trading day COCOA, COFFEE, CORN, COTTON, WHEAT underlying instruments will change their delivery dates. The current difference between the prices of futures with consecutive delivery terms is:

COCOA approx. 21 index points.

COFFEE, approx. 3.90 index points

CORN approx. 11.75 index points

COTTON aprrox. 1.69 index points

WHEAT approx. 12 index points

It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for COCOA, COFFEE, CORN, COTTON, WHEAT 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.