Rollover on FRA40, CAC40, NED25, USOIL, WTI, SPA35, IBEX35, VOLX, VIX 15 August 2019

Dear clients!

UPDATE:

Today, there is a change of delivery date for FRA40, CAC40, NED25, USOIL, WTI, SPA35, IBEX35, VOLX, VIX instruments. Clients who have open positions will be credited or debited with proper swap points amounts.

These are:

– NED25 80 swap points for long position; -80 swap points for short position

– VOLX, VIX 70 swap points for long position; -70 swap points for short position

– SPA35, IBEX35 3 swap points for long position; -3 swap points for short position

– FRA40, CAC40 30 swap points for long position; -30 swap points for short position

– USOIL, WTI 7 swap points for long position; -7 swap points for short position


Today, at the end of trading day FRA40, CAC40, NED25, USOIL, WTI, SPA35, IBEX35, VOLX, VIX underlying instruments will change their delivery dates. The current difference between prices of futures with consecutive delivery terms is:

– NED25 approx. -0.70 index points
– VOLX, VIX approx. -1.55 index points
– SPA35, IBEX35 approx. -2 index points
– FRA40, CAC40 approx. -3.0 index points
– USOIL, WTI approx. 0.02 USD

It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for these instruments should be changed.

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.