March 05, 2019
Today, at the end of the trading day SCHATZ2Y, BUND10Y, JPN225 underlying instruments will change their delivery dates. The current difference between the prices of futures with consecutive delivery terms is:
UPDATE:
Today, there is a change of delivery date for SCHATZ2Y, BUND10Y, JPN225 instruments. Clients who have open positions will be credited or debited with proper swap points amounts.
These are:
SCHATZ2Y 4 points for long position; -4 points for short position
BUND10Y 256 points for long position; -256 points for short position
JPN225 -200 points for long position; 200 points for short position
__________________________________________________________________
SCHATZ2Y approx. -0,04 index points
BUND10Y approx. -2,55 index points
JPN225 approx. -190 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for SCHATZ2Y, BUND10Y, JPN225 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.