February 23, 2016
– HKComp, HKO43 91 swap points for long position; -91 swap points for short position.
– CHNComp -12 swap points for long position; 12 swap points for short position.
– INDIA50 -196 swap points for long position; 196 swap points for short position.
Today, at the end of trading day CHNComp, HKComp, HKO43 and INDIA50 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
– CHNComp, approx. 11 index points
– HKComp, HKO43 approx. -98 index points
– INDIA50, approx. 19,6 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for CHNComp, HKComp, HKO43 and INDIA50 should be higher, and lower for remaining mentioned instruments 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.