Rollover on COFFEE, VOLX, WHEAT, 9 August 2017

August 9, 2017


Dear Clients! Today, there is a change of delivery date for COFFEE, VOLX, WHEAT instruments. Clients who have open positions will be credited or debited with proper swap points amounts. These are:

COFFEE -350 swap points for long position; 350 swap points for short position
VOLX -135 swap points for long position; 135 swap points for short position
WHEAT -2725 swap points for long position; 2725 swap points for short position


Today, at the end of trading day COFFEE, VOLX, WHEAT underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:

COFFEE approx. 3,5 USD
VOLX approx. 0,95 index points
WHEAT approx. 27,25 USD

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