Rollover on FRA40, SPA35, NATGAS, NGAS February 18, 2016

February 18, 2016


Today, there is a change of delivery date for NATGAS, NGAS, USOIL and OIL.WTI instruments. Clients who have open positions will be credited or debited with proper swap points amounts. These are:

NATGAS, NGAS -74 swap points for long position; 74 swap points for short position.

SPA35 6 swap points for long position; 6 swap points for short position.

FRA40 20 swap points for long position; -20 swap points for short position.

Today, at the end of trading day FRA40, SPA35 underlying instruments will change their delivery dates. Due to technical reasons rollover on  NATGAS, NGAS. will be repeated. Current difference between prices of futures with consecutive delivery terms is:

FRA40 approx. -1 index points

SPA35 approx. -7 index points

NATGAS, NGAS approx. 0,07 USD

It means that if nothing occurs between today’sclosing and tomorrow’s opening, open price for NATGAS, NATGAS., NATGAS.. shouldbe higher, and lower for remaining mentioned instruments by given values.

Change of position value connected with base changewill be corrected by swap points equal to base value. Clients with limit andstop orders close to current price are kindly requested to adjust theirposition to changes in base value. Otherwise stop and limit orders will beexecuted according to standard procedure.