Rollover on FRA40, SPA35, NED25, 14 april 2016
Dear Clients! Today, there is a change of delivery date for FRA40, SPA35, NED25 instruments. Clients who have open positions will be credited or debited with proper swap points amounts. These are:
FRA40 750 swap points for long position; -750 swap points for short position.
SPA35 80 swap points for long position; -80 swap points for short position.
NED25 660 swap points for long position; -660 swap points for short position.
Dear Clients, today, at the end of trading day FRA40, SPA35, NED25 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
FRA40 approx. -75,5 index points
SPA35 approx. -76 index points
NED25 approx. -6,65 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for FRA40 should be higher, and lower for remaining mentioned instrument 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.