Rollover on JAP225, JPN225, KOSP200.

Rollover on JAP225, JPN225, KOSP200.


Today, there is a change of delivery date for JAP225, JPN225  and  KOSP200 instruments. Clients who have open positions will be credited or debited with proper swap points amounts.

These are:

– JAP225, JPN225 130 swap points for long position; -130 swap points for short position

– KOSP200 -9 swap points for long position; 9 swap points for short position


Today, at the end of trading day JAP225, JPN225 and KOSP200 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:

– JAP225, JAP225., JAP225.. approx. -134 index points

– KOSP200, KOSP200., KOSP200.. approx. 1,1 index points

It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for KOSP200 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.