Rollover on TNOTE, February 25, 2016

Rollover on TNOTE, February 25, 2016


Today, there is a change of delivery date for TNOTE instrument. Clients who have open positions will be credited or debited with proper swap points amounts. These are:

TNOTE 34 swap points for long position; -34 swap points for short position.


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

– TNOTE approx. -0,38 index points

It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for TNOTE should be lower 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.