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Rollover BRAComp, RUS50, RTS 17 December 2019

December 17, 2019

UPDATE:

Today, there is a change of delivery date for BRAComp, RUS50, RTS instruments. Clients who have open positions will be credited or debited with proper swap points amounts.

These are:

– BRAComp -730 swap points for long position; 730 swap points for short position,

– RUS50, RTS 27 swap points for long position; -27 swap points for short position.


Dear clients!

Today, at the end of trading day BRAComp, RUS50, RTS underlying instruments will change their delivery dates. The current difference between prices of futures with consecutive delivery terms is:

– BRAComp, approx. 720 index points

– RUS50, RTS approx. -2.1 index points

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

Change of position value connected with base change will be corrected by swap points equal to the base value. Clients with limit and stop orders close to current prices are kindly requested to adjust their position to changes in base value. Otherwise, stop and limit orders will be executed according to standard procedure.