Rollover on AUT20, DE40, EU50, FRA40, ITA40, NED25, SPA35, SUI20, UK100, W20
Today, at the end of trading day AUT20, DE30, DE40, EU50, FRA40, ITA40, NED25, SPA35, SUI20, UK100 and W20 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- DE40 approx. 242.0 index points
- SUI20 approx. -198 index points
- NED25 approx. 1.40 index points
- SPA35 approx. -27 index points
- AUT20 approx. -114 index points
- EU50 approx. -54.0 index points
- ITA40 approx. -695 index points
- UK100 approx. 6.0 index points
- W20 approx. -3.0 index points
- FRA40 approx. 12.0 index points
It means that if nothing occurs
between today's closing and tomorrow’s
opening, open price for:
- DE40, FRA40, NED25, UK100 should be higher by given
values
- AUT20, EU50, ITA40, SPA35, SUI20, W20 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.
This information applies to the above-mentioned instruments available in all offers on the xStation platform. Please note that the names of the instruments in individual offers may be slightly different.
A detailed list of all instrument names is available in MARGIN TABLE.
Important:
It is
crucial to remember that after calculating the swap points
(which are the result of the base between two series of
contracts of underlying instrument), the value of the
registers of Customer's account will change. With a very
large base, it may happen that the required MARGIN LEVEL is
exceeded. In such a case automatic closure of the position
will start, starting with the position that generates the
lowest financial result and will continue until the moment
when the required MARGIN LEVEL is achieved. Customers should
also adjust their active pending orders. If the order
activation price set by the client is within the gap related
to rollover, the order will be executed at the opening price
of the instrument. To avoid this situation PENDING ORDERS
must be removed before the end of the trading session of the
instrument on the rollover
day.
XTB