Rollover on FRA40, SPA35 and OIL.WTI
Today at the end of trading day FRA40, SPA35 and OIL.WTI underlying instrument will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- FRA40 approx. -1 index points
- SPA35 approx. 0 index points
- OIL.WTI approx. 0,73 USD
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for OIL.WTI should be higher 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.
In order to check the dates when rollovers will apply you can visit our rollover table.
Should you have any question do not hesitate to contact us.