Rollover on US30, US100, US500, US2000, RUS50
Today, at the end of trading day US30, US100, US500, US2000, RUS50 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- US30 approx. -92 index points
- US100 approx. -9,25 index points
- US500 approx. -9,3 index points
- US2000 approx. -5,9 index points
- RUS50 approx. -6,7 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for US30, US100, US500, US2000 and RUS50 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.
In order to check the dates when rollovers will apply you can visit our rollover table.
Please contact us if you have any questions.