Rollover on JAP225, KOSP200, OIL, SUGAR, VOLX
Today, at the end of trading day JAP225, KOSP200, OIL, SUGAR, VOLX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- JAP225 approx. -110 index points
- KOSP200 approx. 0,4 index points
- OIL approx. 0,96 USD
- SUGAR approx. 0,97 USD
- VOLX approx. -1,1 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for KOSP200, OIL, and SUGAR should be higher, and lower for remaining mentioned instruments 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.