Rollover on European indices
Today, at the end of trading day DE.30, DE.30+, DE.30., DE.30.., DE30, EU.50, EU.50+, EU.50., EU.50.., EU50, FRA.40, FRA.40+, FRA.40., FRA.40.., FRA40, ITA.40, ITA.40+, ITA.40., ITA.40.., ITA40, NED25, NED25+, NED25., NED25.., POR20, POR20+, POR20., POR20.., SPA.35, SPA.35+, SPA.35., SPA.35.., SPA35, SUI20, SUI20+, SUI20., SUI20.., UK.100, UK.100+, UK.100., UK.100.., UK100, W.20, W.20+, W.20., W.20.. and W20 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- UK.100.., UK.100., UK100, UK.100, UK.100+ approx. -85.0 index points
- ITA.40+, ITA.40.., ITA40, ITA.40, ITA.40. approx. -480 index points
- SUI20+, SUI20., SUI20.., SUI20 approx. -166 index points
- DE30, DE.30, DE.30+, DE.30.., DE.30. approx. 8.0 index points
- SPA35, SPA.35., SPA.35.., SPA.35, SPA.35+ approx. -49 index points
- FRA.40, FRA40, FRA.40., FRA.40.., FRA.40+ approx. -1.5 index points
- NED25., NED25.., NED25, NED25+ approx. -2.15 index points
- EU.50.., EU.50+, EU.50., EU.50, EU50 approx. -90.0 index points
- POR20+, POR20, POR20.., POR20. approx. -172 index points
- W.20.., W20, W.20., W.20+, W.20 approx. 4.0 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for DE.30, DE.30+, DE.30., DE.30.., DE30, W.20, W.20+, W.20., W.20.., W20 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.
XTB