Rollover on AUS200, AUS200+, AUS200., AUS200.., MEXComp, MEXComp+, MEXComp., MEXComp.., USDIDX, USDIDX+, USDIDX..
Today, at the end of trading day AUS200, AUS200+, AUS200., AUS200.., MEXComp, MEXComp+, MEXComp., MEXComp.., USDIDX, USDIDX+ and USDIDX.. underlying instruments will change their delivery dates. The current difference between prices of futures with consecutive delivery terms is:
- MEXComp.., MEXComp., MEXComp, MEXComp+ approx. 717 index points
- AUS200., AUS200+, AUS200.., AUS200 approx. -57 index points
- USDIDX+, USDIDX.., USDIDX approx. -0.370 index points
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for MEXComp, MEXComp+, MEXComp., MEXComp.. 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