Rollover on European indices
Dear Clients,
Today, at the end of trading day DE30, EU50, FRA40, ITA40, NED25, POR20, SPA35, SUI20, UK100 and W20 underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- UK.100 approx. -85.0 index points
- ITA.40 approx. -480 index points
- SUI20 approx. -166 index points
- DE30 approx. 8.0 index points
- SPA35 approx. -49 index points
- FRA.40 approx. -1.5 index points
- NED25 approx. -2.15 index points
- EU.50 approx. -90.0 index points
- POR20 approx. -172 index points
- 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 and W.20 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.
Should you have any question do not hesitate to contact us.
XTB Team