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Rollover table 2018


A Rollover is a transition of the underlying instrument from a contract that expires soon for another longer-term feasible contract.

As some instruments offered by VAT Limited are based on futures contracts and do not have a specific maturity,they have to be periodically rolled. The advantage of this operation is that the client can keep open positions for much longer than the life of the underlying contract. A rollover allows the client to keep a position on given instrument and remain open when switching to another contract.

*The table numbers values represent the day that the rollover is applied. For example: 11th February means that contracts will be rolled midnight 11/12th February (swap points will be calculated at that moment).

Instruments


US30
US100
US500
US2000
UK100
DE30
EU50
FRA40
SPA35
ITA40
SUI20
W20
NED25
POR20
RUS50
HUNCOMP
JAP225
HKCOMP
CHNCOMP
KOSP200
INDIA50
AUS200
MEXCOMP
BRACOMP
NATGAS
OILS
OILWTI
SOYBEAN
WHEAT
CORN
COFFEE
COTTONS
COCOA
SUGARS
TNOTE
BUND10Y
SCHATZ2Y
VOLX
EMISS

Months


JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC
8 7 6 6
8 7 6 6
8 7 6 6
8 7 6 6
15 14 13 13
15 14 13 13
15 14 13 13
18 15 15 19 17 14 19 16 13 18 15 13
18 15 15 19 17 14 19 16 13 18 15 13
15 14 13 13
15 14 13 13
15 14 13 13
18 15 15 19 17 14 19 16 13 18 15 13
15 14 13 13
13 14 13 13
13
6 5 4 4
23 27 27 24 23 26 24 28 26 23 27 20
23 27 27 24 23 26 24 28 26 23 27 20
6 4 4 4
23 20 27 24 23 26 24 28 26 23 27 20
14 13 12 12
14 13 12 13
14 10 12 14 16 11
18 15 22 19 24 21 19 23 19 24 20 19
23 20 20 17 22 19 24 21 18 23 20 20
9 13 13 10 15 12 10 14 11 9 13 11
8 5 21 18 6
8 5 7 8 8
8 5 7 8
8 5 7 8 8
8 5 7 8
1 3 7 2 8
8 5 7 6
22 24 28 20
1 5 30 4
1 5 30 4
4 1 6 4 8 6 5 8 11 11 6 11
6

Note:

Clients who have open positions through rollover date will be credited or debited with proper swap points amounts.

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. Please note that a stop out could be executed when there is a rollover.