Rollover: BUND10Y, SCHATZ2Y, SWISS10Y, ITALY10Y, EURIB3M and JP225, USDINDEX
March 07, 2017 the base contracts for BUND10Y, SCHATZ2Y, SWISS10Y, ITALY10Y and EURIB3M will be changed. The resulting rollover will be applied to all open positions with the addition or deduction of swap points.
At the moment of publication, the swap points for:
BUND10Y are long +320 points and short -322 points,
SCHATZ2Y are long +18 points and short -20 points,
SWISS10Y are long +266,5 points and short -271,5 points,
ITALY10Y are long +211,5 points and short -216,5 points,
EURIB3M are long +20 points and short -30 points,
March 08, 2017 the base contracts for JP225 and USDINDEX will be changed. The resulting rollover will be applied to all open positions with the addition or deduction of swap points.
At the moment of publication, the swap points for:
JP225 are long +35 points and short -55 points,
USDINDEX are long +8,5 points and short -11,5 points,
In addition to the information on the swap points correction, clients holding open positions are also advised to review their stop and limit instructions and adjust cash balances to a level that allows to maintain the positions after calculation of swap points. The corrections will be applied at the end of the trading session on March 07, 2017. Trading hours for the instrument can be found on www.tmseurope.com
