Futures Contracts Roll Schedule
None of Ideal World Forex's products, CFD or otherwise, "expire" or require the client to provide rollover instructions. The below information indicates when the "near-by" price referenced by the CFD will change. The roll date page is informational and not a guarantee; the prices will roll when our data provider rolls the contracts to the following forward contract month.
Product |
Roll Frequency |
Roll Schedule (reference price
change) |
|
S&P 500 |
Quarterly |
Two days before second
Friday in
March, June, September, and December |
Nasdaq 100 |
Quarterly |
Two days before second
Friday in
March, June, September, and December |
Dow Jones |
Quarterly |
Two days before second
Friday in
March, June, September, and December |
Russell 2000 |
Quarterly |
Two days before second
Friday in
March, June, September, and December |
DAX 30 |
Quarterly |
Two days before third
Friday in
March, June, September, and December |
DJ Euro Stoxx |
Quarterly |
Two days before third
Friday in
March, June, September, and December |
CAC 40 |
Monthly |
Third Friday of the
contract month |
FTSE 100 |
Quarterly |
Two days before third
Friday in
March, June, September, and December |
IBEX 35 |
Monthly |
Third Friday of the
contract month |
Swiss Market
Index |
Quarterly |
Two days before third
Friday in
March, June, September, and December |
SPI 200 |
Quarterly |
One day before third
Thursday in
March, June, September, and December |
Bovespa Index |
Bi-Monthly |
The Wednesday closest to
the 15th calendar day
of the contract months of February, April, June,
August, October, and December. |
Nikkei 225 |
Quarterly |
Two days before second
Friday in
March, June, September, and December |
MSCI Taiwan |
Monthly |
Second to last business
day of Contract month |
Hang Seng |
Monthly |
Second to last business
day of Contract month |
BSE Sensex Index |
Monthly |
Last Thursday of the
contract month |
NSE Nifty Index |
Monthly |
Last Thursday of the
contract month |
Crude Oil |
Monthly |
Two business days prior
to the third business day
prior to the 25th calendar day of the month
preceding
the delivery month. |
Natural Gas |
Monthly |
Two business days prior
to the third business day
prior to the first calendar day of the delivery
month. |
Copper |
Monthly |
Two business days before
the third to
last business day of the maturing delivery
month. |
Lumber |
January, March, May, July,
September,
and November |
Three business days prior
to the 16th
calendar day of the contract month. |
Soybeans |
January, March, May, July,
August,
September
and November |
Three business days prior
to the 15th
calendar day of the contract month. |
US Treasury
Notes |
Quarterly |
Two business days before
the seventh business
day preceding the last business day of the delivery
month. |
Euro (German)
Bund |
Quarterly |
8th Calendar day of the
delivery month. |
Currencies |
None - Spot Market |
NA |
Gold |
None - Spot Market |
NA |
Silver |
None - Spot Market |
NA |
Shares |
None - Spot Market |
NA |
|
|
Note that rolls in the reference price month will not affect your P&L - any necessary adjustments will be made to compensate for changes in price due to a roll.
Example:
The Crude Oil market rolls from $79.15 to $80.25; this denotes an upward roll of $1.10 (110 pips). In this case, a long position would be charged and a short position would be paid the equivalent amount per lot.
In Standard accounts, that would equate to $1,100. and in mini accounts $110. per lot.
In a case where the market rolls down, the opposite actions would be taken: a short position would be charged and a long position would be paid. |
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