Futures CFD Contract Rollovers

Due to the current underlying Futures contract, from time to time, the affected indices will be unavailable for a short time while rollovers/swaps are applied. Rollovers are applied at the end of the trading day on the days outlined in the table below. The expected downtime for the rollover process is no longer than one hour. Once the contract resumes trading a rollover/swap will have been applied which will take the contract months’ price difference into account. All other products will be trading as normal during this time.

 

  January February March
BRENT.fs 27-Jan 24-Feb 23-Mar
CAC40.fs 13-Jan 10-Feb 09-Mar
CHINA50.fs 27-Jan 24-Feb 23-Mar
HSI.fs 27-Jan 24-Feb 23-Mar
NATGAS.fs 20-Jan 24-Feb 23-Mar
WTI.fs 13-Jan 10-Feb 16-Mar
VIX.fs 13-Jan 10-Feb 16-Mar

 

 

 

  January February March
DAX40.fs -  - 09-Mar
DJ30.fs -  - 09-Mar
EUSTX50.fs -  - 09-Mar
FT100.fs -  - 09-Mar
NAS100.fs -  - 09-Mar
NK225.fs -  - 02-Mar
S&P.fs -  - 09-Mar
SPI200.fs -  - 16-Mar
USDINDEX.fs -  - 09-Mar

 

  January February March
COCOA.fs - 17-Feb -
COFFEE.fs - 17-Feb -
COPPER.fs - 24-Feb -
SOYBEAN.fs - 24-Feb -

 

What is a CFD contract rollover?

The date post which the CFD contract matures is the CFD contract rollover date. A futures contract's expiration date serves as the final day you can trade that particular contract. Before the contract expires, a futures trader has three options:

  • Offsetting or liquidating the position
  • Settlement
  • Rollover

A rollover is when a trader moves their position from the front-month contract (close to the expiration date) to another contract date in the future, to avoid the costs or obligations associated with the settlement of the contracts. Contract rollovers are profit-neutral.

Please note: References to expiry dates are correct at the time of publication and may be subject to updates and changes without notice.

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