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As all future contracts have settlement dates, the overlaying CFDs also have final maturity dates. In order to offer seamless trading, Exto Capital automatically swaps the matured contract with the new contract and new price. Clients are therefor not obliged to close positions at the contract date. Should there be a price difference between the contracts, an adjustment will automatically be made to your account's balance in order to eliminate any effect on account value. These adjustments are visible in the reports as a credit or debit. All existing conditional orders (stop or limit) triggered at the beginning of the new contract will be executed at the new price. For traders that do not wish to be automatically rolled-over, we suggest you close your positions before the settlement and reopen new positions afterwards. Future contract specifications
Contract
| Market | Contract size
| Tick value | Contract months | Schedule
| Oil (Crude,
light sweet)
| NYMEX | 100
| 0.01 = $1
| All | Two business days prior to the third business day prior to the 25th calendar day of the month preceding the delivery month.
| | Natural gas | NYMEX | 1'000
| 0.001 = $1
| All | Two business days prior to the third business day prior to the first calendar day of the delivery month. | | Soybeans | CBOT | 5
| 0.1 = $0.5
| F,H,K,N,Q,U,X
| Three business days prior to the 15th calendar day of the contract month.
| | Wheat | CBOT | 10
| 0.1 = $1
| H,K,N,U,Z | Three business days prior to the 15th calendar day of the contract month. | | Corn | CBOT | 10
| 0.1 = $1
| H,K,N,U,Z | Three business days prior to the 15th calendar day of the contract month. | | Dow Jones Ind | CBOT | 1
| 0.1 = $0.1
| H,M,U,Z
| Two days before third Friday of the contract month | | NASDAQ 100 | CME | 5 | 0.01 = $0.05
| H,M,U,Z
| Two days before third Friday of the contract month | | S&P 500 | CME | 5 | 0.01 = $0.05
| H,M,U,Z
| Two days before third Friday of the contract month | | CAC 40 | LIFFE | 1
| 0.1 = €0.1 | All
| Two days before third Friday of the contract month | DAX 30
| EUREX | 2
| 0.1 = €0.2
| H,M,U,Z | Two days before third Friday of the contract month
| FTSE 100
| LIFFE
| 1
| 0.1 = £0.1
| H,M,U,Z | Two days before third Friday of the contract month | SMI
| EUREX
| 1
| 0.1 = CHF 0.1
| H,M,U,Z | Two days before third Friday of the contract month | Nikkei 225
| SGX
| 1
| 0.1 = $0.1
| H, M, U, Z
| Two days before second Friday of the contract month
| Hang Seng
| HKE
| 1
| 0.1 = $0.1
| All
| Business day immediately preceding the last business day of the contract month
| This rollover information is informational only and not a guarantee, rollover will take place when our liquidity providers roll the contracts to the next forward contract. Contract months key F= January
H = March
K = May
N = July
U = September
X = November | G = February
J = April
M = June
Q = August
V = October
Z = December |
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