Change in Roll-Period for WTI Futures Long/Short Indices
Due to recently observed market movements and extraordinary price changes, we have decided to limit the risk of such unforeseen movements on the forthcoming roll period for Indices WTI Futures Long Index (DE000SLA0GS2), WTI Futures Short Index (DE000SLA0GT0), WTI Futures x2 Leveraged Index (DE000SLA28Q1) and WTI Futures Long Index – EUR Hedged (DE000SLA28R9), by implementing the roll from the Crude Oil WTI Jun ’20 Future (CLM0) to the Crude Oil WTI Jul ’20 Future (CLN0) on one day (8/5) instead of over 5 days as specified in the Index Methodology. For the avoidance of doubt, the Index will be composed of the Jun Contract close 7th and of the Jul Contract close 8th. This is an exceptional change to this particular roll period and will not result in any other changes to the Index Methodology.