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Carrying Cost on Futures and Expiring CFDs, Autochartist automated trade signals and change to daily Tom-Next procedure

In 2017 June notification we inform you on: carrying Cost on Futures and Expiring CFDs, Autochartist automated trade signals and change to daily Tom-Next procedure.

Autocharist trade signals

DNB Trade has teamed up with Autochartist to let you find and evaluate trade opportunities based on automated trade signals - at no extra costs

Autochartist algorithms identify trade signals based on Chart Patterns, Fibonacci Patterns and Key Levels, providing you with a concise analysis complete with autocalculated stoploss and takeprofit levels as well as trade duration.

DNB TraderGO
This research is now intergrated into DNB TraderGO under Trade signals in the News and Research tab, which means you, can access this function across your desktop, mobile and tablet platforms. Trade Signals scans FX and equity markets for chart patterns, and indicates possible trade opportunities. You can also filter chart patterns by instrument, pattern type, time interval and quality, as well as evaluate each pattern based on its historical probability and quality.

Carrying Cost on Futures Expiring CFDs

From 1 August 2017, overnight positions in Futures and Expiring CFDs will be subject to a carrying cost. The carrying cost will be calculated on the basis of the daily margin requirement and applied when a position is held overnight.

The funding rate used for calculating the carrying cost is based in the relevant Interbank-rate + markup 1.5%.

Carrying Cost = Margin requirement * Holding time * (Relevant Interbank rate + Markup) / (365 or 360 days)

Example: You BUY 1 Futures Contract in E-mini S&P 500 with a margin requirement of USD 5,500 and hold the position for 5 days.

Nominal value

115 000 USD

Margin requirement:

5 500 USD

Holding time:

5 dienos





Carrying cost:

5 500 * 5 * (1.00%+1.50%) / 360 = 1.91 USD

The fee will be calculated based and charged end-of-month without notice.           

Change to Daily Tom-Next Procedure 1 August 2017

In order to reduce risk and operational complexity, all open FX spot positions will be rolled over once per day during the European session between 10:00 and 12:00 Vilnius/Riga time, as of 1 August 2017.

This change will make it simpler to manage unrealised profits and losses due to the rollover in all currencies taking place at the same time of day. Please note that tom-next booking procedures remain unchanged.

Thursday, June 22, 2017 - 17:00