A rollover adjustment applies to Futures CFD positions held through the contract's expiration date. When a position remains open beyond expiry, it is rolled into the next contract month and a cash adjustment is applied to reflect the price difference between the expiring and new contracts, based on position size and direction. The adjustment is not a commission or fee but results from futures pricing mechanics and may be either a credit or a debit depending on market conditions.  

The general calculation is: 

Buy: (Old Bid − New Ask) × contract size × lots 

Sell: (New Bid − Old Ask) × contract size × lots. 

*For example, assuming old contract Bid/Ask = 95.00/95.10 and new contract Bid/Ask = 96.10/96.20, with a contract size of 1,000 and 1 lot, a buy position results in (95.00 − 96.20) × 1,000 = −1,200, while a sell position results in (96.10 − 95.10) × 1,000 = +1,000.   

The adjustment appears on the trading statement as “Cash Adjustment – Rollover.” Rollover dates are published in advance, and clients who do not wish to roll their positions must close them before the rollover or expiration date.