8.3.2.1 Value date of rollover

Specify the value date effective on which the contract should be rolled over. The designated value date may refer to a past, current, or upcoming maturity date. Upon the closure of the current contract on this date, the subsequent version of the contract will start.

If the rollover date is either in the past or future date, the contract must not be executed any financial events between the current date and the specified rollover value date.

This process is similar to execute a VAMI to modify the current maturity date to a different date and then the contract will be rolled-over on the updated maturity date.