Rollover on FRA40, GASOLINE, NED25, OIL.WTI, SPA35 and VIX
Dear Clients,
Please note that today, at the end of trading day FRA40, GASOLINE, NED25, OIL.WTI, SPA35 and VIX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- SPA35 approx. 37 index points
- FRA40 approx. 21.5 index points
- GASOLINE approx. 2.73 USD
- NED25 approx. 0.70 index points
- VIX approx. 1.02 index points
- OIL.WTI approx. -1.35 USD
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- FRA40, GASOLINE, NED25, SPA35 and VIX should be higher by given values,
- OIL.WTI should be lower by given value.
Change of position value connected with base change will be corrected by swap points equal to base value. Clients with limit and stop orders close to current price are kindly requested to adjust their position to changes in base value. Otherwise stop and limit orders will be executed according to standard procedure.
Rally Team