Rollover on GASOLINE and VIX
Dear Clients,
Today, at the end of trading day GASOLINE and VIX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- VIX approx. 1.89 index points,
- GASOLINE approx. -4.25 USD.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- VIX should be higher by given value,
- GASOLINE 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