Rollover on CATTLE, LEANHOGS, and VSTOXX
Dear Clients,
Please note that today, at the end of trading day CATTLE, LEANHOGS and VSTOXX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- CATTLE approx. -3.950 USD;
- LEANHOGS approx. 4.025 USD;
- VSTOXX approx. 1.55 index points.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- LEANHOGS, VSTOXX should be higher by given values;
- CATTLE 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