Rollover GASOLINE, LEANHOGS, SUGAR, USDIDX and VSTOXX
Dear Clients,
Please note that today, at the end of trading day GASOLINE, LEANHOGS, SUGAR, USDIDX and VSTOXX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- GASOLINE approx. -2.22 USD;
- LEANHOGS approx. -7.475 USD;
- SUGAR approx. 0.33 USD;
- USDIDX approx. -0.365 index points;
- VSTOXX approx. 1.05 index points.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- SUGAR, VSTOXX should be higher by given values;
- GASOLINE, LEANHOGS, USDIDX should be lower by given values.
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