Rollover on CATTLE, JP225, LEANHOGS and VSTOXX
Dear Clients,
Please note that today, at the end of trading day CATTLE, JP225, LEANHOGS and VSTOXX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- LEANHOGS approx. 11.625 USD,
- CATTLE approx. -3.425 USD,
- VSTOXX approx. 0.15 index points,
- JP225 approx. -250 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, JP225 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