Rollover BRAComp, COFFEE, SUGAR and VSTOXX
Dear Clients,
Today, at the end of trading day BRAComp, COFFEE, SUGAR and VSTOXX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
- COFFEE approx. -2.95 index points,
- BRAComp approx. 2150 index points,
- SUGAR approx. -0.70 USD,
- VSTOXX approx. 0.65 index points.
It means that if nothing occurs between today's closing and tomorrow’s opening, open price for:
- BRAComp and VSTOXX should be higher by given values,
- COFFEE and SUGAR should be lower by given values.
The change of position value connected with the base change will be corrected by swap points equal to the base value. Clients with limit and stop orders close to the 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