Rollover on SPA35, FRA40 and VIX
On today, 14th JULY 2022 EST at the end of trading day SPA35, FRA40 and VIX underlying instrument will change their delivery dates.
The current difference between prices of futures with consecutive delivery terms is:
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for SPA35, FRA40 and VIX should be higher 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.
Do not hesitate to contact us in case of any queries or concerns.
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