Today, there is a change of delivery date for VIX, VOLX instruments. Clients who have open positions will be credited or debited with proper swap points amounts.
– VIX, VOLX -180 swap points for long position; 180 swap points for short position
Today, at the end of trading day VIX, VOLX underlying instruments will change their delivery dates. Current difference between prices of futures with consecutive delivery terms is:
– VIX, VOLX approx. 1.60 index points
It means that if nothing occurs between today’s closing and tomorrow’s opening, open price for these instruments should be lower.
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.