Roll Question

[banana]

Yesterday I bought 5 x March 05 Dax Contracts at 5882.5

I know they rolled today but does anyone know what price I would have got for them in the June contract and how I find out that information. i.e. what price am I long the June contract?

 

[CPTrader]

Determine the closing price(s) for the last day(s) both March & June traded. Thencalculate the differential/average differential and extrapolate from their

 

[jerryz]

As you all know, the March contract expired on Friday. Below are Friday's prices for the March and June contract. I got these from the Eurex website.

March     June
5,926     5,932     (last traded)
5,925.39  5,915.5   (daily settlement)
5,882.38            (cash index)

Questions:
1) When you back adjust the March contract, do you use the last traded price or the daily settlement price?

2) Why is the last traded for June > March, but the daily settlement for June < March?

3) Why isn't the March daily settlement price on the day of expiration the same as the cash index?