rule for when Eurex rolls?

[Aaron]

When does the Dax roll to the September contract and is there a general rule for figuring out when that day is?

 

[Aaron]

Surely someone knows! Could you please post?

 

[wild]

www.eurexchange.com/index2.html?mp&1&marketplace/products_prodnews_en.html

click on "Specifications" - "Index Products" - "Dax Futures" ... rollover this Thursday

regards

wild

 

[Baruch]

What date this month?

 

[Baruch]

I think it is 19.12.

 

[swissair]

The third Friday of the expiration month, if that is an exchange trading day; otherwise, on the exchange trading day immediately prior to that Friday. Trading ceases at the start of the intra-day trading auction on the electronic trading system (Xetra®), at 1:00 p.m. CET, as determined by the management of the Frankfurt Stock Exchange.


Totally different than ES/NQ. Dax traders trade the front month until the very last minute and there can be a lot of volatility when the roll takes place.

 

[Baruch]

Thank you.