When do Dax traders roll to the June contract? I would have thought it would have happened by now, but the liquidity appears to still be in the March contract. Aaron Schindler Schindler Trading
This is a link to the Eurex Calendar: http://www.eurexchange.com/index2.html?mp&1&9&marketplace/products_tradingcalendar_2002_1_en.html As I do not trade the FDAX, I cannot tell you when traders will roll their position. Judging from the Bund I'd say they'll start around noon the day before, i.e. 12:00 (GMT +1). But maybe a Fdax trader has better information? Regards Bernd Kuerbs