rolloever on eurex instruments

Discussion in 'Index Futures' started by arzoo, Feb 26, 2006.

  1. arzoo


    I am aware of the expiry of the eurex instruments. for my interest these are the bund, dax and estx.

    however, as i am still in the process of understanding these instruments, i'd like to ask when do traders rollover to the next contract?

    like for example, int the es & nqs when you go the thurs the week before the fri expiration.

  2. there is no specific day, it migrates as the mkt heads to expiration which in the case of March bunds is March 8. Rollover should be complete by March 7, watch for the volume to migrate into JUne. I believe the expiration time is something like 5AM CST but not sure.
  3. The front month trades actively until the day of expiration. It is not like US products where active rollover occurs a week in advance. I usually trade the front month until Friday morning and then switch.