rule for when Eurex rolls?

Discussion in 'Index Futures' started by Aaron, Jun 17, 2002.

  1. Aaron


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


    Surely someone knows! Could you please post?
  3. wild


  4. What date this month?
  5. I think it is 19.12.
  6. 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.
  7. Thank you.