When does the Dax roll to the September contract and is there a general rule for figuring out when that day is?
www.eurexchange.com/index2.html?mp&1&marketplace/products_prodnews_en.html click on "Specifications" - "Index Products" - "Dax Futures" ... rollover this Thursday regards wild
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.