DAX Futures Rollover | B3

DAX Futures Rollover

  • Created with the purpose of facilitating investors' day-to-day operations, the structured rollover transaction does not consist of a new contract but rather a mechanism that allows to trade two maturities simultaneously, thus maintaining the features of the contracts unchanged.

    Typically, structured rollover transactions are carried out by investors wishing to migrate their positions to a longer maturity date due to, i.e., lack of liquidity in certain maturities. In addition, rollover transactions are also widely used by investors who wish to trade price differentials between maturities when they are seeking arbitrage between them, or even directional speculation.

  • UnderlyingDAX index
    TickerDX1
    Contract sizeEUR 5
    QuotationIndex points
    Tick size1 point
    Round-lot1 contract
    Contract monthsMarch, June, September and December.
    • Reduces risk by allowing trading in two different maturities in a single transaction.
    • Adds another price arbitrage tool between maturities.
    • Facilitates trading of price differential