Support Board
Date/Time: Thu, 26 Jun 2025 05:16:59 +0000
Post From: Incorrect Eurex data after roll-over
| [2021-12-07 11:25:38] |
| User740709 - Posts: 154 |
|
Hello, I would like to enquire about the discrepancy in the data after the Eurex BUND rollover from Dec to March22 contract. On the Eurex website (https://www.eurex.com/ex-en/markets/int/fix/government-bonds/Euro-Bund-Futures-137298), the roll premium calculated based on the difference in yesterday (Dec 6) settlement prices between Dec 21 and Mar 22 contracts, you get +1.82, while my chart used +1.78 for rolling over. Could you explain the reason? Thank you. |