A method and an apparatus for transmitting broadcast signals thereof are disclosed. The method for transmitting broadcast signals includes encoding DP data according to a code rate, wherein the encoding further includes LDPC encoding the DP data according to the code rate, bit interleaving the LDPC encoded DP data, mapping the bit interleaved DP data onto constellations, MIMO (Multi Input Multi Output) encoding the mapped DP data, and time interleaving the MIMO encoded DP data; building at least one signal frame by arranging the encoded DP data; and modulating data in the built signal frame by OFDM method and transmitting the broadcast signals having the modulated data, wherein the step of modulating includes inserting CPs in the built signal frame based on a CP set which includes information about locations of CPs, wherein the CP set is defined based on FFT size.