Users of CME Group FX futures contracts are able to roll their futures positions from one quarterly futures contract month (i.e., June) to the next quarterly futures contract month (i.e., September) at any time they choose. However, the convention on the trading floor is to roll the expiring quarterly futures contract month 5 business days (6 business days for Canadian dollar futures) prior to expiration.
Termination of trading for quarterly futures contracts occurs on the second business day immediately preceding the third Wednesday of the contract month (first business day immediately preceding the third Wednesday of the contract month for Canadian dollar futures). If the foregoing date for termination is a bank holiday in Chicago or New York City, futures trading terminates on the next preceding business day common to Chicago and New York City banks and the Exchange.
Following are the roll dates for the currently listed FX quarterly cycle futures contracts:
|March 2013||Monday, March 11, 2013|
|June 2013||Monday, June 10, 2013|
|September 2013||Monday, September 9, 2013|
|December 2013||Monday, December 9, 2013|
|March 2014||Monday, March 10, 2014|
|June 2014||Monday, June 9, 2014|
|September 2014*||Monday, September 8, 2014|
|December 2014*||Monday, December 8, 2014|
|March 2015*||Monday, March 9, 2015|
|June 2015*||Monday, June 8, 2015|
|September 2015*||Friday, September 4, 2015|
|December 2015*||Monday, December 7, 2015|
|March 2016*||Monday, March 7, 2016|
|June 2016*||Monday, June 6, 2016|
|September 2016*||Monday, September 12, 2016|
|December 2016*||Monday, December 12, 2016|
*The nearby six March, June, September, and December quarterly futures contracts are listed for trading for many of the FX pairs. Asterisked entries will be listed for trading at later dates as the nearby contract months expire.