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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:
| June 2009 | Monday, June 8, 2009 |
| September 2009 | Monday, September 7, 2009 |
| December 2009 | Monday, December 7, 2009 |
| March 2010 | Monday, March 8, 2010 |
| June 2010 | Monday, June 7, 2010 |
| September 2010 | Monday, September 6, 2010 |