FX Quarterly Roll Dates

 
 

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.

 
 
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