CME
FX Quarterly Roll Dates

Users of CME® foreign exchange (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:

 

December 2007 Monday, December 10, 2007
March 2008 Monday, March 10, 2008
June 2008 Monday, June 9, 2008
September 2008 Monday, September 8, 2008
December 2008 Monday, December 8, 2008
March 2009 Monday, March 9, 2009