Re: Rollover date for cme currency futures?

[Michael Marcott <omegalist@xxxxxxxxxxx>]

Abhijit Dey wrote:
> Equity indices rollover tomorrow at start of trade, right? (Thursday 
> before 2nd Friday of the month?)
>
> What's the deal with currency futures? Same schedule as equity futures? 
> Probably not... I found some reference on the web about currency futures 
> rolling over on 8th of Delivery month, with no mention of if at the open 
> or close of session. Must be 1600 CST on 8th. But the same site listed 
> equity rollover date as 9th of month, which clearly is "wrong" according 
> to the method most used.
>
> Thanks!
Try
http://www.cme.com/prd/fx/rolldates3745.html


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Mike Marcott