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Mike,
http://www.cme.com/trading/prd/fx/rolldates3745.html
or
goole the following (minus the quotes):
"roll date site:cme.com"
Regards,
Mike
_______________
"We must be proactive, eternally vigilant, forever fighting,
overwhelmingly clever and handsome." - Robert Love
On Jun 10, 2006 10:51 AM, Mike Symth <mqsymth@xxxxxxxxx> wrote:
>I thought the CME foreign exchange currency rollover date was the
>Tuesday before the E-Mini and S&P indices rollover date. But in
>looking at the CME daily bulletins this is not correct for this month.
>
>I seem to remember something about two days before the 2nd Wednesday
>of the expiry month as the currency rollover date but I'm not sure of
>this.
>
>Can anyone verify what the correct rollover date rule is for the CME
>currencies?
>
>Thnkas.
>
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