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yes there are also monthly contracts available, but the contracts for retail-traders expiry quarterly (H, M, U, Z), the month between have very low volume)
If I understood what you wrote correctly... the quarterly contracts in currency futures have higher volume than the monthly expiry contracts...
Is this what you mean ?
As an example, right now 6JZ 2018 has the highest volume for Yen Futures. It's expiry date is 17-Dec-2018
Now... the next contract in the quarterly cycle should be 6JH 2019 and I see its expiry as 18-Mar-2019
H M U Z... H M U Z.... H M U Z.... going to by-heart these....
Until now... I was thinking that there is expiry each month for all currency futures... and that if I wanted to hold on to a position for more than 30 days it wouldn't be possible with monthly expiry contracts...
Now that you made it clear that the H M U Z cycle contracts in currency futures are the ones with high volume, holding positions longer would be possible...