Hi Akhil..
I would like to add on this.
In commodity futures, future account act as depository accounts. As per my knowledge, In currency futures too, every bank should be created as futures account.
As far as different months are concerned, currency might also have monthly expiry contracts. If this is the case, future class ids needs to be created separately for separate expiry months.
Above thoughts are based on commodity futures knowledge. I don't think, there will be much difference between currency futures and commodity futures. 