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Good morning -
There are two places you can find executive orders for President Roosevelt. The National Archives has a list for FDR's Executive Orders from 1937 to 1945 located here: Executive Orders Disposition Tables, Administration of FDR.
The American Presidency Project hosted by the University of California-Santa Barbara, has the text of every executive order from John Quincy Adams to President Obama. The link I've provided below is for the first year of Roosevelt's administration, 1933. You can navigate to other years from this page. 1933 FDR Executive Orders.
One last place to check: the Center for Legislative Archives which holds the records of Congress. It is possible this was an act of Congress, and not an executive order. You can contact them at email@example.com.
Best of luck in your hunt!
Thank you for this quick response. I have inquired in all the resources you have listed and nothing turned up. The Center for Legislative Archives might be a good suggestion. Thanks again.