The Four Dates

IMM dates IMM dates Quarterly dates in finance The IMM dates are the four quarterly dates of each year which certain money market and Foreign Exchange futures contracts and option contracts use as their scheduled maturity date or termination date. The dates are the third Wednesday of March, June, September and December (i.e., between the 15th and 21st, whichever such day is a Wednesday). These contracts stop trading the Monday preceding the third Wednesday of a March quarterly cycle. see CME Tutorial IMM stands for the International Monetary Market. This choice of date – middle of month and middle of week – minimizes issues with date rolling, as holidays are very unlikely to make the closest business day in another…

GENRES:

‹

›