IMM Dates
Standardized quarterly dates associated with derivatives market conventions, traditionally the third Wednesday of March, June, September and December for many contracts.
Market use
Instrument specifications determine exact relevance.
What it means
Standardized quarterly dates associated with derivatives market conventions, traditionally the third Wednesday of March, June, September and December for many contracts.
Example
Do not assume every derivative uses identical IMM mechanics.
How to interpret it
This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.
Related Conventions
BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.