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DERIVATIVES

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.

BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.