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The IMM date refers to the specific days when financial futures and options contracts expire on the Chicago Mercantile Exchange (CME). These dates occur quarterly and are significant because they often lead to increased market volatility and trading volume as positions are rolled over or closed. It is a critical date for currency traders and institutional hedgers.
IMM dates are standardized as the third Wednesday of March, June, September, and December. The calculation is based on the settlement rules of the CME Group for foreign exchange and interest rate products.
No historical data available