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IMM Futures Option

An option contract that grants the holder the right, without the obligation, to buy or sell a money market futures...

IMM Dates

The trade on maturity dates of money market futures and money market futures options which are set by futures and options exchanges. These...

IMM Swap

A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international money market futures and IMM futures...