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I need to get the IMM dates in excel.

IMM dates are defined as the third Wednesday of every March/June/September/December.

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You need to get the what? –  Bob Jansen Aug 1 '13 at 10:08
    
Please read your question again, you just forgot to write the most important part of it. –  SRKX Aug 1 '13 at 13:31

1 Answer 1

up vote 1 down vote accepted

Not sure how you're looking to use it, but if you start with an IMM date in cell A1 (e.g. 9/18/2013), in cell A2 put...

=DATE(YEAR(A1), MONTH(A1) + 3, 1 + MOD(4 - WEEKDAY(DATE(YEAR(A1), MONTH(A1) + 3, 1)), 7) + 14)

...and drag it down. It will return the 3rd Wednesday of the month for every third month, so assuming that the month of the date you put in cell A1 is March, June, September, or December, this will give you what you're looking for.

I modified this answer here from another forum: http://www.mrexcel.com/forum/excel-questions/25668-calculating-every-third-friday.html

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