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Derivatives Market

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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            BAIDU-6.24-9.24
             
            Short code
            BDM4BDU4
            • Trading results
            Description
            Futures on Baidu Inc. ADR
             
            Type
            Calendar spread
             
            First trading day
            22/05/2024
             
            Last trading day
            21/06/2024
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=BAIDU-6.24
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=BAIDU-9.24