Parameters of calendar spread
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Parameters of calendar spread
Contract code
BR-9.16-10.16
Short code
BRU6BRV6
•
Trading results
Description
Futures on Brent
Type
Calendar spread
First trading day
04/03/2016
Last trading day
01/09/2016
First leg of CS
https://www.moex.com/en/contract.aspx?code=BR-9.16
Second leg of CS
https://www.moex.com/en/contract.aspx?code=BR-10.16