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Derivatives Market

Derivatives Market

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      RFS on the Derivatives Market
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            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            BRM-2.25-3.25
             
            Short code
            BMG5BMH5
            • Trading results
            Description
            Fututres on Brent (mini)
             
            Type
            Calendar spread
             
            First trading day
            02/12/2024
             
            Last trading day
            03/02/2025
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=BRM-2.25
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=BRM-3.25