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Derivatives Market

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
            CHINA-3.26-6.26
             
            Short code
            CIH6CIM6
            • Trading results
            Description
            Futures contracts on MSCI China ETF
             
            Type
            Calendar spread
             
            First trading day
            28/10/2025
             
            Last trading day
            20/03/2026
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=CHINA-3.26
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=CHINA-6.26