Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

CNY-9.24-12.24

 

Short code

CRU4CRZ4

• Trading results

Description

Futures on CNY/RUB Exchange Rate

 

Type

Calendar spread

 

First trading day

02/03/2023

 

Last trading day

19/09/2024

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=CNY-9.24

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=CNY-12.24