Parameters of calendar spread
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Parameters of calendar spread
Contract code
Eu-3.22-6.22
Short code
EuH2EuM2
•
Trading results
Description
Futures on EUR/RUB Exchange Rate
Type
Calendar spread
First trading day
10/09/2020
Last trading day
17/03/2022
First leg of CS
https://www.moex.com/en/contract.aspx?code=Eu-3.22
Second leg of CS
https://www.moex.com/en/contract.aspx?code=Eu-6.22