Parameters of calendar spread
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Parameters of calendar spread
Contract code
Eu-6.14-9.14
Short code
EuM4EuU4
•
Trading results
Description
Futures on EUR/RUB Exchange Rate
Type
Calendar spread
First trading day
10/12/2013
Last trading day
16/06/2014
First leg of CS
https://www.moex.com/en/contract.aspx?code=Eu-6.14
Second leg of CS
https://www.moex.com/en/contract.aspx?code=Eu-9.14