Parameters of calendar spread
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Parameters of calendar spread
Contract code
Eu-9.16-12.16
Short code
EuU6EuZ6
•
Trading results
Description
Futures on EUR/RUB Exchange Rate
Type
Calendar spread
First trading day
18/06/2015
Last trading day
15/09/2016
First leg of CS
https://www.moex.com/en/contract.aspx?code=Eu-9.16
Second leg of CS
https://www.moex.com/en/contract.aspx?code=Eu-12.16