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Synthetic Matching of Calendar Spreads
Parameters of calendar spreads
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Parameters of calendar spread
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Parameters of calendar spread
Contract code
INR-12.25-3.26
Short code
I2Z5I2H6
•
Trading results
Description
Futures on INR/RUB Exchange Rate
Type
Calendar spread
First trading day
06/12/2024
Last trading day
18/12/2025
First leg of CS
https://www.moex.com/en/contract.aspx?code=INR-12.25
Second leg of CS
https://www.moex.com/en/contract.aspx?code=INR-3.26
