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Synthetic Matching of Calendar Spreads
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Parameters of calendar spread
Contract code
KZT-6.25-9.25
Short code
KZM5KZU5
•
Trading results
Description
Futures contract on KZT/RUB Exchange rate
Type
Calendar spread
First trading day
06/06/2024
Last trading day
19/06/2025
First leg of CS
https://www.moex.com/en/contract.aspx?code=KZT-6.25
Second leg of CS
https://www.moex.com/en/contract.aspx?code=KZT-9.25
