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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            MIX-3.26-6.26
             
            Short code
            MXH6MXM6
            • Trading results
            Description
            MOEX Russia Index Futures
             
            Type
            Calendar spread
             
            First trading day
            07/03/2025
             
            Last trading day
            19/03/2026
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=MIX-3.26
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=MIX-6.26