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Synthetic Matching of Calendar Spreads
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Parameters of calendar spread
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Parameters of calendar spread
Contract code
MIX-9.17-12.17
Short code
MXU7MXZ7
•
Trading results
Description
MOEX Russia Index Futures
Type
Calendar spread
First trading day
22/11/2016
Last trading day
21/09/2017
First leg of CS
https://www.moex.com/en/contract.aspx?code=MIX-9.17
Second leg of CS
https://www.moex.com/en/contract.aspx?code=MIX-12.17
