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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
MXI-12.22-3.23
Short code
MMZ2MMH3
•
Trading results
Description
MOEX Russia Index Futures (mini)
Type
Calendar spread
First trading day
03/12/2021
Last trading day
15/12/2022
First leg of CS
https://www.moex.com/en/contract.aspx?code=MXI-12.22
Second leg of CS
https://www.moex.com/en/contract.aspx?code=MXI-3.23
