Parameters of calendar spread
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Parameters of calendar spread
Contract code
NIKK-3.24-6.24
Short code
N2H4N2M4
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Trading results
Description
Futures contract on iShares Core Nikkei 225 ETF
Type
Calendar spread
First trading day
28/03/2023
Last trading day
15/03/2024
First leg of CS
https://www.moex.com/en/contract.aspx?code=NIKK-3.24
Second leg of CS
https://www.moex.com/en/contract.aspx?code=NIKK-6.24