Parameters of calendar spread
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Parameters of calendar spread
Contract code
R2000-3.25-6.25
Short code
R2H5R2M5
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Trading results
Description
Futures contract on iShares Russell 2000 ETF
Type
Calendar spread
First trading day
26/03/2024
Last trading day
21/03/2025
First leg of CS
https://www.moex.com/en/contract.aspx?code=R2000-3.25
Second leg of CS
https://www.moex.com/en/contract.aspx?code=R2000-6.25