Parameters of calendar spread
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Parameters of calendar spread
Contract code
R2000-3.26-6.26
Short code
R2H6R2M6
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Trading results
Description
Futures contract on iShares Russell 2000 ETF
Type
Calendar spread
First trading day
11/09/2025
Last trading day
20/03/2026
First leg of CS
https://www.moex.com/en/contract.aspx?code=R2000-3.26
Second leg of CS
https://www.moex.com/en/contract.aspx?code=R2000-6.26