Parameters of calendar spread
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Parameters of calendar spread
Contract code
R2000-9.25-12.25
Short code
R2U5R2Z5
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Trading results
Description
Futures contract on iShares Russell 2000 ETF
Type
Calendar spread
First trading day
12/09/2024
Last trading day
19/09/2025
First leg of CS
https://www.moex.com/en/contract.aspx?code=R2000-9.25
Second leg of CS
https://www.moex.com/en/contract.aspx?code=R2000-12.25