Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

ROSN-3.16-6.16

 

Short code

RNH6RNM6

• Trading results

Description

Futures on Rosneft ordinary shares

 

Type

Calendar spread

 

First trading day

10/09/2015

 

Last trading day

17/03/2016

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=ROSN-3.16

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=ROSN-6.16