Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

ROSN-3.17-6.17

 

Short code

RNH7RNM7

• Trading results

Description

Futures on Rosneft ordinary shares

 

Type

Calendar spread

 

First trading day

09/09/2016

 

Last trading day

16/03/2017

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=ROSN-3.17

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=ROSN-6.17