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Derivatives Market

Derivatives Market

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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            ROSN-9.18-12.18
             
            Short code
            RNU8RNZ8
            • Trading results
            Description
            Futures on Rosneft ordinary shares
             
            Type
            Calendar spread
             
            First trading day
            13/09/2017
             
            Last trading day
            20/09/2018
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=ROSN-9.18
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=ROSN-12.18