Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
RTS-12.13-3.14
Short code
RIZ3RIH4
•
Trading results
Description
RTS Index Futures
Type
Calendar spread
First trading day
05/10/2012
Last trading day
16/12/2013
First leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-12.13
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-3.14