Parameters of calendar spread
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Parameters of calendar spread
Contract code
RTS-12.15-3.16
Short code
RIZ5RIH6
•
Trading results
Description
RTS Index Futures
Type
Calendar spread
First trading day
13/11/2013
Last trading day
15/12/2015
First leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-12.15
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-3.16