Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
RTS-3.15-6.15
Short code
RIH5RIM5
•
Trading results
Description
RTS Index Futures
Type
Calendar spread
First trading day
08/01/2013
Last trading day
16/03/2015
First leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-3.15
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-6.15