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Parameters of calendar spread
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Parameters of calendar spread
Contract code
RTS-6.15-9.15
Short code
RIM5RIU5
•
Trading results
Description
RTS Index Futures
Type
Calendar spread
First trading day
20/05/2011
Last trading day
15/06/2015
First leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-6.15
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-9.15