Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
RTS-9.13-12.13
Short code
RIU3RIZ3
•
Trading results
Description
RTS Index Futures
Type
Calendar spread
First trading day
13/09/2012
Last trading day
16/09/2013
First leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-9.13
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-12.13