Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
RTS-9.14-12.14
Short code
RIU4RIZ4
•
Trading results
Description
RTS Index Futures
Type
Calendar spread
First trading day
07/03/2013
Last trading day
15/09/2014
First leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-9.14
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RTS-12.14