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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            RTS-9.15-12.15
             
            Short code
            RIU5RIZ5
            • Trading results
            Description
            RTS Index Futures
             
            Type
            Calendar spread
             
            First trading day
            18/06/2014
             
            Last trading day
            15/09/2015
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=RTS-9.15
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=RTS-12.15