Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            RUONIA-3.27-6.27
             
            Short code
            RFH7RFM7
            • Trading results
            Description
            Futures contract on the RUONIA index
             
            Type
            Calendar spread
             
            First trading day
            19/05/2026
             
            Last trading day
            01/03/2027
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=RUONIA-3.27
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=RUONIA-6.27