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Parameters of calendar spread
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Parameters of calendar spread
Contract code
RVI-1.25-2.25
Short code
VIF5VIG5
•
Trading results
Description
Russian Market Volatility Futures Contract
Type
Calendar spread
First trading day
08/11/2024
Last trading day
16/01/2025
First leg of CS
https://www.moex.com/en/contract.aspx?code=RVI-1.25
Second leg of CS
https://www.moex.com/en/contract.aspx?code=RVI-2.25
