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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
            RVI-10.24-11.24
             
            Short code
            VIV4VIX4
            • Trading results
            Description
            Russian Market Volatility Futures Contract
             
            Type
            Calendar spread
             
            First trading day
            02/08/2024
             
            Last trading day
            17/10/2024
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=RVI-10.24
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=RVI-11.24