Parameters of calendar spread

Select contract

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