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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-11.24-12.24
             
            Short code
            VIX4VIZ4
            • Trading results
            Description
            Russian Market Volatility Futures Contract
             
            Type
            Calendar spread
             
            First trading day
            06/09/2024
             
            Last trading day
            21/11/2024
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=RVI-11.24
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=RVI-12.24