Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

RVI-11.25-12.25

 

Short code

VIX5VIZ5

• Trading results

Description

Russian Market Volatility Futures Contract

 

Type

Calendar spread

 

First trading day

05/09/2025

 

Last trading day

20/11/2025

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-11.25

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-12.25