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Parameters of calendar spread
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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
