Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

RVI-12.24-1.25

 

Short code

VIZ4VIF5

• Trading results

Description

Russian Market Volatility Futures Contract

 

Type

Calendar spread

 

First trading day

04/10/2024

 

Last trading day

19/12/2024

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-12.24

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-1.25