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Parameters of calendar spread
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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
