Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

RVI-3.25-4.25

 

Short code

VIH5VIJ5

• Trading results

Description

Russian Market Volatility Futures Contract

 

Type

Calendar spread

 

First trading day

30/12/2024

 

Last trading day

20/03/2025

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-3.25

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-4.25