Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

RVI-6.24-7.24

 

Short code

VIM4VIN4

• Trading results

Description

Russian Market Volatility Futures Contract

 

Type

Calendar spread

 

First trading day

05/04/2024

 

Last trading day

20/06/2024

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-6.24

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=RVI-7.24