Derivatives Market

Derivatives Market

About us
Opening auction
Connection
    Technological services
    Risk balancing (netting)
    Settlement on T+2 market
    Clearing&Settlement
      RFS on the Derivatives Market
        Risk-management system
        Fees
        Members
          Instruments
            Market Making
            Documents
            Initial Margin
            Interactive Trading Calendar
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            2. Derivatives Market
            3. Technological services
            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            RVI-6.26-7.26
             
            Short code
            VIM6VIN6
            • Trading results
            Description
            Russian Market Volatility Futures Contract
             
            Type
            Calendar spread
             
            First trading day
            03/04/2026
             
            Last trading day
            18/06/2026
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=RVI-6.26
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=RVI-7.26