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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            SPYF-12.23-3.24
             
            Short code
            SFZ3SFH4
            • Trading results
            Description
            Futures contracts on SPY ETF Trust
             
            Type
            Calendar spread
             
            First trading day
            12/12/2022
             
            Last trading day
            15/12/2023
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-12.23
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-3.24