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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-12.24-3.25
             
            Short code
            SFZ4SFH5
            • Trading results
            Description
            Futures contracts on SPY ETF Trust
             
            Type
            Calendar spread
             
            First trading day
            11/12/2023
             
            Last trading day
            20/12/2024
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-12.24
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-3.25