Menu

List of services

Profile

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
            1. Home
            2. Derivatives Market
            3. Technological services
            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
            Subscription Print version

            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            SPYF-9.23-12.23
             
            Short code
            SFU3SFZ3
            • Trading results
            Description
            Futures contracts on SPY ETF Trust
             
            Type
            Calendar spread
             
            First trading day
            12/09/2022
             
            Last trading day
            15/09/2023
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-9.23
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-12.23