Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

Si-12.14-3.15

 

Short code

SiZ4SiH5

• Trading results

Description

Futures on USD/RUB Exchange Rate

 

Type

Calendar spread

 

First trading day

08/11/2013

 

Last trading day

15/12/2014

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=Si-12.14

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=Si-3.15