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
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            Initial Margin
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            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
            Si-3.27-6.27
             
            Short code
            SiH7SiM7
            • Trading results
            Description
            Futures on USD/RUB Exchange Rate
             
            Type
            Calendar spread
             
            First trading day
            14/03/2025
             
            Last trading day
            18/03/2027
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=Si-3.27
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=Si-6.27