Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

Si-6.13-9.13

 

Short code

SiM3SiU3

• Trading results

Description

Futures on USD/RUB Exchange Rate

 

Type

Calendar spread

 

First trading day

12/03/2012

 

Last trading day

17/06/2013

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=Si-6.13

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=Si-9.13