Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

Si-6.15-9.15

 

Short code

SiM5SiU5

• Trading results

Description

Futures on USD/RUB Exchange Rate

 

Type

Calendar spread

 

First trading day

12/03/2014

 

Last trading day

15/06/2015

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=Si-6.15

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=Si-9.15