Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

Si-9.13-12.13

 

Short code

SiU3SiZ3

• Trading results

Description

Futures on USD/RUB Exchange Rate

 

Type

Calendar spread

 

First trading day

01/06/2012

 

Last trading day

16/09/2013

 

First leg of CS

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

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=Si-12.13