Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

Si-9.16-12.16

 

Short code

SiU6SiZ6

• Trading results

Description

Futures on USD/RUB Exchange Rate

 

Type

Calendar spread

 

First trading day

18/06/2015

 

Last trading day

15/09/2016

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=Si-9.16

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=Si-12.16