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Derivatives Market

Derivatives Market

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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            VTBR-3.16-6.16
             
            Short code
            VBH6VBM6
            • Trading results
            Description
            Futures contract on VTBR ordinary shares
             
            Type
            Calendar spread
             
            First trading day
            10/09/2015
             
            Last trading day
            17/03/2016
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=VTBR-3.16
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=VTBR-6.16