Moscow Exchange launches Calendar spreads

The Moscow Exchange has launched a new financial instrument that will allow investors to avoid slippage risk while rolling over futures contacts, and will provide new strategies to trade futures.

First Published by e-Forex News: July, 2013

Roman Sulzhyk

Roman Sulzhyk

The Moscow Exchange has launched a new financial instrument that will allow investors to avoid slippage risk while rolling over futures contacts, and will provide new strategies to trade futures. Calendar spreads for the RTS Index futures and USD/RUB FX futures have become available on the trading system SPECTRA. 

“Calendar spreads will eliminate the slippage risk and provide investors with a fair value when positions are rolled over,” said Roman Sulzhyk, Managing Director of the Derivatives Market of the Moscow Exchange.