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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
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Regulated commodity markets
Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Historical data of calendar spreads

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            Calendar spread
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            Скачать данные в формате: Download CSV (spacers – commas)   Download CSV (spacers – semicolons)   Download Metastock
            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            BR-4.21-5.2101.03.2021-0.71-1.31-0.2-0.69-0.7623322,283,394.0291
            BR-4.21-5.2102.03.2021-0.6-1.20.13-0.6-0.81342147,136,044.61409
            BR-4.21-5.2103.03.2021-0.47-1.10-0.43-0.623084434,963,063.18664
            BR-4.21-5.2104.03.2021-0.6-0.90-0.44-0.61999623,562,687.52569
            BR-4.21-5.2105.03.2021-0.69-1.040-0.51-0.92607889,028,309.23714
            BR-4.21-5.2109.03.2021-0.53-1.040-0.45-0.7530811,195,305,263.79662
            BR-4.21-5.2110.03.2021-0.53-0.950-0.4-0.5847491,667,557,228.12816
            BR-4.21-5.2111.03.2021-0.6-0.90-0.46-0.6319041,851,185,798.58514
            BR-4.21-5.2112.03.2021-0.59-0.90-0.55-0.918482,037,503,996.43296
            BR-4.21-5.2115.03.2021-0.49-0.90-0.3-0.6725902,286,155,307.56368
            BR-4.21-5.2116.03.2021-0.49-1.250.23-0.46-0.853602,806,075,271.56506
            BR-4.21-5.2117.03.2021-0.44-0.90-0.35-0.59113063,987,856,761.341140
            BR-4.21-5.2118.03.2021-0.34-0.80-0.22-0.4716084,168,399,634.67342
            BR-4.21-5.2119.03.2021-0.13-0.950.390.09-0.44554849,367,837,955.875606
            BR-4.21-5.2122.03.2021-0.04-0.730.2-0.02-0.24664110,083,440,476.141176
            BR-4.21-5.2123.03.20210.1-0.610.450.23-0.11966912,108,406,510.812024
            BR-4.21-5.2124.03.2021-0.08-0.40.40.15-0.091402813,490,522,368.242171
            BR-4.21-5.2125.03.2021-0.13-0.60.40.01-0.391419514,883,097,184.791954
            BR-4.21-5.2126.03.2021-0.09-0.60.31-0.04-0.24858515,573,396,632.101252
            BR-4.21-5.2129.03.2021-0.02-0.60.30.02-0.222131117,643,540,642.963238
            BR-4.21-5.2130.03.2021-0.03-0.60.450.14-0.1228530545,547,349,848.9313552
            BR-4.21-5.2131.03.20210.48-0.50.60.6-0.13256648,427,973,587.126400
            BR-4.21-5.2101.04.2021-0.34-6.475.710.65-0.83187649,097,578,937.25593