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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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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-5.24-6.2428.12.20230000000.000
            BR-5.24-6.2429.12.202300.442.790000.000
            BR-5.24-6.2403.01.20240.52-0.5630.520.521301,101.931
            BR-5.24-6.2404.01.20240.9-0.8830.90.91299,725.951
            BR-5.24-6.2405.01.20241.54-0.831.651.372,053,872.046
            BR-5.24-6.2408.01.20241.350.0331.351.2451,444,756.005
            BR-5.24-6.2409.01.20241.54-0.8431.541.3772,000,266.117
            BR-5.24-6.2410.01.20241.54-0.4731.541.551,431,115.215
            BR-5.24-6.2411.01.20241.1-0.2431.11.11281,411.851
            BR-5.24-6.2412.01.20241.02-0.7431.41.022579,376.672
            BR-5.24-6.2415.01.20241.39-0.7431.390.7682,263,432.998
            BR-5.24-6.2416.01.20241.26-0.5320.553911,025,121.0834
            BR-5.24-6.2417.01.20240.89-0.6831.120.8592,563,888.029
            BR-5.24-6.2418.01.20241.16-0.6831.161.161288,650.311
            BR-5.24-6.2419.01.20241.31-0.5431.310.9561,718,896.186
            BR-5.24-6.2422.01.20240.72-0.7430.990.723849,223.723
            BR-5.24-6.2423.01.20240.71-0.6331.390.71123,463,217.5512
            BR-5.24-6.2424.01.20240.8-0.8230.840.7841,152,032.484
            BR-5.24-6.2425.01.20240.79-0.8530.980.6961,758,394.736
            BR-5.24-6.2426.01.20240.5-1.1830.980.34123,585,945.0012
            BR-5.24-6.2429.01.20240.57-0.052.70.80.2123,585,328.3412
            BR-5.24-6.2430.01.20240.11-0.182.70.580.1175,080,465.3917
            BR-5.24-6.2431.01.20240.43-1.4120.440.05144,203,464.2014
            BR-5.24-6.2401.02.20240.54-1.222.040.740.4892,698,267.759
            BR-5.24-6.2402.02.20240.95-1.1920.960.67133,863,337.6113
            BR-5.24-6.2405.02.20241.15-0.722.551.30.92174,945,574.8414
            BR-5.24-6.2406.02.20241.03-0.462.61.240.6113,247,713.468
            BR-5.24-6.2407.02.20241.19-0.52.51.190.8651,481,724.695
            BR-5.24-6.2408.02.20240.83-0.612.51.090.8392,676,274.799
            BR-5.24-6.2409.02.20240.65-0.672.50.990.65144,242,213.1114
            123