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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-6.24-7.2431.01.20240000000.000
            BR-6.24-7.2401.02.202400.982.40000.000
            BR-6.24-7.2402.02.20240.35-0.012.90.980.352599,431.682
            BR-6.24-7.2405.02.20240.98-1.082.90.980.981293,126.581
            BR-6.24-7.2406.02.20241-1.142.9111297,297.241
            BR-6.24-7.2407.02.20240-1.342.90000.000
            BR-6.24-7.2408.02.20240.7-1.262.90.70.562604,943.262
            BR-6.24-7.2409.02.20240.87-1.112.90.870.842611,990.862
            BR-6.24-7.2412.02.20240.98-1.142.91.030.68103,045,107.3510
            BR-6.24-7.2413.02.20240.69-1.042.90.990.6941,222,613.524
            BR-6.24-7.2414.02.20240.63-1.142.90.630.631308,334.761
            BR-6.24-7.2415.02.20240-1.182.90000.000
            BR-6.24-7.2416.02.20240.86-1.232.90.860.613929,078.313
            BR-6.24-7.2419.02.20240.8-12.90.80.6151,546,951.285
            BR-6.24-7.2420.02.20240.72-1.212.90.720.5382,474,593.737
            BR-6.24-7.2421.02.20240.58-1.12.90.690.583924,296.473
            BR-6.24-7.2422.02.20240.46-0.12.90.610.462623,506.672
            BR-6.24-7.2426.02.20240.61-1.162.90.61-0.18185,502,541.8518
            BR-6.24-7.2427.02.20240.51-0.982.360.620.4482,451,145.148
            BR-6.24-7.2428.02.20240.12-1.32.170.55-0.01164,874,042.8416
            BR-6.24-7.2429.02.20240.15-1.561.820.37-0.124212,720,379.5440
            BR-6.24-7.2401.03.2024-0.41-1.431.890.42-0.5419158,079,205.16162
            BR-6.24-7.2404.03.20240-2.031.230.1-0.419027,482,717.9287
            BR-6.24-7.2405.03.2024-0.14-1.541.430.03-0.21339,938,454.5233
            BR-6.24-7.2406.03.20240.02-0.90.70.1-0.133711,128,622.7336
            BR-6.24-7.2407.03.20240-110-0.18133,916,979.5113
            BR-6.24-7.2411.03.20240.01-1.71.390.1-0.165817,357,737.8658
            BR-6.24-7.2412.03.20240.25-1.71.50.29-0.013811,549,205.2138
            BR-6.24-7.2413.03.2024-0.03-1.471.480.3-0.04319,417,376.0430
            BR-6.24-7.2414.03.2024-0.05-0.90.70.12-0.16216,480,978.3821
            123