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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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            Basic asset
            Calendar spread
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            Скачать данные в формате: Download CSV (spacers – commas)   Download CSV (spacers – semicolons)   Download Metastock
            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            DAX-6.24-9.2407.03.20240000000.000
            DAX-6.24-9.2411.03.20240000000.000
            DAX-6.24-9.2412.03.202400700000.000
            DAX-6.24-9.2413.03.20240-90-900000.000
            DAX-6.24-9.2414.03.2024-400-450-400-400-400158,432.221
            DAX-6.24-9.2415.03.20240-481-1310000.000
            DAX-6.24-9.2418.03.2024-375-497-157-370-3755291,267.854
            DAX-6.24-9.2419.03.2024-377-533-377-377-3775293,978.021
            DAX-6.24-9.2420.03.20240-544-2100000.000
            DAX-6.24-9.2421.03.2024-410-512-178-280-512231,371,355.3215
            DAX-6.24-9.2422.03.20240-566-2320000.000
            DAX-6.24-9.2425.03.20240-510-3500000.000
            DAX-6.24-9.2426.03.20240-672-3400000.000
            DAX-6.24-9.2427.03.20240-669-3370000.000
            DAX-6.24-9.2428.03.2024-510-511-177-356-51012725,919.406
            DAX-6.24-9.2429.03.2024-333-512-182-333-3505299,914.595
            DAX-6.24-9.2401.04.2024-158-505-49-158-1584240,607.071
            DAX-6.24-9.2402.04.20240-50530000.000
            DAX-6.24-9.2403.04.20240-505210000.000
            DAX-6.24-9.2404.04.20240-50580000.000
            DAX-6.24-9.2405.04.20240-505820000.000
            DAX-6.24-9.2408.04.20240-526-3870000.000
            DAX-6.24-9.2409.04.20240-505-220000.000
            DAX-6.24-9.2410.04.2024-120-505-95-120-1202118,955.112
            DAX-6.24-9.2411.04.20240-505-400000.000
            DAX-6.24-9.2412.04.2024-365-505-350-350-3653175,394.783
            DAX-6.24-9.2415.04.20240-505-500000.000
            DAX-6.24-9.2416.04.20240-505-900000.000
            DAX-6.24-9.2417.04.20240-505-860000.000
            DAX-6.24-9.2418.04.2024-343-343-103-343-343158,041.811
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