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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
            Eu-6.24-9.2414.03.20240000000.000
            Eu-6.24-9.2415.03.2024187047721361870186383,308,304.008
            Eu-6.24-9.2418.03.202419858002879208517352510,323,600.0025
            Eu-6.24-9.2419.03.202419508003110205017004518,600,486.0042
            Eu-6.24-9.2420.03.2024190077930452050150014359,269,806.00140
            Eu-6.24-9.2421.03.20241600800309019501600277114,340,500.00250
            Eu-6.24-9.2422.03.2024151248128802038120168052,808,306,846.001697
            Eu-6.24-9.2425.03.202414405002780169913601799744,070,238.00571
            Eu-6.24-9.2426.03.2024132760125891570123064332,662,563,192.001019
            Eu-6.24-9.2427.03.2024118932125401416110059352,441,172,558.001709
            Eu-6.24-9.2428.03.2024132212024461390117030041,233,291,626.001475
            Eu-6.24-9.2429.03.2024135825124461589122356192,300,015,048.001763
            Eu-6.24-9.2401.04.2024130126324461480121242961,760,671,434.001432
            Eu-6.24-9.2402.04.2024123124724461330115048701,993,912,342.001622
            Eu-6.24-9.2403.04.2024140416327001700122474993,075,946,982.004978
            Eu-6.24-9.2404.04.2024161231826201697139946731,928,695,934.002432
            Eu-6.24-9.2405.04.2024164954727301886154447551,958,963,880.001592
            Eu-6.24-9.2408.04.2024169957628281888163124241,000,472,728.00934
            Eu-6.24-9.2409.04.2024171165227601838166642701,774,956,110.001781
            Eu-6.24-9.2410.04.2024176157426761985160155002,290,259,146.001726
            Eu-6.24-9.2411.04.202418217972877190017322033840,350,750.00989
            Eu-6.24-9.2412.04.2024189776030502150180144841,835,062,658.001646
            Eu-6.24-9.2415.04.2024189579829102032181240471,653,686,136.001824
            Eu-6.24-9.2416.04.2024161373627991900155037221,527,035,636.00907
            Eu-6.24-9.2417.04.2024152160726791700151748782,003,230,346.00906
            Eu-6.24-9.2418.04.2024166464026171698148034721,424,608,266.002077
            Eu-6.24-9.2419.04.2024166865228551975162661942,519,854,192.002224
            Eu-6.24-9.2422.04.202416106552620175015652139867,770,930.00894
            Eu-6.24-9.2423.04.2024155058525831750148261592,501,056,154.001861
            Eu-6.24-9.2424.04.2024158558125921744151360642,451,521,088.002117
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