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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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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            INDIA-12.25-3.2612.09.20250000000.000
            INDIA-12.25-3.2615.09.20250000000.000
            INDIA-12.25-3.2616.09.20250000000.000
            INDIA-12.25-3.2617.09.20250000000.000
            INDIA-12.25-3.2618.09.202500.610.610000.000
            INDIA-12.25-3.2619.09.202500.50.60000.000
            INDIA-12.25-3.2622.09.20250.50.490.580.50.493966,893.877
            INDIA-12.25-3.2623.09.20250.50.290.60.50.492135,570.867
            INDIA-12.25-3.2624.09.20250.50.290.60.50.51728,635.7211
            INDIA-12.25-3.2625.09.20250.50.290.60.50.48104173,911.8910
            INDIA-12.25-3.2626.09.20250.480.290.60.50.482947,780.6910
            INDIA-12.25-3.2629.09.20250.480.290.60.490.474471,828.5715
            INDIA-12.25-3.2630.09.20250.480.290.60.490.482439,090.7217
            INDIA-12.25-3.2601.10.20250.380.290.60.480.32336,880.9513
            INDIA-12.25-3.2602.10.20250.470.290.580.470.4734,782.263
            INDIA-12.25-3.2603.10.20250.470.290.60.470.4646,475.423
            INDIA-12.25-3.2606.10.20250.340.290.60.50.34214351,001.02137
            INDIA-12.25-3.2607.10.20250.30.290.580.30.36097,030.197
            INDIA-12.25-3.2608.10.20250.270.140.580.450.27143230,697.5310
            INDIA-12.25-3.2609.10.20250.30.140.580.30.3100160,154.806
            INDIA-12.25-3.2610.10.20250.390.190.580.390.29115184,421.467
            INDIA-12.25-3.2613.10.20250.360.210.580.360.3611,573.991
            INDIA-12.25-3.2614.10.20250.30.260.580.30.3100158,768.581
            INDIA-12.25-3.2615.10.20250.40.150.580.40.3133208,145.566
            INDIA-12.25-3.2616.10.20250.30.090.580.30.3100158,745.193
            INDIA-12.25-3.2617.10.20250.20.160.580.20.22947,587.413
            INDIA-12.25-3.2620.10.20250.370.20.640.50.283138,361.3016
            INDIA-12.25-3.2621.10.20250.230.030.580.430.233152,127.533
            INDIA-12.25-3.2622.10.20250.370.20.580.410.2231396,619.7716
            INDIA-12.25-3.2623.10.20250.40.20.580.50.38165278,941.728
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)