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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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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            MOEXCNY-3.26-6.2611.12.20250000000.000
            MOEXCNY-3.26-6.2612.12.202539.236.655.54339.26155,144.686
            MOEXCNY-3.26-6.2615.12.2025332655.540.133421,096,878.8427
            MOEXCNY-3.26-6.2616.12.20252928.955.52929125,972.151
            MOEXCNY-3.26-6.2617.12.202506.555.50000.000
            MOEXCNY-3.26-6.2618.12.202512.5055.512.512.516415,623.889
            MOEXCNY-3.26-6.2619.12.202526.3055.526.3116413,347.2510
            MOEXCNY-3.26-6.2622.12.202518.7055.518.718.7125,510.921
            MOEXCNY-3.26-6.2623.12.202519.7055.519.719.1376,203.833
            MOEXCNY-3.26-6.2624.12.202519-8.655.519.88.221535,814.8516
            MOEXCNY-3.26-6.2625.12.202515.2-5.755.519.115.27175,149.945
            MOEXCNY-3.26-6.2626.12.202515.13.255.519.115.14102,026.854
            MOEXCNY-3.26-6.2629.12.2025193.255.5198.3377,997.663
            MOEXCNY-3.26-6.2630.12.20258.33.255.5218.325646,701.5720
            MOEXCNY-3.26-6.2605.01.202615.1555.519.18.311285,483.839
            MOEXCNY-3.26-6.2606.01.20260555.50000.000
            MOEXCNY-3.26-6.2608.01.202618.6555.519.114.614357,436.7512
            MOEXCNY-3.26-6.2609.01.202613.85.555.51913.88203,569.327
            MOEXCNY-3.26-6.2612.01.202605.555.50000.000
            MOEXCNY-3.26-6.2613.01.202617.75.855.517.716.412304,652.849
            MOEXCNY-3.26-6.2614.01.202615.7-4.855.515.710.729737,061.2528
            MOEXCNY-3.26-6.2615.01.202616-4.855.51611.214352,976.6514
            MOEXCNY-3.26-6.2616.01.202616.8-4.855.516.816.210256,385.179
            MOEXCNY-3.26-6.2619.01.202612.4-4.855.514.112.46154,130.516
            MOEXCNY-3.26-6.2620.01.202616.7-4.855.516.712.510254,699.318
            MOEXCNY-3.26-6.2621.01.202612.4-4.855.512.612.44102,544.794
            MOEXCNY-3.26-6.2622.01.202610-555.512.52.3461,183,430.0244
            MOEXCNY-3.26-6.2623.01.20266-4.855.566125,882.951
            MOEXCNY-3.26-6.2626.01.202611.4-4.855.511.44.77183,741.517
            MOEXCNY-3.26-6.2627.01.202610.7-4.855.514.710.78206,383.028
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)