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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-6.26-9.2612.03.20260000000.000
            MOEXCNY-6.26-9.2613.03.2026020.145.70000.000
            MOEXCNY-6.26-9.2616.03.20260-6.28.20000.000
            MOEXCNY-6.26-9.2617.03.202605.529.80000.000
            MOEXCNY-6.26-9.2618.03.20263.5-1.929.83.5-0.5255,758.582
            MOEXCNY-6.26-9.2619.03.2026-1.9-2529.84.6-1.911309,530.8211
            MOEXCNY-6.26-9.2620.03.20264.3-2529.813.3-3.712323,224.2512
            MOEXCNY-6.26-9.2623.03.20260.6-2529.83.5-3.714376,604.0514
            MOEXCNY-6.26-9.2624.03.20262.1-2529.84.3-1.913345,900.0013
            MOEXCNY-6.26-9.2625.03.20260-2529.80000.000
            MOEXCNY-6.26-9.2626.03.20262-2529.822126,612.341
            MOEXCNY-6.26-9.2627.03.20260.8-2529.829.80.84106,147.864
            MOEXCNY-6.26-9.2630.03.20260.5-2527.63.7-2.312315,839.387
            MOEXCNY-6.26-9.2631.03.2026-2.4-2527.6-0.3-2.4377,407.983
            MOEXCNY-6.26-9.2601.04.20261.6-2527.61.61.6125,909.881
            MOEXCNY-6.26-9.2602.04.20262.6-2527.62.6-1.4377,872.273
            MOEXCNY-6.26-9.2603.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2606.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2607.04.2026-1.4-2527.6-1.4-1.4125,959.321
            MOEXCNY-6.26-9.2608.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2609.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2610.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2613.04.2026-2.4-2527.6-2.4-2.6249,965.622
            MOEXCNY-6.26-9.2614.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2615.04.20261.8-2527.61.8-1.9375,216.753
            MOEXCNY-6.26-9.2616.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2617.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2620.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2621.04.20260-2527.60000.000
            MOEXCNY-6.26-9.2622.04.20260-2527.60000.000
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)