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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
National Mercantile Exchange
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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            Calendar spread
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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            RTSM-12.22-3.2313.09.20220000000.000
            RTSM-12.22-3.2314.09.2022-22-38-18.5-21.5-35382,850.523
            RTSM-12.22-3.2315.09.2022-21.5-35.53.5-7.5-21.510360,041.068
            RTSM-12.22-3.2316.09.2022-24-32.52.5-20.5-245499,931.535
            RTSM-12.22-3.2319.09.2022-29-32.5-12.5-29-291527,699.441
            RTSM-12.22-3.2320.09.2022-18.5-32.5-13-17.5-22.54636,535.714
            RTSM-12.22-3.2321.09.2022-22-41-10.5-16.5-31.5481,808,547.7726
            RTSM-12.22-3.2322.09.2022-32.5-40.5-14.5-23.5-32.5392,722,951.7936
            RTSM-12.22-3.2323.09.2022-26.5-40.5-18-23.5-37.5203,153,209.0918
            RTSM-12.22-3.2326.09.2022-25-37.5-17.5-24.5-37.5283,838,756.9023
            RTSM-12.22-3.2327.09.2022-26-37.5-14-23-37.5715,442,809.5161
            RTSM-12.22-3.2328.09.2022-18-33.5-12.5-18-27.5155,700,118.7414
            RTSM-12.22-3.2329.09.2022-17.5-36-12.5-17.5-25396,566,053.8526
            RTSM-12.22-3.2330.09.2022-30-38.5-9.5-15.5-30708,330,983.6451
            RTSM-12.22-3.2303.10.2022-31.5-44-11-22.5-33.5369,264,992.6430
            RTSM-12.22-3.2304.10.2022-25-42.5-12.5-17.5-32.5209,703,951.7117
            RTSM-12.22-3.2305.10.2022-15.5-35.5-8-15.5-26.53610,843,712.3026
            RTSM-12.22-3.2306.10.2022-15.5-27.5-7.5-12.5-2237900,974.3427
            RTSM-12.22-3.2307.10.2022-11.5-27.5-7.5-11.5-1929691,333.8520
            RTSM-12.22-3.2310.10.2022-13-26.5-4-5-19912,182,428.4662
            RTSM-12.22-3.2311.10.2022-14-25.5-3-3-18.5952,390,853.2365
            RTSM-12.22-3.2312.10.2022-12-25.5-4.5-10.5-18541,390,645.8330
            RTSM-12.22-3.2313.10.2022-15-24-4.5-9-1822550,275.4018
            RTSM-12.22-3.2314.10.2022-12-19.5-3-12-16.5372,876.493
            RTSM-12.22-3.2317.10.2022-19-27.5-4-10-19651,619,531.1649
            RTSM-12.22-3.2318.10.2022-17-27.5-5.5-11-18.512306,866.4012
            RTSM-12.22-3.2319.10.2022-13-24.5-5-11-1835874,537.1333
            RTSM-12.22-3.2320.10.2022-16-21.5-5.5-12-16.526654,142.9623
            RTSM-12.22-3.2321.10.2022-20.5-22.5-5.5-11-20.5451,138,034.0437
            RTSM-12.22-3.2324.10.2022-17.5-27-6.5-14-21.531794,465.9023
            123