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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
            RTSM-3.22-6.2210.12.2021-12-137-11.5-12294,356.702
            RTSM-3.22-6.2213.12.2021-9-29.55-9-1513696,029.9712
            RTSM-3.22-6.2214.12.2021-7-265-7-75918,269.844
            RTSM-3.22-6.2215.12.2021-7-22.570000.000
            RTSM-3.22-6.2216.12.2021-9.5-29.57-9-25754,341,418.3126
            RTSM-3.22-6.2217.12.2021-21-30-3-12.5-26.5335,902,333.0122
            RTSM-3.22-6.2223.12.2021-23-36.5-4-22.5-25.5347,433,210.8625
            RTSM-3.22-6.2224.12.2021-25-37-4-23.5-25.5178,232,784.1514
            RTSM-3.22-6.2227.12.2021-25-36-4-21-25319,648,921.7329
            RTSM-3.22-6.2228.12.2021-23.5-34-4-23-252610,912,109.4713
            RTSM-3.22-6.2229.12.2021-23.5-37-4-23.5-26711,289,719.707
            RTSM-3.22-6.2230.12.2021-23.5-36.5-40000.000
            RTSM-3.22-6.2203.01.2022-27.5-38.5-4-25-296414,440,454.5349
            RTSM-3.22-6.2204.01.2022-25.5-41-4-22.5-309118,946,498.8870
            RTSM-3.22-6.2205.01.2022-27-38.5-4-25-2812224,932,443.5893
            RTSM-3.22-6.2206.01.2022-25-38-4-22-27.525437,027,156.38214
            RTSM-3.22-6.2207.01.2022-26.5-38-4-23-2815943,819,766.25119
            RTSM-3.22-6.2210.01.2022-28-38-4-24.5-29.517952,230,507.95142
            RTSM-3.22-6.2211.01.2022-29-38-4-26.5-3024763,494,397.99148
            RTSM-3.22-6.2212.01.2022-29-40.5-4-29-3115270,837,927.9288
            RTSM-3.22-6.2213.01.2022-29.5-40.5-4-27-311261131,913,248.05791
            RTSM-3.22-6.2214.01.2022-28-40.5-4-26.5-30.55380375,633,046.903385
            RTSM-3.22-6.2217.01.2022-28.5-40-4-27.5-30.57166691,135,914.433083
            RTSM-3.22-6.2218.01.2022-30-40-4-28-323468846,029,712.171648
            RTSM-3.22-6.2219.01.2022-29-40.5-4-28.5-3143171,024,528,172.162391
            RTSM-3.22-6.2220.01.2022-30-40.5-4-29.5-31.520191,109,667,622.751201
            RTSM-3.22-6.2221.01.2022-30-41-15.5-29.5-31.519271,205,317,543.431237
            RTSM-3.22-6.2224.01.2022-30.5-43-15.5-29-3129441,356,284,640.781985
            RTSM-3.22-6.2225.01.2022-30.5-42.5-15.5-28.5-3126391,464,895,422.761516
            RTSM-3.22-6.2226.01.2022-29-41.5-15.5-29-30.58901,515,334,730.50631
            123