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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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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            RTSM-9.21-12.2127.07.20210000000.000
            RTSM-9.21-12.2128.07.2021-15-24.55.50-23.514655,571.1312
            RTSM-9.21-12.2129.07.2021-23-31-10-13-23101,121,755.5210
            RTSM-9.21-12.2130.07.2021-10-30-10-10-26141,780,287.1914
            RTSM-9.21-12.2102.08.2021-19.5-30-10-19.5-19.511,823,679.181
            RTSM-9.21-12.2103.08.2021-19-30-10-10-301719,891,334.8439
            RTSM-9.21-12.2104.08.2021-21-30-10-16.5-214211,928,685.6931
            RTSM-9.21-12.2105.08.2021-23-30-10-15.5-232813,223,334.4423
            RTSM-9.21-12.2106.08.2021-21.5-30-10-16.5-22.51413,964,173.0214
            RTSM-9.21-12.2109.08.2021-22.5-31.5-6.5-14.5-245216,484,268.0444
            RTSM-9.21-12.2110.08.2021-19.5-31.5-6.5-16.5-252817,894,430.5025
            RTSM-9.21-12.2111.08.2021-23.5-35-6.5-17.5-24.52519,059,175.8925
            RTSM-9.21-12.2112.08.2021-20-35-6.5-17.5-254821,331,764.6845
            RTSM-9.21-12.2113.08.2021-18-35-6.5-18-24.54523,395,792.3339
            RTSM-9.21-12.2116.08.2021-23.5-35-6.5-18-244225,448,636.0130
            RTSM-9.21-12.2117.08.2021-24-35-6.5-20-254627,780,774.9639
            RTSM-9.21-12.2118.08.2021-18-38-6.5-17.5-269332,480,141.1858
            RTSM-9.21-12.2119.08.2021-13.5-38-4-12-23.514439,659,179.7693
            RTSM-9.21-12.2120.08.2021-14.5-38-4-14-22.55242,226,826.0145
            RTSM-9.21-12.2123.08.2021-20.5-30.5-7-15-22.56645,265,701.5351
            RTSM-9.21-12.2124.08.2021-21-31.5-7-18-23.510650,161,017.0956
            RTSM-9.21-12.2125.08.2021-22.5-31.5-7-19-234652,567,992.5434
            RTSM-9.21-12.2126.08.2021-21-31.5-7-17.5-22.510357,669,466.6953
            RTSM-9.21-12.2127.08.2021-23.5-31.5-7-12.5-2414664,213,473.3790
            RTSM-9.21-12.2130.08.2021-23.5-30-10-19-24.518072,864,357.5885
            RTSM-9.21-12.2131.08.2021-20.5-30-10.5-20-24.515480,260,370.05100
            RTSM-9.21-12.2101.09.2021-22-30-10-20-23.57683,560,087.9936
            RTSM-9.21-12.2102.09.2021-22-30-10-19.5-26.520793,671,820.5294
            RTSM-9.21-12.2103.09.2021-22.5-30-10-21.5-247497,222,467.7836
            RTSM-9.21-12.2106.09.2021-23-30-10.5-21.5-24.591102,283,965.9433
            12