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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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Regulated commodity markets
Derivatives Market

Derivatives Market

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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
            SPYF-3.24-6.2408.12.20230000000.000
            SPYF-3.24-6.2411.12.20230-4.669.470000.000
            SPYF-3.24-6.2412.12.20231.5-5.125.82.951396,690,227.6215
            SPYF-3.24-6.2413.12.20230.83-2.888.042.750.6617630,306,017.5067
            SPYF-3.24-6.2414.12.20230.01-4.581.09-1.550086,689,113.30209
            SPYF-3.24-6.2415.12.2023-0.34-2.580.79-0.98797138,819,931.15259
            SPYF-3.24-6.2418.12.20233.29-5.488.263.58-0.36871151,608,499.43532
            SPYF-3.24-6.2419.12.20231.62-3.2983.68139068,448,933.06297
            SPYF-3.24-6.2420.12.20232-0.8882.551.15710125,912,982.63282
            SPYF-3.24-6.2421.12.20231.99-2.6184.130.521173208,710,744.99604
            SPYF-3.24-6.2422.12.20232.07-2.6183.31.77626110,925,399.27395
            SPYF-3.24-6.2425.12.20231.8-3.5282.431.55764135,429,887.43455
            SPYF-3.24-6.2426.12.20231.96-2.617.9921.6924142,674,058.15175
            SPYF-3.24-6.2427.12.20232-3.417.992.061.5844177,832,161.70235
            SPYF-3.24-6.2428.12.20232.34-3.417.992.811.7681118,256,641.02433
            SPYF-3.24-6.2429.12.20231.98-3.417.992.531.8232957,434,700.98251
            SPYF-3.24-6.2403.01.20244.25-2.925.414.541.98863152,613,749.77604
            SPYF-3.24-6.2404.01.20243.4-2.929.324.793.23945165,034,852.82539
            SPYF-3.24-6.2405.01.20242.7-2.929.293.892.561446250,481,877.68788
            SPYF-3.24-6.2408.01.20242.62-2.9273.462.54900156,837,685.65494
            SPYF-3.24-6.2409.01.20242.5-2.345.32.992.51336231,103,654.77644
            SPYF-3.24-6.2410.01.20242.040.025.32.622840144,889,007.46447
            SPYF-3.24-6.2411.01.20242.04-3.135.32.381.22206378,214,013.581052
            SPYF-3.24-6.2412.01.20241.63-3.485.32.691.381875319,544,753.49868
            SPYF-3.24-6.2415.01.20241.5-3.295.31.821744126,082,328.95355
            SPYF-3.24-6.2416.01.20241.14-3.685.31.50.68806136,352,059.87442
            SPYF-3.24-6.2417.01.20241.94-3.376.052.111.071026174,741,010.97630
            SPYF-3.24-6.2418.01.20241.95-2.966.622.491.561097186,979,468.99624
            SPYF-3.24-6.2419.01.20241.49-3.426.282.031.11745297,339,868.86914
            SPYF-3.24-6.2422.01.20241.65-3.425.32.04-0.543993684,150,951.011707
            123