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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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            Basic asset
            Calendar spread
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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            UCNY-12.26-3.2712.03.20260000000.000
            UCNY-12.26-3.2713.03.20260-0.460.160000.000
            UCNY-12.26-3.2716.03.20260-0.350.160000.000
            UCNY-12.26-3.2717.03.20260000000.000
            UCNY-12.26-3.2718.03.20260-0.110.190000.000
            UCNY-12.26-3.2719.03.20260.11-0.110.120.110.094695,094.774
            UCNY-12.26-3.2720.03.20260-0.040.170000.000
            UCNY-12.26-3.2723.03.20260-0.20.170000.000
            UCNY-12.26-3.2724.03.20260-0.20.20000.000
            UCNY-12.26-3.2725.03.20260-0.20.20000.000
            UCNY-12.26-3.2726.03.20260.07-0.20.20.110.07193,150,423.2519
            UCNY-12.26-3.2727.03.20260-0.20.250000.000
            UCNY-12.26-3.2730.03.20260-0.20.20000.000
            UCNY-12.26-3.2731.03.2026000.20000.000
            UCNY-12.26-3.2701.04.20260-0.20.20000.000
            UCNY-12.26-3.2702.04.20260-0.20.20000.000
            UCNY-12.26-3.2703.04.20260-0.20.20000.000
            UCNY-12.26-3.2706.04.20260-0.20.20000.000
            UCNY-12.26-3.2707.04.20260-0.20.20000.000
            UCNY-12.26-3.2708.04.20260-0.20.20000.000
            UCNY-12.26-3.2709.04.20260-0.20.20000.000
            UCNY-12.26-3.2710.04.20260.02-0.20.20.020.022309,930.482
            UCNY-12.26-3.2713.04.20260-0.20.20000.000
            UCNY-12.26-3.2714.04.20260.02-0.20.20.020.021151,514.271
            UCNY-12.26-3.2715.04.20260-0.20.20000.000
            UCNY-12.26-3.2716.04.20260-0.20.20000.000
            UCNY-12.26-3.2717.04.20260.02-0.20.20.020.021152,514.091
            UCNY-12.26-3.2720.04.20260-0.20.20000.000
            UCNY-12.26-3.2721.04.20260-0.20.20000.000
            UCNY-12.26-3.2722.04.20260-0.20.20000.000
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)