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Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Historical data of calendar spreads

            Instruments
            Basic asset
            Calendar spread
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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            UCNY-3.24-6.2414.12.20230000000.000
            UCNY-3.24-6.2415.12.20230000000.000
            UCNY-3.24-6.2418.12.20230000000.000
            UCNY-3.24-6.2419.12.20230000000.000
            UCNY-3.24-6.2420.12.20230-0.19-0.190000.000
            UCNY-3.24-6.2421.12.2023-0.18-0.2-0.05-0.05-0.182719,523.242
            UCNY-3.24-6.2422.12.20230-0.2-0.160000.000
            UCNY-3.24-6.2425.12.20230-0.16-0.160000.000
            UCNY-3.24-6.2426.12.20230-0.16-0.160000.000
            UCNY-3.24-6.2427.12.20230-0.16-0.160000.000
            UCNY-3.24-6.2428.12.20230-0.16-0.160000.000
            UCNY-3.24-6.2429.12.20230-0.16-0.160000.000
            UCNY-3.24-6.2403.01.20240-0.16-0.160000.000
            UCNY-3.24-6.2404.01.20240-0.17-0.170000.000
            UCNY-3.24-6.2405.01.20240000000.000
            UCNY-3.24-6.2408.01.20240000000.000
            UCNY-3.24-6.2409.01.20240000000.000
            UCNY-3.24-6.2410.01.20240000000.000
            UCNY-3.24-6.2411.01.20240000000.000
            UCNY-3.24-6.2412.01.20240000000.000
            UCNY-3.24-6.2415.01.20240-0.19-0.190000.000
            UCNY-3.24-6.2416.01.20240-0.19-0.190000.000
            UCNY-3.24-6.2417.01.20240-0.19-0.190000.000
            UCNY-3.24-6.2418.01.20240-0.19-0.190000.000
            UCNY-3.24-6.2419.01.20240-0.19-0.190000.000
            UCNY-3.24-6.2422.01.20240000000.000
            UCNY-3.24-6.2423.01.20240000000.000
            UCNY-3.24-6.2424.01.20240-0.2-0.080000.000
            UCNY-3.24-6.2425.01.20240000000.000
            UCNY-3.24-6.2426.01.20240-0.18-0.040000.000
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)