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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-9.26-12.2611.12.20250000000.000
            UCNY-9.26-12.2612.12.20250-0.44-0.440000.000
            UCNY-9.26-12.2615.12.20250-0.44-0.390000.000
            UCNY-9.26-12.2616.12.20250-0.39-0.390000.000
            UCNY-9.26-12.2617.12.20250000000.000
            UCNY-9.26-12.2618.12.20250000000.000
            UCNY-9.26-12.2619.12.20250000000.000
            UCNY-9.26-12.2622.12.20250-0.69-0.340000.000
            UCNY-9.26-12.2623.12.20250-0.57-0.340000.000
            UCNY-9.26-12.2624.12.20250-0.440.070000.000
            UCNY-9.26-12.2625.12.20250-0.130.070000.000
            UCNY-9.26-12.2626.12.20250-0.30.250000.000
            UCNY-9.26-12.2629.12.20250-0.30.250000.000
            UCNY-9.26-12.2630.12.20250-0.30.070000.000
            UCNY-9.26-12.2605.01.20260-0.30.250000.000
            UCNY-9.26-12.2606.01.20260-0.3-0.270000.000
            UCNY-9.26-12.2608.01.20260-0.35-0.230000.000
            UCNY-9.26-12.2609.01.20260-0.3-0.230000.000
            UCNY-9.26-12.2612.01.20260-0.30.20000.000
            UCNY-9.26-12.2613.01.20260-0.080.250000.000
            UCNY-9.26-12.2614.01.20260-0.070.250000.000
            UCNY-9.26-12.2615.01.20260-0.070.250000.000
            UCNY-9.26-12.2616.01.20260-0.30.130000.000
            UCNY-9.26-12.2619.01.20260-0.070.250000.000
            UCNY-9.26-12.2620.01.20260-0.30.130000.000
            UCNY-9.26-12.2621.01.20260-0.30.250000.000
            UCNY-9.26-12.2622.01.20260-0.30.250000.000
            UCNY-9.26-12.2623.01.20260-0.30.130000.000
            UCNY-9.26-12.2626.01.20260-0.30.130000.000
            UCNY-9.26-12.2627.01.20260-0.30.130000.000
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)