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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
            WHEAT-2.26-3.2624.11.20250000000.000
            WHEAT-2.26-3.2625.11.20254301205004504006204,670.004
            WHEAT-2.26-3.2626.11.2025430100500430410268,420.002
            WHEAT-2.26-3.2627.11.202501104900000.000
            WHEAT-2.26-3.2628.11.202501005100000.000
            WHEAT-2.26-3.2601.12.202501005500000.000
            WHEAT-2.26-3.2602.12.2025100-2105004801006199,440.006
            WHEAT-2.26-3.2603.12.20250-300500200265,920.002
            WHEAT-2.26-3.2604.12.2025-40-30050020-4011358,990.0011
            WHEAT-2.26-3.2605.12.20250-2406800000.000
            WHEAT-2.26-3.2608.12.2025-40-240610-40-40132,340.001
            WHEAT-2.26-3.2609.12.20250-2405700000.000
            WHEAT-2.26-3.2610.12.20250-2405700000.000
            WHEAT-2.26-3.2611.12.2025340-240570340340132,960.001
            WHEAT-2.26-3.2612.12.2025130-240570130-508260,410.008
            WHEAT-2.26-3.2615.12.2025130-7057016030397,920.003
            WHEAT-2.26-3.2616.12.20250-705700000.000
            WHEAT-2.26-3.2617.12.202502403300000.000
            WHEAT-2.26-3.2618.12.20250000000.000
            WHEAT-2.26-3.2619.12.20250-1103300000.000
            WHEAT-2.26-3.2622.12.202580-21052080-808259,810.008
            WHEAT-2.26-3.2623.12.2025-70-210520-40-70266,110.002
            WHEAT-2.26-3.2624.12.202550-21052050-80397,730.003
            WHEAT-2.26-3.2625.12.20250-2104700000.000
            WHEAT-2.26-3.2626.12.2025200-210470200160266,040.002
            WHEAT-2.26-3.2629.12.2025230-210470230230132,770.001
            WHEAT-2.26-3.2630.12.2025250-200460250250132,970.001
            WHEAT-2.26-3.2605.01.2026180-110440180180132,780.001
            WHEAT-2.26-3.2606.01.2026150-110420190150265,820.002
            WHEAT-2.26-3.2608.01.2026130-110650190130265,640.002
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)