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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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            Calendar spread
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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            WHEAT-4.26-5.2626.01.20260000000.000
            WHEAT-4.26-5.2627.01.20260-1704500000.000
            WHEAT-4.26-5.2628.01.2026110-1703701101004133,870.004
            WHEAT-4.26-5.2629.01.20260-2004200000.000
            WHEAT-4.26-5.2630.01.2026110-100350110110133,290.001
            WHEAT-4.26-5.2602.02.20260-2104700000.000
            WHEAT-4.26-5.2603.02.202660-110380150505166,660.005
            WHEAT-4.26-5.2604.02.202690-1103809090133,410.001
            WHEAT-4.26-5.2605.02.20260-1104400000.000
            WHEAT-4.26-5.2606.02.202650-47038022050267,090.002
            WHEAT-4.26-5.2609.02.2026150-110380150150267,320.002
            WHEAT-4.26-5.2610.02.20260-4203800000.000
            WHEAT-4.26-5.2611.02.20260-1103800000.000
            WHEAT-4.26-5.2612.02.20260-4504200000.000
            WHEAT-4.26-5.2613.02.2026150-110380150150132,970.001
            WHEAT-4.26-5.2616.02.2026170-1106702001505164,810.005
            WHEAT-4.26-5.2617.02.20260-1103800000.000
            WHEAT-4.26-5.2618.02.2026250-110380250250132,890.001
            WHEAT-4.26-5.2619.02.2026180-110380180180132,820.001
            WHEAT-4.26-5.2620.02.2026180-110380180180132,760.001
            WHEAT-4.26-5.2624.02.2026150-110380150150266,180.002
            WHEAT-4.26-5.2625.02.20260-1103800000.000
            WHEAT-4.26-5.2626.02.2026250-110380250250132,830.001
            WHEAT-4.26-5.2627.02.20260-1104100000.000
            WHEAT-4.26-5.2602.03.2026110-2403001808010331,510.0010
            WHEAT-4.26-5.2603.03.202680-40230170708266,020.008
            WHEAT-4.26-5.2604.03.2026180-403201801703100,000.003
            WHEAT-4.26-5.2605.03.202680-40340140508266,230.008
            WHEAT-4.26-5.2606.03.202650-1702801402025832,990.0018
            WHEAT-4.26-5.2609.03.2026-400-860170130-8602237,713,750.00207
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)