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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-5.26-6.2620.02.20260000000.000
            WHEAT-5.26-6.2624.02.20260-1504000000.000
            WHEAT-5.26-6.2625.02.20260-2704000000.000
            WHEAT-5.26-6.2626.02.20260-2203500000.000
            WHEAT-5.26-6.2627.02.2026170-180430170903100,000.003
            WHEAT-5.26-6.2602.03.2026110-1907802101106200,400.006
            WHEAT-5.26-6.2603.03.2026250-4008602501403100,560.003
            WHEAT-5.26-6.2604.03.20260-707600000.000
            WHEAT-5.26-6.2605.03.202650-130190150-40341,129,070.0034
            WHEAT-5.26-6.2606.03.2026190-13033019015018603,530.0018
            WHEAT-5.26-6.2609.03.202620-1001130700201936,716,820.00193
            WHEAT-5.26-6.2610.03.20260-620700240-210712,388,310.0071
            WHEAT-5.26-6.2611.03.2026100-550700190-10371,255,520.0037
            WHEAT-5.26-6.2612.03.202640-550700280-310842,930,350.0084
            WHEAT-5.26-6.2613.03.202650-550700200-70331,154,240.0033
            WHEAT-5.26-6.2616.03.202610-550700240-70933,293,230.0093
            WHEAT-5.26-6.2617.03.2026150-550700240-1022787,010.0022
            WHEAT-5.26-6.2618.03.202650-55070024050441,573,520.0044
            WHEAT-5.26-6.2619.03.2026320-550700700-30572,054,710.0057
            WHEAT-5.26-6.2620.03.202690-550490330-20562,008,320.0056
            WHEAT-5.26-6.2623.03.2026210-550650410-3001344,807,330.00133
            WHEAT-5.26-6.2624.03.2026270-55058027010019673,050.0019
            WHEAT-5.26-6.2625.03.2026340-55064039016025883,450.0025
            WHEAT-5.26-6.2626.03.2026340-550640490210622,199,690.0062
            WHEAT-5.26-6.2627.03.2026330-550640430-20301,057,680.0028
            WHEAT-5.26-6.2630.03.2026200-55075037070451,589,720.0045
            WHEAT-5.26-6.2631.03.2026280-55071033021021746,030.0020
            WHEAT-5.26-6.2601.04.2026260-550710370210341,199,370.0027
            WHEAT-5.26-6.2602.04.2026290-55060032070923,254,230.0065
            WHEAT-5.26-6.2603.04.2026280-55060031028013459,790.0012
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)