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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
            WHEAT-8.24-9.2424.05.20240000000.000
            WHEAT-8.24-9.2427.05.20240000000.000
            WHEAT-8.24-9.2428.05.2024-260-570390-160-2602150,040.002
            WHEAT-8.24-9.2429.05.2024-290-450160150-4506485,700.006
            WHEAT-8.24-9.2430.05.2024-490-75020-290-4904328,560.004
            WHEAT-8.24-9.2431.05.2024-590-740-20-40-5905366,600.005
            WHEAT-8.24-9.2403.06.2024150-4302701501202137,580.002
            WHEAT-8.24-9.2404.06.2024320-2204803202302137,540.002
            WHEAT-8.24-9.2405.06.20240-3804900000.000
            WHEAT-8.24-9.2406.06.2024130-5001301301304272,880.004
            WHEAT-8.24-9.2407.06.20240-4202200000.000
            WHEAT-8.24-9.2410.06.20240-2504100000.000
            WHEAT-8.24-9.2411.06.202402904100000.000
            WHEAT-8.24-9.2413.06.20243802907203802904267,160.004
            WHEAT-8.24-9.2414.06.202405505900000.000
            WHEAT-8.24-9.2417.06.20240-180-1800000.000
            WHEAT-8.24-9.2418.06.20240-1504300000.000
            WHEAT-8.24-9.2419.06.2024430430430430430166,220.001
            WHEAT-8.24-9.2420.06.2024470180520470470166,420.001
            WHEAT-8.24-9.2421.06.2024-40-70340200-405329,220.005
            WHEAT-8.24-9.2424.06.20240-19034000166,800.001
            WHEAT-8.24-9.2425.06.2024150-30340200504268,040.004
            WHEAT-8.24-9.2426.06.2024340-303403401905335,420.005
            WHEAT-8.24-9.2427.06.2024420-305004203403199,840.003
            WHEAT-8.24-9.2428.06.2024200-305302602002132,920.002
            WHEAT-8.24-9.2401.07.2024420-305404201307457,300.007
            WHEAT-8.24-9.2402.07.2024420-306005604203197,860.003
            WHEAT-8.24-9.2403.07.2024270-306305302705326,080.005
            WHEAT-8.24-9.2404.07.2024150-3055041012012767,460.0011
            WHEAT-8.24-9.2405.07.2024200-304003001109575,380.007
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)