Parameters of calendar spread
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Parameters of calendar spread
Contract code
OF10-9.15-12.15
Short code
OXU5OXZ5
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Trading results
Description
Futures contract on 10-year Russian Federation government bonds
Type
Calendar spread
First trading day
20/05/2015
Last trading day
04/09/2015
First leg of CS
https://www.moex.com/en/contract.aspx?code=OF10-9.15
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OF10-12.15