Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ2-12.14-3.15
Short code
O2Z4O2H5
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Trading results
Description
Futures contract on 2-year Russian Federation government bonds
Type
Calendar spread
First trading day
19/08/2014
Last trading day
04/12/2014
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-12.14
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-3.15
