National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

National Clearing Centre

Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

National Mercantile Exchange

Regulated commodity markets

Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ2-12.16-3.17

Short code

O2Z6O2H7

• Trading results

Description

Futures contract on 2-year Russian Federation government bonds

Type

Calendar spread

First trading day

18/08/2016

Last trading day

02/12/2016

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ2-12.16

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ2-3.17