Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ2-12.16-3.17
Short code
O2Z6O2H7
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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
