Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ2-12.17-3.18
Short code
O2Z7O2H8
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Trading results
Description
Futures contract on 2-year Russian Federation government bonds
Type
Calendar spread
First trading day
21/08/2017
Last trading day
04/12/2017
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-12.17
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-3.18
