Parameters of calendar spread
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Parameters of calendar spread
Contract code
OFZ2-12.18-3.19
Short code
O2Z8O2H9
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Trading results
Description
Futures contract on 2-year Russian Federation government bonds
Type
Calendar spread
First trading day
23/08/2018
Last trading day
04/12/2018
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-12.18
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-3.19