Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ2-12.21-3.22

 

Short code

O2Z1O2H2

• Trading results

Description

Futures contract on 2-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

16/08/2021

 

Last trading day

03/12/2021

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ2-12.21

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ2-3.22