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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
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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            OFZ2-3.15-6.15
             
            Short code
            O2H5O2M5
            • Trading results
            Description
            Futures contract on 2-year Russian Federation government bonds
             
            Type
            Calendar spread
             
            First trading day
            19/11/2014
             
            Last trading day
            04/03/2015
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=OFZ2-3.15
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=OFZ2-6.15