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Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ2-3.16-6.16
Short code
O2H6O2M6
•
Trading results
Description
Futures contract on 2-year Russian Federation government bonds
Type
Calendar spread
First trading day
23/11/2015
Last trading day
03/03/2016
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-3.16
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-6.16
