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