Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ2-6.20-9.20
Short code
O2M0O2U0
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Trading results
Description
Futures contract on 2-year Russian Federation government bonds
Type
Calendar spread
First trading day
13/02/2020
Last trading day
04/06/2020
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-6.20
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ2-9.20
