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

Regulated commodity markets

Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ4-12.15-3.16

Short code

O4Z5O4H6

• Trading results

Description

Futures contract on 4-year Russian Federation government bonds

Type

Calendar spread

First trading day

20/08/2015

Last trading day

04/12/2015

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-12.15

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-3.16