Parameters of calendar spread
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Parameters of calendar spread
Contract code
OFZ4-12.16-3.17
Short code
O4Z6O4H7
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Trading results
Description
Futures contract on 4-year Russian Federation government bonds
Type
Calendar spread
First trading day
18/08/2016
Last trading day
02/12/2016
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-12.16
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-3.17