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Synthetic Matching of Calendar Spreads
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Parameters of calendar spread
Contract code
OFZ4-3.14-6.14
Short code
O4H4O4M4
•
Trading results
Description
Futures contract on 4-year Russian Federation government bonds
Type
Calendar spread
First trading day
20/11/2013
Last trading day
04/03/2014
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-3.14
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-6.14
