Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ4-3.17-6.17

 

Short code

O4H7O4M7

• Trading results

Description

Futures contract on 4-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

24/11/2016

 

Last trading day

03/03/2017

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-3.17

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-6.17