Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ4-3.18-6.18

 

Short code

O4H8O4M8

• Trading results

Description

Futures contract on 4-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

23/11/2017

 

Last trading day

02/03/2018

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-3.18

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-6.18