Parameters of calendar spread
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Parameters of calendar spread
Contract code
OFZ4-3.22-6.22
Short code
O4H2O4M2
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Trading results
Description
Futures contract on 4-year Russian Federation government bonds
Type
Calendar spread
First trading day
15/11/2021
Last trading day
24/03/2022
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-3.22
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-6.22