Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ4-6.14-9.14

 

Short code

O4M4O4U4

• Trading results

Description

Futures contract on 4-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

20/02/2014

 

Last trading day

04/06/2014

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-6.14

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ4-9.14