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Synthetic Matching of Calendar Spreads
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Parameters of calendar spread
Contract code
OFZ4-6.15-9.15
Short code
O4M5O4U5
•
Trading results
Description
Futures contract on 4-year Russian Federation government bonds
Type
Calendar spread
First trading day
18/02/2015
Last trading day
04/06/2015
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-6.15
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-9.15
