Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ4-9.16-12.16
Short code
O4U6O4Z6
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Trading results
Description
Futures contract on 4-year Russian Federation government bonds
Type
Calendar spread
First trading day
20/05/2016
Last trading day
02/09/2016
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-9.16
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-12.16
