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Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ4-9.18-12.18
Short code
O4U8O4Z8
•
Trading results
Description
Futures contract on 4-year Russian Federation government bonds
Type
Calendar spread
First trading day
25/05/2018
Last trading day
04/09/2018
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-9.18
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ4-12.18