Parameters of calendar spread
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Parameters of calendar spread
Contract code
OFZ6-12.13-3.14
Short code
O6Z3O6H4
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Trading results
Description
Futures contract on 6-year Russian Federation government bonds
Type
Calendar spread
First trading day
21/08/2013
Last trading day
04/12/2013
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-12.13
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-3.14