Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ6-12.16-3.17

 

Short code

O6Z6O6H7

• Trading results

Description

Futures contract on 6-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

18/08/2016

 

Last trading day

02/12/2016

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-12.16

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-3.17