MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
Derivatives Market

Derivatives Market

About us
Opening auction
Connection
    Technological services
    Risk balancing (netting)
    Settlement on T+2 market
    Clearing&Settlement
      RFS on the Derivatives Market
        Risk-management system
        Fees
        Members
          Instruments
            Contacts for block trading
            Market Making
            Documents
            Initial Margin
            Interactive Trading Calendar
            1. Home
            2. Derivatives Market
            3. Technological services
            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
            Subscription Print version

            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            OFZ6-12.17-3.18
             
            Short code
            O6Z7O6H8
            • Trading results
            Description
            Futures contract on 6-year Russian Federation government bonds
             
            Type
            Calendar spread
             
            First trading day
            21/08/2017
             
            Last trading day
            04/12/2017
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=OFZ6-12.17
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=OFZ6-3.18