Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ6-12.18-3.19

 

Short code

O6Z8O6H9

• Trading results

Description

Futures contract on 6-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

23/08/2018

 

Last trading day

04/12/2018

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-12.18

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-3.19