Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ6-3.14-6.14

 

Short code

O6H4O6M4

• Trading results

Description

Futures contract on 6-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

20/11/2013

 

Last trading day

04/03/2014

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-3.14

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-6.14