Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ6-3.19-6.19

 

Short code

O6H9O6M9

• Trading results

Description

Futures contract on 6-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

26/11/2018

 

Last trading day

04/03/2019

 

First leg of CS

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

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-6.19