Parameters of calendar spread
Select contract
Parameters of calendar spread
Contract code
OFZ6-3.20-6.20
Short code
O6H0O6M0
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Trading results
Description
Futures contract on 6-year Russian Federation government bonds
Type
Calendar spread
First trading day
13/11/2019
Last trading day
04/03/2020
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-3.20
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-6.20
