Parameters of calendar spread
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Parameters of calendar spread
Contract code
OFZ6-6.14-9.14
Short code
O6M4O6U4
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Trading results
Description
Futures contract on 6-year Russian Federation government bonds
Type
Calendar spread
First trading day
20/02/2014
Last trading day
04/06/2014
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-6.14
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-9.14