Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

OFZ6-6.16-9.16

 

Short code

O6M6O6U6

• Trading results

Description

Futures contract on 6-year Russian Federation government bonds

 

Type

Calendar spread

 

First trading day

22/02/2016

 

Last trading day

03/06/2016

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-6.16

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=OFZ6-9.16