Parameters of calendar spread
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Parameters of calendar spread
Contract code
OFZ6-6.17-9.17
Short code
O6M7O6U7
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Trading results
Description
Futures contract on 6-year Russian Federation government bonds
Type
Calendar spread
First trading day
21/02/2017
Last trading day
02/06/2017
First leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-6.17
Second leg of CS
https://www.moex.com/en/contract.aspx?code=OFZ6-9.17