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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
Derivatives Market

Derivatives Market

About us
Opening auction
Connection
    Technological services
    Risk balancing (netting)
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      RFS on the Derivatives Market
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            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            RGBI-3.24-6.24
             
            Short code
            RBH4RBM4
            • Trading results
            Description
            RGBI Index futures contract
             
            Type
            Calendar spread
             
            First trading day
            21/08/2023
             
            Last trading day
            01/03/2024
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=RGBI-3.24
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=RGBI-6.24