Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-12.20-3.21

 

Short code

SRZ0SRH1

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

09/12/2019

 

Last trading day

17/12/2020

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-12.20

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-3.21