Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-3.14-6.14

 

Short code

SRH4SRM4

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

11/03/2013

 

Last trading day

14/03/2014

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-3.14

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-6.14