Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-3.18-6.18

 

Short code

SRH8SRM8

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

09/03/2017

 

Last trading day

15/03/2018

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-3.18

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-6.18