Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-6.16-9.16

 

Short code

SRM6SRU6

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

21/09/2015

 

Last trading day

16/06/2016

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-6.16

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-9.16