Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-6.20-9.20

 

Short code

SRM0SRU0

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

11/06/2019

 

Last trading day

18/06/2020

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-6.20

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-9.20