Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-6.24-9.24

 

Short code

SRM4SRU4

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

31/05/2023

 

Last trading day

20/06/2024

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-6.24

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-9.24