Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-9.13-12.13

 

Short code

SRU3SRZ3

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

02/11/2012

 

Last trading day

13/09/2013

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-9.13

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-12.13