Parameters of calendar spread

Select contract

Parameters of calendar spread

Contract code

SBRF-9.15-12.15

 

Short code

SRU5SRZ5

• Trading results

Description

Futures on Sberbank ordinary shares

 

Type

Calendar spread

 

First trading day

08/08/2014

 

Last trading day

15/09/2015

 

First leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-9.15

 

Second leg of CS

https://www.moex.com/en/contract.aspx?code=SBRF-12.15