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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            SBRF-9.22-12.22
             
            Short code
            SRU2SRZ2
            • Trading results
            Description
            Futures on Sberbank ordinary shares
             
            Type
            Calendar spread
             
            First trading day
            02/09/2021
             
            Last trading day
            15/09/2022
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=SBRF-9.22
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=SBRF-12.22