Parameters of calendar spread

Select contract

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