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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
Derivatives Market

Derivatives Market

About us
Opening auction
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    Technological services
    Risk balancing (netting)
    Settlement on T+2 market
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      RFS on the Derivatives Market
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            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            SPYF-12.21-3.22
             
            Short code
            SFZ1SFH2
            • Trading results
            Description
            Futures contracts on SPY ETF Trust
             
            Type
            Calendar spread
             
            First trading day
            25/05/2021
             
            Last trading day
            17/12/2021
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-12.21
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=SPYF-3.22