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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

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            4. Synthetic Matching of Calendar Spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            WHEAT-9.23-10.23
             
            Short code
            W4U3W4V3
            • Trading results
            Description
            CPT Novorossiysk Russian Wheat Index Futures Contract
             
            Type
            Calendar spread
             
            First trading day
            31/01/2023
             
            Last trading day
            29/09/2023
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=WHEAT-9.23
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=WHEAT-10.23