Specifications ticker codes for Futures and Options
Moscow Exchange ticker codes for Futures and Options consist of the following parts:
| C | M | Y | |
|---|---|---|---|
| C | P | K | M | Y | W | |||||
|---|---|---|---|---|---|---|---|---|---|---|
C – code of the underlying asset, 2 symbols,
P – strike price (maximum of 6 symbols),
К – settlement type,
M – settlement month (for options it also determines contract type),
Y – settlement year, 1 symbol,
W – weekly option indicator.
Codes of the underlying asset (field "C")
| Contract's Group | Futures and Options codes(field "C") |
Code of the underlying asset |
Underlying asset |
|---|---|---|---|
| Indices | MX | MIX | MOEX Russia Index |
| MM | MXI | MOEX Russia Index (mini) | |
| RI | RTS | RTS Index | |
| RM | RTSM | RTS Index (mini) | |
| VI | RVI | Russian Market Volatility | |
| HO | HOME | Moscow Real Estate DomClick Index | |
| OG | OGI | Oil&Gas MOEX Index | |
| MA | MMI | Metals & Mining MOEX Index | |
| FN | FNI | Financial MOEX Index | |
| CS | CNI | Consumer MOEX Index | |
| RB | RGBI | RGBI Index | |
| Equities | AF | AFLT | Aeroflot (o.s.) |
| AL | ALRS | ALROSA (o.s.) | |
| CH | CHMF | Severstal (o.s.) | |
| FS | FEES | FGC UES (o.s.) | |
| GZ | GAZR | Gazprom (o.s.) | |
| GK | GMKN | Norilsk Nickel (o.s.) | |
| HY | HYDR | RusHydro (o.s.) | |
| LK | LKOH | LUKOIL (o.s.) | |
| MN | MGNT | Magnit (o.s.) | |
| ME | MOEX | Moscow Exchange (o.s.) | |
| MT | MTSI | MTS (o.s.) | |
| NM | NLMK | NLMK (o.s.) | |
| NK | NOTK | NOVATEK (o.s.) | |
| RN | ROSN | Rosneft (o.s.) | |
| RT | RTKM | Rostelecom (o.s.) | |
| SP | SBPR | Sberbank (p.s.) | |
| SR | SBRF | Sberbank (o.s.) | |
| SG | SNGP | Surgutneftegas (p.s.) | |
| SR | SBER | Sberbank (o.s.) | |
| SN | SNGR | Surgutneftegas (o.s.) | |
| TT | TATN | Tatneft (o.s.) | |
| TN | TRNF | Transneft (p.s.) | |
| VB | VTBR | VTB Bank (o.s.) | |
| MG | MAGN | MMK (o.s.) | |
| PZ | PLZL | Polus (o.s.) | |
| YN | YNDF | Yandex N.V. (o.s.) | |
| AK | AFKS | AFK Systema (o.s.) | |
| IR | IRAO | Inter RAO Group (o.s.) | |
| PO | POLY | Polymetal International (o.s.) | |
| PI | PIKK | PIK (o.s.) | |
| SE | SPBE | SPB Exchange (o.s.) | |
| RL | RUAL | United Company Rusal (o.s.) | |
| PH | PHOR | PhosAgro (o.s.) | |
| DY | DSKY | Detsky mir (o.s.) | |
| SS | SMLT | Samolet Group (o.s.) | |
| MC | MTLR | Mechel (o.s.) | |
| RE | RSTI | Rosseti (o.s.) | |
| SO | SIBN | Gazprom Neft (o.s.) | |
| TI | TCSI | GDR TCS Group Holding Plc | |
| FV | FIVE | GDR X5 Retail Group N.V. | |
| ML | GDR VK Company Limited | ||
| OZ | OZON | ADR Ozon Holdings Plc | |
| SF | SPYF | SPDR S&P 500 ETF Trust | |
| NA | NASD | Invesco QQQ ETF Trust Unit Series 1 | |
| PS | POSI | Group Positive (o.s.) | |
| SX | STOX | iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | |
| HS | HANG | Tracker Fund of Hong Kong ETF | |
| DX | DAX | iShares Core DAX UCITS ETF (DE) | |
| N2 | NIKK | iShares Core Nikkei 225 ETF | |
| IS | ISKJ | HSCI (o.s.) | |
| WU | WUSH | WHOOSH Holding (o.s.) | |
| MV | MVID | M.video (o.s.) | |
| CM | CBOM | CREDIT BANK of Moscow (o.s.) | |
| SZ | SGZH | Segezha Group (o.s.) | |
| BE | BELU | Beluga Group (o.s.) | |
| FL | FLOT | Sovcomflot (o.s.) | |
| BS | BSPB | BSPB (o.s.) | |
| BN | BANE | Bashneft (o.s.) | |
| KM | KMAZ | Kamaz (o.s.) | |
| Interest Rates | RR | RUON | RUONIA |
| MF | 1MFR | RUSFAR | |
| FXs | CR | CNY | CNY/RUB |
| Eu | Eu | EUR/RUB | |
| Si | Si | USD/RUB | |
| USDRUBF | USDRUBF | USD/RUB | |
| EURRUBF | EURRUBF | EUR/RUB | |
| CNYRUBF | CNYRUBF | CNY/RUB | |
| TY | TRY | TRY/RUB | |
| HK | HKD | HKD/RUB | |
| AE | AED | AED/RUB | |
| I2 | INR | INR/RUB | |
| KZ | KZT | KZT/RUB | |
| AR | AMD | AMD/RUB | |
| ED | ED | EUR/USD | |
| AU | AUDU | AUD/USD | |
| GU | GBPU | GBP/USD | |
| CA | UCAD | USD/CAD | |
| CF | UCHF | USD/CHF | |
| JP | UJPY | USD/JPY | |
| TR | UTRY | USD/TRY | |
| UC | UCNY | USD/CNY | |
| EC | ECAD | EUR/CAD | |
| EG | EGBP | EUR/GBP | |
| EJ | EJPY | EUR/JPY | |
| Commodities | BR | BR | BRENT |
| CL | CL | Light Sweet Crude Oil | |
| GD | GOLD | Gold | |
| GL | GL | Gold (RUB) | |
| GLDRUBF | GLDRUBF | Gold | |
| PD | PLD | Palladium | |
| PT | PLT | Platinum | |
| SV | SILV | Silver | |
| SA | SUGR | Raw Sugar | |
| SL | SLV | Silver (deliverable) | |
| AM | ALMN | Aluminum | |
| Co | Co | Copper | |
| GO | GLD | Gold (deliverable) | |
| Nl | Nl | Nickel | |
| Zn | Zn | Zinc | |
| NG | NG | Natural Gas | |
| WH | WH4 | Wheat | |
| W4 | WHEAT | Wheat Index | |
| Su | SUGAR | Sugar | |
Codes of the underlying asset for the option (field "C")
| Contract's Group | Code of the underlying asset |
Code of the underlying asset in the Derivatives market |
Underlying asset |
|---|---|---|---|
| Equities | ALRS | AL | ALROSA (o.s.) |
| CHMF | CH | Severstal (o.s.) | |
| FIVE | FV | GDR X5 Retail Group N.V. | |
| GAZP | GZ | Gazprom (o.s.) | |
| GMKN | GK | Norilsk Nickel (o.s.) | |
| IRAO | IR | Inter RAO Group (o.s.) | |
| LKOH | LK | LUKOIL (o.s.) | |
| MAGN | MG | MMK (o.s.) | |
| MGNT | MN | Magnit (o.s.) | |
| MTLR | MC | Mechel (o.s.) | |
| NLMK | NM | NLMK (o.s.) | |
| NVTK | NK | NOVATEK (o.s.) | |
| OZON | OZ | ADR Ozon Holdings Plc | |
| PIKK | PI | PIK (o.s.) | |
| PLZL | PZ | Polus (o.s.) | |
| POLY | PO | Polymetal International (o.s.) | |
| ROSN | RN | Rosneft (o.s.) | |
| RUAL | RL | United Company Rusal (o.s.) | |
| SBER | SR | Sberbank (o.s.) | |
| SBERP | SP | Sberbank (p.s.) | |
| SMLT | SS | Samolet Group (o.s.) | |
| SNGS | SN | Surgutneftegas (o.s.) | |
| TCSG | TI | GDR TCS Group Holding Plc | |
| VKCO | VK | GDR VK Company Limited | |
| VTBR | VB | VTB Bank (o.s.) | |
| YNDX | YN | Yandex N.V. (o.s.) | |
| MOEX | ME | Moscow Exchange (o.s.) | |
| TATN | TT | Tatneft (o.s.) | |
| DSKY | DY | Detsky mir (o.s.) | |
| MTSS | MT | MTS (o.s.) | |
| POSI | PS | Group Positive | |
| ISKJ | IS | HSCI | |
| FX Contracts | Si | Si | USD-RUB Exchange Rate |
| Eu | Eu | EUR/RUB Exchange Rate | |
| CNY | CR | CNY/RUB Exchange Rate |
Coding of options strike price (field "P")
For options on futures it is the price of underlying asset (futures price) that is noted in the field "strike price". The futures price is in its turn the price of a number of shares constituting one futures contract.
For premium stock options, the strike price field indicates the unit price of the underlying asset.
Coding of settlement type (field "К")
| Symbol in short code |
Underlying asset | Category | Settlement type |
|---|---|---|---|
| A | Futures | American | Equity-style options |
| B | Futures | American | Futures-style options |
| С | Share, currency | European | Equity-style options |
Coding of settlement month (field "M")
| Futures | Options | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
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Coding of settlement year (field "Y")
The settlement year for futures and options is coded with one digit from 0 to 9.
3 – 2023,
4 – 2024,
5 – 2025.
Weekly option indicator (field "W")
| Field Code | Options for futures contracts | Options on securities | Currency options |
|---|---|---|---|
| null | Monthly or quarterly option | Monthly or quarterly option | Monthly or quarterly option |
| A | Weekly option expiring on the first Thursday of the month | Weekly option expiring on the first Wednesday of the month | Weekly option expiring on the first Thursday of the month |
| B | Weekly option expiring on the second Thursday of the month | Weekly option expiring on the second Wednesday of the month | Weekly option expiring on the second Thursday of the month |
| С | Weekly option expiring on the third Thursday of the month | Weekly option expiring on the third Wednesday of the month | Weekly option expiring on the third Thursday of the month |
| D | Weekly option expiring on the fourth Thursday of the month | Weekly option expiring on the fourth Wednesday of the month | Weekly option expiring on the fourth Thursday of the month |
| E | Weekly option expiring on the fifth Thursday of the month | Weekly option expiring on the fifth Wednesday of the month | Weekly option expiring on the fifth Thursday of the month |
W Algorithm for determining values of fields Y, M and of a weekly option:
- Determine the Thursday of the week with the expiration date
- Y value is based on the year of the Thursday
- M value is based on the month of the Thursday
- W value is based:
- by the ordinal number of this Thursday in the month (for options on index futures and currency pairs) Example 1
- by the ordinal number of the Thursday in the month preceding the last trading day of options (for stock futures options) Example 2
Example 1:
Weekly call option on RTS Index with a strike of 130000 expires on Monday, 30 December 2019. The Thursday of the week (2 January 2020) is not a trading day. The expiration was moved to the closest preceding trading day.
Short code: RI130000BA0A, since the Thursday is in January 2020 and it is the first Thursday of the month.
Full code: RTS-1.20M301219CA 130000
Example 2:
Weekly call option on SBRF with a strike of 20,000 expires on Wednesday, 31.03.2021.
The system encodes such a series as April, because the Thursday of this week falls in April.
Code of the month: D
Week code: A (1-week of the month). The Thursday closest to the expiration date of 31.03.2021 is 01.04.2020, i.e. already in April
Short code: SR20000BD1A
Full code: SBRF-4.21M310321CA 20000
The Derivatives market provides the possibility of entering optionl contracts with zero and negative strikes. An example of their encoding for a monthly call option on the July Brent crude oil futures exepires on June 25, 2020 with a strike of -10.
Short code: BR-10BF0
Full code: BR-7.20M250620СA -10
In case of a zero strike (0) for a similar contract:
Short code: BR0BF0
Full code: BR-7.20M250620СA 0