Specifications ticker codes for Futures and Options

Moscow Exchange ticker codes for Futures and Options consist of the following parts:

Futures codes
C M Y
       

 

Options codes
C P K M Y W
                                                                            

C – code of the underlying asset, 2 symbols,
P – strike price, variable quantity of symbols,
К – settlement type, 1 symbol,
M – settlement month (for options it also determines contract type – call or put), 1 symbol,
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 underlyingasset
Underlying asset
Indices MX MIX MOEX Russia Index
MM MXI MOEX Russia Index (mini)
RI RTS RTS Index
RS RTSS Blue Chips Index
4B ALSI FTSE/JSE Top40 Index
VI RVI Russian Market Volatility
US U500 Solactive US Large Cap Index (PR)
   
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.) 
GM GMKR 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.)
SN SNGR Surgutneftegas (o.s.)
TT TATN Tatneft (o.s.)
TN TRNF Transneft (p.s.)
VB VTBR VTB Bank (o.s.)
BW GBMW BMW AG (o.s.) 
DM GDAI Daimler AG (o.s.) 
DB GDBK Deutsche Bank AG (o.s.)
SM GSIE Siemens AG (o.s.) 
VM GVW3 Volkswagen AG (p.s.) 
   
Interest Rates OX OF10 10-year Russian Government Bonds
OV OF15 15-year Russian Government Bonds
O2 OFZ2 2-year Russian Government Bonds
O4 OFZ4 4-year Russian Government Bonds
O6 OFZ6 6-year Russian Government Bonds
MP MOPR MosPRIME
RR RUON RUONIA
       
FXs AU AUDU AUD/USD
CY CY CNY/RUB 
ED ED EUR/USD
Eu Eu EUR/RUB 
GU GBPU GBP/USD 
Si Si USD/RUB 
CA UCAD USD/CAD 
CF  UCHF USD/CHF 
JP UJPY USD/JPY 
TR UTRY USD/TRY 
UU UUAH USD/UAH 
IN UINR USD/INR
   
Commodities BR BR BRENT
CL CL Light Sweet Crude Oil
CU CU Copper
GD GOLD Gold
PD PLD Palladium
PT PLT Platinum
SV SILV Silver
SA SUGR Raw Sugar
Al Al Aluminum
Co Co Copper
GO GLD Gold (deliverable)
Nl Nl Nickel
Zn Zn Zinc

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.

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

Coding of settlement month (field "M")

Futures   Options
Month Code
January F
February G
March H
April J
May K
June M
July N
August Q
September U
October V
November X
December Z
 
Month Call Put
January A M
February B N
March C O
April D P
May E Q
June F R
July G S
August H T
September I U
October J V
November K W
December L X

Coding of settlement year (field "Y")

The settlement year for futures and options is coded with one digit from 0 to 9.
2 – 2002,
9 – 2009,
0 – 2010,
1 – 2011.

Weekly option indicator (field "W")

Field Code Week
null Monthly or quarterly option
A Weekly option expiring on the first Thursday of the month
B Weekly option expiring on the second Thursday of the month
D Weekly option expiring on the fourth Thursday of the month
E Weekly option expiring on the fifth Thursday of the month

 Algorithm for determining values of fields Y, M and W of a weekly option:

  1. Determine the Thursday of the week with the expiration date
  2. Y value is based on the year of the Thursday
  3. M value is based on the month of the Thursday
  4. W value is based on of the Thursday in the month

Example:
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. The option"s short code will be RI130000BA0A, since the Thursday is in January 2020 and it is the first Thursday of the month.