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 (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 MAIL 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
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.
3 – 2023,
4 – 202
4,

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:

  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:
  • 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