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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 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)
RS RTSS Blue Chips Index
4B ALSI FTSE/JSE Top40 Index
VI RVI Russian Market Volatility
 
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.)
SN SNGR Surgutneftegas (o.s.)
TT TATN Tatneft (o.s.)
TN TRNF Transneft (p.s.)
TF TRNS 1/10 Transneft share value
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.)
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
BW GBMW BMW AG (o.s.)
SF SPYF SPDR S&P 500 ETF Trust
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
MF 1MFR RUSFAR
DF 1MDR RUSFARUSD
 
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
EG EGBP EUR/GBP
EC ECAD EUR/CAD
EJ EJPY EUR/JPY
 
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
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

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
С Weekly option expiring on the third 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

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