Derivatives Market Futures and Options Contract Code Specifications

Codes of derivative contracts have 2 unique codes:

  1. Short
  2. Long (Full code)

Codes are different for futures and options contracts. Each code consists of components that include all the necessary information about the contract.

Below are brief and complete futures and options contract codes with examples and lists of values.

Futures codes

Short code

C M Y
       


Full code

C   M   Y
      -     -    


Perpetual futures code

C  
            F


Example 1:
RTS Index futures contract with expiration on 21.12.2023

Short code

Full code

Example 2:
Daily futures contract with automatic prolongation on USD/RUB

Perpetual futures code

Options codes

Short code

C P K M Y W
                       


Full code

C K D T E P
                               


Example:
Weekly equity-style put option on Gazprom share with expiration at 26.10.2022 and strike price 190.

Short code

Full code

 


Codes of the underlying asset for futures and futures-style options (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
IMOEXF IMOEXF MOEX Russia 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.)
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.
VK VKCO VK
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 Artgen (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 NovaBev Group (o.s.)
FL FLOT Sovcomflot (o.s.)
BS BSPB BSPB (o.s.)
BN BANE Bashneft (o.s.)
KM KMAZ Kamaz (o.s.)
AS ASTR Astra Group (o.s.)
S0 SOFL Softline (o.s.)
  SC SVCB Sovkombank (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
BY BYN BYN/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
UT UKZT USD/KZT
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 European option (field "C")

Contract's Group Code
of the underlying asset
Code
of the underlying asset in the Derivatives market
Underlying asset
Equities AL ALRS ALROSA (o.s.)
АК AFKS AFK Systema (o.s.)
CH CHMF Severstal (o.s.)
FV FIVE GDR X5 Retail Group N.V.
GZ GAZP Gazprom (o.s.)
GK GMKN Norilsk Nickel (o.s.)
IR IRAO Inter RAO Group (o.s.)
LK LKOH LUKOIL (o.s.)
MG MAGN MMK (o.s.)
MN MGNT Magnit (o.s.)
MC MTLR Mechel (o.s.)
NM NLMK NLMK (o.s.)
NK NVTK NOVATEK (o.s.)
OZ OZON ADR Ozon Holdings Plc
PH PHOR PhosAgro (o.s.)
PI PIKK PIK (o.s.)
PZ PLZL Polus (o.s.)
PO POLY Polymetal International (o.s.)
RN ROSN Rosneft (o.s.)
RL RUAL United Company Rusal (o.s.)
SR SBER Sberbank (o.s.)
SP SBERP Sberbank (p.s.)
SS SMLT Samolet Group (o.s.)
SN SNGS Surgutneftegas (o.s.)
TI TCSG GDR TCS Group Holding Plc  
VK VKCO VK  
VB VTBR VTB Bank (o.s.)
YN YNDX Yandex N.V. (o.s.)
TT TATN Tatneft (o.s.)
MT MTSS MTS (o.s.)
PS POSI Group Positive (o.s.)
ME MOEX Moscow Exchange (o.s.)
IS ISKJ Artgen  (o.s.)
SC SVCB Sovkombank (o.s.)
FX Contracts Si Si USD-RUB Exchange Rate
Eu Eu EUR/RUB Exchange Rate
CR CNY CNY/RUB Exchange Rate
Commodities GL GL Gold
Indices IM IMOEX MOEX Russia Index

 

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 in its turn is the product of an underlying asset’s price and lot size.

For premium stock options, the strike price field indicates the unit price of the underlying asset.

Coding of settlement type in short code (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

Full Code Settlement type (field "К")

Symbol in short code Settlement type
P Equity-style
M Futures-style

Full Code Option type (field "T")

Symbol in short code Option type
С Call
Р Put

Full Code Expiration type (field "E")

Symbol in short code Expiration type
A American
E European

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.
4 – 2024,
5 – 2025,
6 – 2026.

Coding of weekly option sign (field "W")

Field Code Weekly Options
null Monthly or quarterly option
A Weekly option expiring on the first week of the month
B Weekly option expiring on the second week of the month
С Weekly option expiring on the third week of the month
D Weekly option expiring on the fourth week of the month
E Weekly option expiring on the fifth week of the month

Algorithm for determining values of fields Y, M and W of short code 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

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 SBER with a strike of 240 expires on Wednesday, 31.01.2024.
The system encodes such series as February, because the Thursday of this week falls in February.
Code of the month: B (February)
Week code: A (1st-week of the month). The Thursday closest to the expiration date of 31.01.2024 is 01.02.2024, i.e. already in February
Short code: SR240BCB4A
Full code: SBERP310124CE240

Example 3:
The Derivatives market provides the possibility of entering option contracts with zero and negative strikes. An example of their encoding for a monthly call option on the July Brent crude oil futures expires 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