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                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)
                MY MOEXCNY MOEX Russia Index (CNY)
                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 (Daily Futures)
                IP IPO MOEX Index IPO
                 
                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.)
                GAZPF GAZPF Gazprom (o.s., Daily Futures)
                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.)
                SBERF SBERF Sberbank (o.s., Daily Futures)
                SG SNGP Surgutneftegas (p.s.)
                SN SNGR Surgutneftegas (o.s.)
                TT TATN Tatneft (o.s.)
                TP TATP Tatneft (p.s.)
                TN TRNF Transneft (p.s.)
                VB VTBR VTB Bank (o.s.)
                MG MAGN MMK (o.s.)
                PZ PLZL Polus (o.s.)
                YD YDEX Yandex (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.)
                SS SMLT Samolet Group (o.s.)
                MC MTLR Mechel (o.s.)
                RE RSTI Rosseti (o.s.)
                SO SIBN Gazprom Neft (o.s.)
                TI TCSI TKS Holding (o.s)
                VK VKCO VK (o.s.)
                SF SPYF SPY 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.)
                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.)
                R2 R2000 iShares Russell 2000 ETF
                DJ DJ30 DJ Industrial Average ETF Trust
                BB ALIBABA Alibaba Group Holding Limited ADR
                BD BAIDU Baidu Inc. ADR
                RA RASP Raspadskaya (o.s.)
                FE FESH DVMP (o.s.)
                RU RNFT Russneft (o.s.)
                LE LEAS Evroplan (o.s.)
                EM EM iShares MSCI Emerging Markets ETF
                SH SFIN CFI
                TB T T-Technology
                NB BELUGA NovaBev
                X5 X5 Corporate center X5
                 
                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 (Daily Futures)
                EURRUBF EURRUBF EUR/RUB (Daily Futures)
                CNYRUBF CNYRUBF CNY/RUB (Daily Futures)
                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 (Daily Futures)
                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 delivery
                W4 WHEAT Wheat
                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.)
                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.)
                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 TKS Holding (o.s.)
                VK VKCO VK  (o.s.)
                VB VTBR VTB Bank (o.s.)
                YD YDEX Yandex (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.)
                AS ASTR Astra Group (o.s.)
                DI DIAS Diasoft (o.s.)
                MO MSNG Mosenergo (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

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