Futures codes on the futures market of the Moscow Exchange
It is not uncommon for a trader who encounters trading for the first time futures on the Moscow Exchange (MICEX-RTS), gets lost in the contract specifications. Specific alphanumeric designations of codes are quite simple and it is not difficult to remember them, but it is required to understand them.
Appearance of codes on futures
Futures code consists of three main elements:
Futures code
- С - base asset code consisting of 2 characters
- М - futures execution month, consisting of 1 character
- Y - the year of execution of the futures, consisting of 1 character
We'll talk about the underlying asset code on the futures later, but let's deal with the dates right away.
Field M (month of execution) of the futures code
So, the field M - futures execution month, encoded by the following symbols:
Month | Futures 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
ForTrader.org magazine reminds us that every futures contract has an expiration date. About the month when it expires, i.e. occurs expirationWe talked about above.
Field Y (year of execution) of the futures code
It is even simpler with the futures contract year field. It is a single digit duplicating the last digit of the year, i.e.
- 5 - 2005,
- 8 - 2018,
- 0 - 2020,
- 1 - 2021.
Field C (underlying asset) of the futures code
The hardest to remember futures code field is the asset code itself. We specifically offer you a breakdown by asset type to make it easier to find the right one.
Currency futures
Base asset code in the "C" field (Code of the underlying asset in the underlying market) - underlying asset name
- AU (AUDU) - the rate of the pair Australian dollar to the US dollar (AUD/USD)
- ED (ED) - Euro-dollar pair rate (EUR/USD)
- Eu (Eu) - Euro-ruble pair rate (EUR/RUB)
- GU (GBPU) - the Pound Sterling - U.S. Dollar (GBP/USD)
- Si (Si) - The rate of the pair dollar-ruble (USD/RUB)
- CY (CY) - Chinese Yuan - Russian Ruble (CNH/RUB) exchange rate
- CA (UCAD) - exchange rate US dollar - Canadian dollar (USD/CAD)
- CF (UCHF) - U.S. dollar-Swiss franc exchange rate (USD/CHF)
- JP (UJPY) - exchange rate US dollar - Japanese yen (USD/JPY)
- TR (UTRY) - exchange rate US dollar - Turkish lira
- IN (UINR) - U.S. dollar to Indian rupee exchange rate
- UU (UUAH) - exchange rate US dollar - Ukrainian hryvnia
Commodity futures
Base asset code in the "C" field (Code of the underlying asset in the underlying market) - underlying asset name
- BR (BR) - futures on BRENT oil
- Co (Co) - futures on copper Grade A
- DZ - diesel fuel L-0,2-62 (GOST 305-82)
- GD (GOLD) - futures on refined gold bullion
- PD (PLD) - futures on refined palladium on a bar
- PT (PLT) - a futures on refined platinum on a bar
- UR (UR) - futures for "URALS" oil
- SV (SILV) - silver futures
- SL (SLV) - futures on silver (deliverable)
- AM (ALMN) - aluminum futures
- CL (CL) - futures on Light Sweet Crude Oil
- GO (GLD) - futures on gold (deliverable)
- Nl (Nl) - nickel futures with 99.80% purity (minimum)
- Zn (Zn) - zinc futures
- NG (NG) - futures on natural gas
Agrofutures
Base asset code in the "C" field (Code of the underlying asset in the underlying market) - underlying asset name
- SU (SUGA) - futures for granulated sugar made in accordance with GOST 21-94
- SA (SUGR) - futures on raw sugar
Index futures
Base asset code in the "C" field (Code of the underlying asset in the underlying market) - underlying asset name
- MX (MIX) - futures on the MosExchange Index
- MM(MXI ) - futures on the MosExchange Index (mini)
- RI (RTS) -. RTS index futures
- RS (RTSS) - blue chip index futures
- 4B (ALSI) - FTSE/JSE Top40 index futures
- VI (RVI) - futures on the volatility of the Russian market
Stock futures
Base asset code in the "C" field (Code of the underlying asset in the underlying market) - underlying asset name
- CH (CHMF) - ordinary shares PJSC "Severstal"
- FS (FEES) - ordinary shares of PJSC "FGC UES"
- GM (GMKR) - shares of GC "Norilsk Nickel"
- GZ (GAZR) - shares of PJSC "Gazprom"
- HY (HYDR) - ordinary shares of PJSC "RusHydro"
- LK (LKOH) - shares of NC "LUKOIL"
- MT (MTSI) - ordinary shares of PJSC "MTS"
- NK (NOTK) - ordinary shares of PJSC "NOVATEK"
- PZ (PLZL) - ordinary shares of OJSC "Pole"
- RN (ROSN) - shares of PJSC NC Rosneft"
- RT (RTKM) - shares of PJSC "Rostelecom"
- SG (SNGP) - preferred shares OJSC "Surgutneftegas"
- SN (SNGR) - ordinary shares of OJSC "Surgutneftegas
- SP (SBPR) - preferred shares of PJSC Sberbank
- SR (SBRF) - ordinary shares of PJSC "Sberbank"
- TN (TRNF) - preferred shares of PJSC "Transneft"
- TT (TATN) - ordinary shares of PJSC "Tatneft"V.D. Shashin
- VB (VTBR) - ordinary shares of PAO VTB Bank
- AF (AFLT) - ordinary shares of PJSC "Aeroflot"
- AL (ALRS) - ordinary shares of AK "ALROSA"(PJSC)
- MN (MGNT) - ordinary shares of PJSC "Magnet"
- ME (MOEX) - ordinary shares of PJSC Moscow Exchange
- NM (NLMK) - ordinary shares of PJSC "NLMK
- MG (MAGN) - ordinary shares of PJSC Magnitogorsk Iron and Steel Works
- BW (GBMW) - ordinary shares of BMW AG
- DM (GDAI) - ordinary shares of Daimler AG
- DB (GDBK) - ordinary shares of Deutsche Bank AG
- SM (GSIE) - ordinary shares of Siemens AG
- VM (GVW3) - preferred shares Volkswagen AG
Futures on money market instruments
Base asset code in the "C" field (Code of the underlying asset in the underlying market) - underlying asset name
- OX (OF10) - futures on "ten-year" federal loan bonds
- OV (OF15) - futures on "fifteen-year" federal loan bonds
- MP (MOPR) - futures contract on MosPrime three-month loan rateThe MosPrime three-month loan rate
- O2 (OFZ2) is a "two-year" futures bonds federal loan
- O4 (OFZ4) - futures on "four-year" federal loan bonds
- O6 (OFZ6) - futures on "six-year" federal loan bonds
- RR (RUON) - RUONIA rate
- MF (1MFR) rate RUSFAR
- DF (1MDR) - RUSFARUSD bet
Example of futures code decoding
Code "OF15-3.20" means that the futures contract for "fifteen-year" federal loan bonds is due in March 2020.
We have not presented all possible variants of the futures traded on the MosExchange - markets change and so do the contracts. You can always find the full list on the stock exchange site.