Appendix B: Symbol Construction
Commodity Futures Symbol Construction (from Washington Post help)
Use a year-code digit at the end of each symbol. Example: Cocoa, September, 1996 is "CC=U6". For cash index symbols, always use ZERO as the year-code. Example: S&P 500, Cash is "IN=X0".
Delivery Month Symbol Codes
Jan = F | Feb = G | Mar = H | Apr = J | May = K | Jun = M |
Jul = N | Aug = Q | Sep = U | Oct = V | Nov = X | Dec = Z |
The Washington Post commodity futures help has detailed information on base commodity codes (e.g. Cocoa is CC as above).
The following tables are used to construct month codes and strike price codes for most listed options. These codes are appended to the ticker symbol (e.g., December ‘96 115 Call contract on IBM is IBMLC).
Expiration Month Symbol Codes for Calls
Jan = A | Feb = B | Mar = C | Apr = D | May = E | Jun = F |
Jul = G | Aug = H | Sep = I | Oct = J | Nov = K | Dec = L |
Expiration Month Symbol Codes for Puts
Jan = M | Feb = N | Mar = O | Apr = P | May = Q | Jun = R |
Jul = S | Aug = T | Sep = U | Oct = V | Nov = W | Dec = X |
Symbol Codes for Strike Prices
Code |
Strike Prices |
|||
A |
5 |
105 |
205 |
... |
B |
10 |
110 |
210 |
... |
C |
15 |
115 |
215 |
... |
D |
20 |
120 |
220 |
... |
E |
25 |
125 |
225 |
... |
F |
30 |
130 |
230 |
... |
G |
35 |
135 |
235 |
... |
H |
40 |
140 |
240 |
... |
I |
45 |
145 |
245 |
... |
J |
50 |
150 |
250 |
... |
K |
55 |
155 |
255 |
... |
L |
60 |
160 |
260 |
... |
M |
65 |
165 |
265 |
... |
N |
70 |
170 |
270 |
... |
O |
75 |
175 |
275 |
... |
P |
80 |
180 |
280 |
... |
Q |
85 |
185 |
285 |
... |
R |
90 |
190 |
290 |
... |
S |
95 |
195 |
295 |
... |
T |
100 |
200 |
300 |
... |
Symbols U through Z are reserved for special strike prices which result from stock splits.