RIC Futures & Options Name Convention

1. Reuters monthly codes for futures

my %futureCode = (

"01" => "F",

"02" => "G",

"03" => "H",

"04" => "J",

"05" => "K",

"06" => "M",

"07" => "N",

"08" => "Q",

"09" => "U",

"10" => "V",

"11" => "X",

"12" => "Z",

);

2. Reuters monthly codes for options

my %optionCode = (

P => { # codes for put option

"01" => "M",

"02" => "N",

"03" => "O",

"04" => "P",

"05" => "Q",

"06" => "R",

"07" => "S",

"08" => "T",

"09" => "U",

"10" => "V",

"11" => "W",

"12" => "X",

},

C => { # call option

"01" => "A",

"02" => "B",

"03" => "C",

"04" => "D",

"05" => "E",

"06" => "F",

"07" => "G",

"08" => "H",

"09" => "I",

"10" => "J",

"11" => "K",

"12" => "L",

},

);

3. for Options -- market symbol = security root + strike + option code shown above + expiry year (only one digit)

4. for futures -- market symbol = security root + future code shown above + expiry year (only one digit)

5. examples,

RIO2300X9.L - RIO.L O 20091218 2300.00 AP (RIO.L 2300 Put 20091218)

CBRY800L9.L - CBRY.L O 20091218 800.00 AC