CME Equity Index Options on Futures Bloomberg Cheat Sheet

  • 25 Apr 2022
  • By CME Group

E-mini and Micro E-mini S&P 500 Options

  OPTION SUBCLASS CME GLOBEX CODE BLOOMBERG CODE (DETAILED) BLOOMBERG OMON CODE7
E-MINI S&P 500 MONDAY WEEKLY E1A-E5A IWWW_(Month Code)1(Year Code)2(Option Code)3(Week Code)4(Strike)5 IWWA Index
TUESDAY WEEKLY E1B-E5B IMBW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) IMBA Index
WEDNESDAY WEEKLY E1C-E5C ESW_(Month Code)(2-Digit Year Code)6(Option Code)(Week Code)(Strike) IEWA Index
THURSDAY WEEKLY E1D-E5D IMDW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) IMDA Index
FRIDAY WEEKLY 1 EW1 1E_(Month Code)(Year Code)(Option Code)(Strike) 1EA Index
FRIDAY WEEKLY 2 EW2 2E_(Month Code)(Year Code)(Option Code)(Strike) 2EA Index
FRIDAY WEEKLY 3 EW3 3E_(Month Code)(Year Code)(Option Code)(Strike) 3EA Index
FRIDAY WEEKLY 4 EW4 4E_(Month Code)(Year Code)(Option Code)(Strike) 4EA Index
END-OF-MONTH EW SC_(Month Code)(Year Code)(Option Code)(Strike) SCA Index
QUARTERLY (AM) ES ES_(Month Code)(Year Code)(Option Code)(Strike) ESA Index
MICRO E-MINI S&P 500 MONDAY WEEKLY 1-5 X1A-X5A HWCW_(Month Code)1(Year Code)2(Option Code)3(Week Code)4(Strike)5 HWCA Index
TUESDAY WEEKLY 1-5 X1B-X5B HWDW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWDA Index
WEDNESDAY WEEKLY 1-5 X1C-X5C HVWW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HVWA Index
THURSDAY WEEKLY 1-5 X1D-X5D HWLW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWLA Index
FRIDAY WEEKLY 1 EX1 HWAW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HXSA Index
FRIDAY WEEKLY 2 EX2 HWAW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HXSA Index
FRIDAY WEEKLY 3 EX3 HWAW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HXSA Index
FRIDAY WEEKLY 4 EX4 HWAW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HXSA Index
End-of-month EX HWO_(Month Code)(Year Code)(Option Code)(Strike) HWOA Index
QUARTERLY MES HWA_(Month Code)(Year Code)(Option Code)(Strike) HWAA Index

E-mini and Micro E-mini Nasdaq-100 Options

  OPTION SUBCLASS CME GLOBEX CODE BLOOMBERG CODE (DETAILED) BLOOMBERG OMON CODE9
E-Mini Nasdaq-100 Monday Weekly Q1A-Q5A QNBW_(Month Code)1(Year Code)2(Option Code)3(Week Code)4(Strike)5 QNBA Index
Tuesday Weekly Q1B-Q5B QETW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) QETA Index
Wednesday Weekly Q1C-Q5C QNCW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) QNCA Index
Thursday Weekly Q1D-Q5D QHTW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) QHTA Index
Friday Weekly 1 QN1 1O_(Month Code)(Year Code)(Option Code)(Strike)8 1OA Index8
Friday Weekly 2 QN2 2O_(Month Code)(Year Code)(Option Code)(Strike)8 2OA Index8
Friday Weekly 3 QN3 3O_(Month Code)(Year Code)(Option Code)(Strike)8 3OA Index8
Friday Weekly 4 QN4 4O_(Month Code)(Year Code)(Option Code)(Strike)8 4OA Index8
End-of-Month QNE QNA_(Month Code)(Year Code)(Option Code)(Strike) QNAA Index
Quarterly NQ NQ_(Month Code)(Year Code)(Option Code)(Strike) NQA Index
Micro E-Mini Nasdaq-100 MONDAY WEEKLY 1-5 D1A-D5A HWSW_(Month Code)1(Year Code)2(Option Code)3(Week Code)4(Strike)5 HWSA Index
TUESDAY WEEKLY 1-5 D1B-D5B HWTW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWTA Index
WEDNESDAY WEEKLY 1-5 D1C-D5C HWWW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWWA Index
THURSDAY WEEKLY 1-5 D1D-D5D HVYW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HVYA Index
Friday Weekly 1 MQ1 HWBW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWYA Index
Friday Weekly 2 MQ2 HWBW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWYA Index
Friday Weekly 3 MQ3 HWBW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWYA Index
Friday Weekly 4 MQ4 HWBW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) HWYA Index
End-of-Month MQE HIW_(Month Code)(Year Code)(Option Code)(Strike) HIWA Index
Quarterly MNQ HWB_(Month Code)(Year Code)(Option Code)(Strike) HWBA Index

E-mini Russell 2000 Options

  OPTION SUBCLASS CME GLOBEX CODE BLOOMBERG CODE (DETAILED) BLOOMBERG OMON CODE10
E-Mini Russell 2000 Monday Weekly R1A-R5A MRYW_(Month Code)1(Year Code)2(Option Code)3(Week Code)4(Strike)5 MRYA Index
Tuesday Weekly R1U-R5U RFOW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) RFOA Index 
Wednesday Weekly R1C-R5C WRYW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) WRYA Index
Thursday Weekly R1D-R5D RFSW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) RFSA Index 
Friday Weekly 1 R1E RTYW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) RUWA Index
Friday Weekly 2 R2E RTYW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) RUWA Index
Friday Weekly 3 R3E RTYW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) RUWA Index
Friday Weekly 4 R4E RTYW_(Month Code)(Year Code)(Option Code)(Week Code)(Strike) RUWA Index
End-of-Month RTM RME_(Month Code)(Year Code)(Option Code)(Strike) RMEA Index
Quarterly RTO RTY_(Month Code)(Year Code)(Option Code)(Strike) RTYA Index

E-mini Dow ($5) Options

  OPTION SUBCLASS CME GLOBEX CODE BLOOMBERG CODE (DETAILED) BLOOMBERG OMON CODE11
Dow Jones Industrial Average Friday Weekly 1 YM1 1F_(Month Code)1(Year Code)2(Option Code)3(Strike)5 1FA Index
Friday Weekly 2 YM2 2F_(Month Code)(Year Code)(Option Code)(Strike) 2FA Index
Friday Weekly 3 YM3 3F_(Month Code)(Year Code)(Option Code)(Strike) 3FA Index
Friday Weekly 4 YM4 4F_(Month Code)(Year Code)(Option Code)(Strike) 4FA Index
End-of-Month EYM MEY_(Month Code)(Year Code)(Option Code)(Strike) MEYA Index
Quarterly YM DM_(Month Code)(Year Code)(Option Code)(Strike) DMA Index

1 List of monthly codes detailed below

Month Codes

January F
February G
March H
April J
May K
June M
July N
August Q
September U
October V
November X
December Z

2 Year Code refers to last digit of year in question.  2022 = 2

3 Option Code refers to call or put: C or P

4 Week Code refers to week of the month: 1-5. This is utilized in Monday-Thursday E-Mini Options, and Friday Micro E-Mini Options.

5 Strike price of particular option contract

6 2-Digit Year Code refers specifically to Bloomberg terminology for Wednesday E-mini Options.  2022 = 22

7 Bloomberg OMON screen will display available options associated with current front month futures contract. For instance 4EA Index OMON will display 4th week E-Mini S&P 500 options, but only those with expirations prior to the expiration of the front month futures contract. To access details related to options expiring after the expiration of the front month futures contract, use of the detailed Bloomberg code is recommended instead.

8 This code includes the letter 'O' in its second character, and should not be confused with the number 0. The same pattern applies for all Nasdaq-100 Friday Weeklies

9 Bloomberg OMON screen will display available options associated with current front month futures contract. For instance 4OA Index OMON will display 4th week E-Mini Nasdaq-100 options, but only those with expirations prior to the expiration of the front month futures contract. To access details related to options expiring after the expiration of the front month futures contract, use of the detailed Bloomberg code is recommended instead.

10 Bloomberg OMON screen will display available options associated with current front month futures contract.  For instance RUWA Index OMON will display weekly E-Mini Russell 2000 options, but only those with expirations prior to the expiration of the front month futures contract.  To access details related to options expiring after the expiration of the front month futures contract, use of the detailed Bloomberg code is recommended instead.

11 Bloomberg OMON screen will display available options associated with current front month futures contract.  For instance 4FA Index OMON will display 4th week Dow Jones Industrial Average options, but only those with expirations prior to the expiration of the front month futures contract.  To access details related to options expiring after the expiration of the front month futures contract, use of the detailed Bloomberg code is recommended instead.

How to access Equity Index options activity on Bloomberg

1. Type the Bloomberg code in the top left of the terminal screen followed by “OMON”

2. Ensure that all expiry types are displayed by clicking on the pen icon.

3. Click the checkbox next to all option types and close.

4. Differing option expiry types are accessed via the ‘Related Products’ dropdown.

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