Prostaglandin Nomenclature
Each prostaglandin is named using the prefix 'PG' followed by a letter A to K depending on the nature and position of the substituents on the ring. PGA to PGE and PGJ have a keto group in respective positions on the ring which are further distinguished by the presence or absence of double bonds or hydroxyl groups in various positions in the ring(indicated by numbers or Greek letters*). PGF has two hydroxyl groups and PGK has two keto substituents on the ring. PGG and PGH are bicyclic endoperoxides. An oxygen bridge between carbons 6 and 9 distinguishes prostacyclin (PGI). Also, all prostaglandins have a hydroxyl group in the S-configuration on carbon 15 and a trans-double bond at carbon 13 of the alkyl substituent (R2).

*Numerical subscripts (1 to 3) are used to denote the total number of double bonds in the alkyl substituents, and Greek subscripts (α or β) are used with prostaglandins of the PGF series to describe the stereochemistry of the hydroxyl group on carbon 9.

So for example, if we write PGF2α, the F will indicate two hydroxyl groups in the cyclopentanone ring (F series), the 2 will indicate two double bonds, and the α will indicate that the hydroxyl grouping at carbon 9 is in the α configuration. 

References


https://www.lipidhome.co.uk/lipids/fa-eic/eicprost/index.htm (@user55119's link)
https://www.glowm.com/section_view/heading/The%20Prostaglandins:%20Basic%20Chemistry%20and%20Action/item/312#2133
Norman A. Nelson, Journal of Medicinal Chemistry, 1974, 17 (9), 911-918
DOI: 10.1021/jm00255a001