Format codes

%a Abbreviated weekday name
%A Full weekday name
%b Abbreviated month name
%B Full month name
%c Date and time representation appropriate for locale
%d Day of month as decimal number (01 - 31)
%H Hour in 24-hour format (00 - 23)
%I Hour in 12-hour format (01 - 12)
%j Day of year as decimal number (001 - 366)
%m Month as decimal number (01 - 12)
%M Minute as decimal number (00 - 59)
%p Current locale's A.M./P.M. indicator for 12-hour clock
%S Second as decimal number (00 - 59)
%U Week of year as decimal number, with Sunday as first day of week (00 - 53)
%w Weekday as decimal number (0 - 6; Sunday is 0)
%W Week of year as decimal number, with Monday as first day of week (00 - 53)
%x Date representation for current locale
%X Time representation for current locale
%y Year without century, as decimal number (00 - 99)
%Y Year with century, as decimal number
%z, %Z Either the time-zone name or time zone abbreviation, depending on registry settings; no characters if time zone is unknown
%% Percent sign

You can use the #-flag to remove the leading zeros (e.g. %#d). This works only in Windows though.

In event list headers it's also possible to use these format codes:

%D The number of days from today
%HS The first part of the standard header (Today, Tomorrow, Monday, ...)
%HE The rest of the standard header (next week, in 2 weeks, ...). This might get weird results if the string is localized.
%HF The full standard header (Monday next week, Last Friday, ...).