Timeseries ID
Describe the meaning behind using numbers in reference rates' name.
The value of the serial number of a single asset reference rate signs the computation method used for its calculation.
Serial Numbers
Daily single assets are computed once a day for multiple different timezones. Each series is identified by a serial number and its suffix is uniquely defined by
Timezone
Publication time
p-d
Europe/London
16:00
VAP 15:00 to 16:00
p-2-d
Europe/London
15:00
VFIX at 15:00
p-3-d
Europe/London
16:00
VAP 12:00 to 16:00
p-4-d
America/New_York
16:00
VFIX at 16:00
p-5-d
Europe/London
16:00
VFIX at 16:00
p-6-d
Europe/London
20:00
VAP 19:00 to 20:00
p-7-d
Europe/London
16:30
VAP 15:30 to 16:30
p-8-d
America/New_York
16:00
VAP 15:00 to 16:00
p-9-d
Europe/London
16:30
VFIX at 16:30
p-10-d
Europe/London
16:00
VFIX at 16:00 with 24H LOCF*
*A 24-hour last observation carried forward (LOCF) is used.
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