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 at a fixed time relative to a place (e.g. Europe/London). Each series, identified by a serial number, is defined by:
A timezone
A publication time
| Suffix | Timezone | Calc Time | Methodology |
|---|---|---|---|
p-d | Europe/London | 16:00 | VAP between 15:00 and 16:00 |
c-d | Europe/London | 16:00 | VAP between 15:00 and 16:00 |
p-2-d | Europe/London | 15:00 | VFIX at 15:00 |
p-3-d | Europe/London | 16:00 | VAP between 12:00 and 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 between 19:00 and 20:00 |
p-7-d | Europe/London | 16:30 | VAP between 15:30 and 16:30 |
p-8-d | America/New_York | 16:00 | VAP between 15:00 and 16:00 |
p-9-d | Europe/London | 16:30 | VFIX at 16:30 |
Because some places change their UTC offset twice a year (see DST), the publication time in UTC of the related assets is expected to change correspondingly. However, it will stay constant for the timezone it is attached to.
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