Timeseries ID
Describe the meaning behind using numbers in reference rates' name
Last updated
Describe the meaning behind using numbers in reference rates' name
Last updated
The value of the serial number of a single asset reference rate signs the computation method used for its calculation.
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
A
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.