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

• A computation method

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.