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

SuffixTimezonePublicationMethodology

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.

Deprecation notice

The c-* series of indices is deprecated in favor of the methodologically equivalent p-* series. While existing symbols will continue to be calculated for compatibility, new series will not have a c-* counterpart. We recommend transitioning to the p-* denomination.

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