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
| Suffix | Timezone | Publication | Methodology |
|---|---|---|---|
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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