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The list of Commodity Delta Tenors and Vega Option Maturities. The file Vertices*.csv is loaded into the Vertices store.
Data Model FieldFile ColumnDatastore ColumnNotes
IndexIndex0-11 (Delta)
0-4 (Vega)
Sensitivity Tenor / Option MaturityVertexVertexDelta Tenors in [MAR21.13](1)(b)
Vega Option Maturities in [MAR21.13](2)
Risk ClassRisk ClassRiskClass“Commodity”
Risk MeasureRisk MeasureRisk Measure“Delta” or “Vega”