For Crypto 2a vega, the Crypto asset (Underlying) refers to the distinct crypto asset SCO60.73 without any differentiation by the exchange SCO60.75.
| Field | Key | Risk Measure | Description |
|---|---|---|---|
| As-of Date | Y | All | Timestamp (at close of business) for the data (T-1) |
| Underlying | Y | Delta/Curvature | Crypto asset and exchange |
| Underlying | Y | Vega | Crypto asset |
| Risk Class | Y | All | “Crypto 2a” |
| Bucket | All | Crypto asset | |
| Location | Delta/Curvature | Crypto exchange |