Market Indexes

fCash markets of a given currency are identified by Market Indexes. Market Indexes identify the tenor of active markets using a predefined tenor cadence:

• 3 month (market index = 1)

• 6 month (market index = 2)

• 1 year (market index = 3)

• 2 year (market index = 4)

• 5 year (market index = 5)

• 10 year (market index = 6)

• 20 year (market index = 7)

As an example, using a market index of 1 would refer to a 3 Month fCash market and a market with an index of 3 would refer to a 1 Year fCash market.