I can indeed confirm that this is a cookie. I tested this in my lab environment on Windows 10 using Internet Explorer 11.
For Internet Explorer 11 make sure to save the following file in addition to the Internet Explorer template to save cookies:
[IncludeFiles]
<LocalAppData>\Microsoft\Windows\WebCache\WebCacheV01.dat
Beware that this file may grow large. Also have a look at the following thread for more information --> Export import Cookies
For Google Chrome have a look at the following link: https://communities.vmware.com/docs/DOC-31428#comments
Does this answer your question?