DimensionCodeDescription
FrequencyHHalf-yearly
MeasureAOutstanding - notional amounts
Instrument1/3UCredit default swaps
Risk categoryTCredit Derivatives
Reporting country5JAll countries (total)
Counterparty sector1/11MInsurance and financial guaranty firms
Counterparty country5JAll countries (total)
Underlying risk sectorATotal (all sectors)
Currency leg 1TO1Total (all currencies)
Currency leg 2TO1Total (all currencies)
MaturityATotal (all maturities)
Rating (outstanding) or settlement (FX turnover)1/6BInvestment grade
Execution method3Total (all methods)
BasisCNet - net
Chart type  line column stacked col area