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Table
D10.2
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[30,7]
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Dimension
Code
Description
Frequency
H
Half-yearly
Measure
A
Outstanding - notional amounts
Instrument
1/3
V
Single-name
Risk category
T
Credit Derivatives
Reporting country
5J
All countries (total)
Counterparty sector
1/11
N
SPVs, SPCs or SPEs
Counterparty country
5J
All countries (total)
Underlying risk sector
A
Total (all sectors)
Currency leg 1
TO1
Total (all currencies)
Currency leg 2
TO1
Total (all currencies)
Maturity
A
Total (all maturities)
Rating (outstanding) or settlement (FX turnover)
1/6
Z
Non-rated
Execution method
3
Total (all methods)
Basis
C
Net - net
Chart type
line
column
stacked col
area