Frequency | | H | Half-yearly |
Measure | 1/2 | A | Outstanding - notional amounts |
Instrument | 1/4 | W | Multi-name |
Risk category | | T | Credit Derivatives |
Reporting country | | 5J | All countries (total) |
Counterparty sector | 1/11 | L | Banks and securities firms |
Counterparty country | | 5J | All countries (total) |
Underlying risk sector | 1/10 | A | Total (all sectors) |
Currency leg 1 | | TO1 | Total (all currencies) |
Currency leg 2 | | TO1 | Total (all currencies) |
Maturity | 1/4 | A | Total (all maturities) |
Rating (outstanding) or settlement (FX turnover) | 1/6 | A | Total (all ratings) |
Execution method | | 3 | Total (all methods) |
Basis | | C | Net - net |