DimensionCodeDescription
FrequencyHHalf-yearly
Measure1/2SNotional amounts - bought
Instrument1/3UCredit default swaps
Risk categoryTCredit Derivatives
Reporting country5JAll countries (total)
Counterparty sector1/11LBanks and securities 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)1/6FA / BBB
Execution method3Total (all methods)
BasisAGross - gross
Chart type  line column stacked col area