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DimensionCodeDescription
FrequencyHHalf-yearly
Measure1/2SNotional amounts - bought
Instrument1/2UCredit default swaps
Risk categoryTCredit Derivatives
Reporting country5JAll countries (total)
Counterparty sector1/11NSPVs, SPCs or SPEs
Counterparty country5JAll countries (total)
Underlying risk sector1/10LABS & MBS
Currency leg 1TO1Total (all currencies)
Currency leg 2TO1Total (all currencies)
MaturityATotal (all maturities)
Rating (outstanding) or settlement (FX turnover)ATotal (all ratings)
Execution method3Total (all methods)
BasisAGross - gross
Chart type  line column stacked col area