| Frequency | | H | Half-yearly |
| Derivatives measure | 1/3 | D | Outstanding - gross market values |
| Derivatives instrument | 1/4 | U | Credit default swaps |
| Derivatives risk category | | T | Credit Derivatives |
| Derivatives reporting country | | 5J | All countries (total) |
| Derivatives counterparty sector | 1/10 | A | Total (all counterparties) |
| Derivatives counterparty country | | 5J | All countries (total) |
| Derivatives underlying risk sector | | A | Total (all sectors) |
| Derivatives currency leg 1 | | TO1 | Total (all currencies) |
| Derivatives currency leg 2 | | TO1 | Total (all currencies) |
| Derivatives maturity | | A | Total (all maturities) |
| Derivatives rating | | A | Total (all ratings) |
| Derivatives execution method | | 3 | Total (all methods) |
| Derivatives basis | | C | Net - net |