Frequency | | H | Half-yearly |
Measure | 1/2 | T | Notional amounts - sold |
Instrument | 1/3 | U | Credit default swaps |
Risk category | | T | Credit Derivatives |
Reporting country | | 5J | All countries (total) |
Counterparty sector | 1/11 | K | Central Counterparties |
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 | H | Below investment grade |
Execution method | | 3 | Total (all methods) |
Basis | | A | Gross - gross |