DimensionCodeDescription
FrequencyHHalf-yearly
Measure1/2TNotional amounts - sold
Instrument1/3UCredit default swaps
Risk categoryTCredit Derivatives
Reporting country5JAll countries (total)
Counterparty sector1/11MInsurance and financial guaranty firms
Counterparty country5JAll countries (total)
Underlying risk sectorATotal (all sectors)
Currency leg 1TO1Total (all currencies)
Currency leg 2TO1Total (all currencies)
Maturity1/4DOver 1 year and up to 5 years
Rating (outstanding) or settlement (FX turnover)ATotal (all ratings)
Execution method3Total (all methods)
BasisAGross - gross
Chart type  line column stacked col area