Frequency | | A | Annual |
Measure | | U | Turnover - notional amounts (daily average) |
Instrument | 1/7 | H | FX swaps |
Risk category | | B | Foreign exchange |
Reporting country | 1/56 | JP | Japan |
Counterparty sector | 1/9 | A | Total (all counterparties) |
Counterparty country | 1/3 | 5J | All countries (total) |
Underlying risk sector | | A | Total (all sectors) |
Currency leg 1 | 1/25 | TO1 | Total (all currencies) |
Currency leg 2 | 1/25 | TO1 | Total (all currencies) |
Maturity | 1/8 | A | Total (all maturities) |
Rating (outstanding) or settlement (FX turnover) | | A | Total (all ratings) |
Execution method | | 3 | Total (all methods) |
Basis | | B | Net - gross |