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Table
D12.5
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[8,4]
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Dimension
Code
Description
Frequency
A
Annual
Measure
U
Turnover - notional amounts (daily average)
Instrument
1/5
K
Overnight indexed swaps
Risk category
D
Interest rate
Reporting country
1/48
BG
Bulgaria
Counterparty sector
1/3
B
Reporting dealers
Counterparty country
1/2
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)
A
Total (all ratings)
Execution method
3
Total (all methods)
Basis
B
Net - gross
Chart type
line
column
stacked col
area