Frequency | | A | Annual |
Measure | | U | Turnover - notional amounts (daily average) |
Instrument | 1/6 | R | Options |
Risk category | | B | Foreign exchange |
Reporting country | | 5J | All countries (total) |
Counterparty sector | 1/14 | F | Hedge funds and proprietary trading firms |
Counterparty country | | 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 | | A | Total (all maturities) |
Rating (outstanding) or settlement (FX turnover) | | A | Total (all ratings) |
Execution method | | 3 | Total (all methods) |
Basis | 1/2 | C | Net - net |