| Frequency | | A | Annual |
| Measure | | U | Turnover - notional amounts (daily average) |
| Instrument | 1/7 | Z | Other instruments |
| Risk category | 1/2 | D | Interest rate |
| Reporting country | 1/27 | $ | 5J-US-GB-FR-HK-SG-JP-AU-CA-DE-NL-BE-SE-IT-DK |
| Counterparty sector | 1/4 | A | Total (all counterparties) |
| Counterparty country | 1/3 | 5J | All countries (total) |
| Underlying risk sector | | A | Total (all sectors) |
| Currency leg 1 | 1/3 | TO1 | Total (all currencies) |
| Currency leg 2 | 1/3 | 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 | B | Net - gross |