事实上，这只意味着在长期违约风险略有增加。

In fact it means only a slight increase in long-term default risk.

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沃利森说明，信用违约交换单每交易一次，其“名义金额”都要增加，即使风险的数量并没有改变。

Wallison shows that each time a CDS is traded, the "notional amount" increases, even though the amount of risk is unchanged.

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因此，虽然对冲希腊违约风险的CDS价格上涨，合同总数也在增加，但这些合同的实际未平仓额呈现下降。

So while prices for CDS insuring against a Greek default have risen and the overall number of contracts has increased, the actual outstanding value of those contracts has been declining.

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