http://en.wikipedia.org/wiki/Channichthyidae
Their blood is transparent because it contains no[1][2] hemoglobin. Red blood cells are usually absent and if present are rare and defunct.[3] Oxygen is absorbed directly through their scaleless skin from the water. It is then dissolved in the plasma and transported throughout the body without the hemoglobin protein. The loss of hemoglobin is not fatal because of the cold environment in which channichthyids live. Cold water has a much higher dissolved oxygen content than warmer water.[4]