Generated at 15:13 on Monday 10/14/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
684 |
-93,373,630 |
| 0 |
44 |
0 |
| 1 |
569 |
90,693,074 |
|
target_notional |
| target_notional |
-2,680,556 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-273,164 |
-2,680,556 |
16,600,996 |
184,066,703 |
-0.001 |
-0.015 |
0.090 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-83,894,465 |
| 0 |
0 |
| 1 |
83,621,300 |
|
alpha_notional |
| alpha_notional |
16,600,996 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,231,624 |
| 0 |
0 |
| 1 |
9,369,372 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-4,399,711 |
14,395,490 |
-0.306 |
0.078 |
| CHN |
740 |
-662,496 |
84,843,097 |
-0.008 |
0.461 |
| HKG |
98 |
3,013,986 |
16,363,649 |
0.184 |
0.089 |
| IDN |
7 |
1,995,292 |
1,995,292 |
1.000 |
0.011 |
| JPN |
250 |
1,458,861 |
42,721,364 |
0.034 |
0.232 |
| MYS |
8 |
2,137,337 |
2,137,337 |
1.000 |
0.012 |
| NZL |
2 |
-879,962 |
879,962 |
-1.000 |
0.005 |
| PHL |
1 |
-611,408 |
611,408 |
-1.000 |
0.003 |
| SGP |
10 |
-2,311,143 |
2,406,835 |
-0.960 |
0.013 |
| THA |
20 |
-2,220,145 |
4,387,979 |
-0.506 |
0.024 |
| TWN |
86 |
-201,169 |
13,324,291 |
-0.015 |
0.072 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
45 |
-9,397,600 |
| 0 |
5 |
0 |
| 1 |
25 |
4,997,890 |
| CHN |
-1 |
388 |
-42,752,796 |
| 0 |
24 |
0 |
| 1 |
328 |
42,090,300 |
| HKG |
-1 |
43 |
-6,674,832 |
| 0 |
2 |
0 |
| 1 |
53 |
9,688,818 |
| IDN |
1 |
7 |
1,995,292 |
| JPN |
-1 |
134 |
-20,631,251 |
| 0 |
10 |
0 |
| 1 |
106 |
22,090,112 |
| MYS |
1 |
8 |
2,137,337 |
| NZL |
-1 |
2 |
-879,962 |
| PHL |
-1 |
1 |
-611,408 |
| SGP |
-1 |
9 |
-2,358,989 |
| 1 |
1 |
47,846 |
| THA |
-1 |
13 |
-3,304,062 |
| 0 |
2 |
0 |
| 1 |
5 |
1,083,917 |
| TWN |
-1 |
49 |
-6,762,730 |
| 0 |
1 |
0 |
| 1 |
36 |
6,561,561 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
45 |
-9,397,600 |
-9,397,600 |
-4,060,058 |
0.56 |
994,145 |
| 0 |
5 |
0 |
0 |
0 |
0.20 |
0 |
| 1 |
25 |
4,997,890 |
4,997,890 |
1,329,561 |
0.36 |
65,662 |
| CHN |
-1 |
388 |
-42,752,796 |
-42,752,796 |
-52,990,077 |
1.46 |
3,845,981 |
| 0 |
24 |
0 |
0 |
0 |
1.34 |
0 |
| 1 |
328 |
42,090,300 |
42,090,300 |
50,662,426 |
1.32 |
4,866,548 |
| HKG |
-1 |
43 |
-6,674,832 |
-6,674,832 |
-8,007,089 |
1.31 |
-22,782 |
| 0 |
2 |
0 |
0 |
0 |
1.15 |
0 |
| 1 |
53 |
9,688,818 |
9,688,818 |
13,472,459 |
1.52 |
1,797,366 |
| IDN |
1 |
7 |
1,995,292 |
1,995,292 |
316,111 |
0.00 |
162,436 |
| JPN |
-1 |
134 |
-20,631,251 |
-20,631,251 |
-13,367,923 |
0.69 |
974,713 |
| 0 |
10 |
0 |
0 |
0 |
0.61 |
0 |
| 1 |
106 |
22,090,112 |
22,090,112 |
12,947,126 |
0.64 |
1,874,731 |
| MYS |
1 |
8 |
2,137,337 |
2,137,337 |
525,809 |
0.27 |
89,209 |
| NZL |
-1 |
2 |
-879,962 |
-879,962 |
24,343 |
-0.08 |
145,039 |
| PHL |
-1 |
1 |
-611,408 |
-611,408 |
-168,826 |
0.28 |
100,924 |
| SGP |
-1 |
9 |
-2,358,989 |
-2,358,989 |
-881,696 |
0.37 |
137,036 |
| 1 |
1 |
47,846 |
47,846 |
11,037 |
0.23 |
1,104 |
| THA |
-1 |
13 |
-3,304,062 |
-3,304,062 |
-827,622 |
0.36 |
627,351 |
| 0 |
2 |
0 |
0 |
0 |
0.12 |
0 |
| 1 |
5 |
1,083,917 |
1,083,917 |
152,329 |
0.32 |
57,026 |
| TWN |
-1 |
49 |
-6,762,730 |
-6,762,730 |
-3,615,517 |
0.59 |
429,216 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0 |
| 1 |
36 |
6,561,561 |
6,561,561 |
4,204,441 |
0.71 |
455,290 |