Generated at 17:36 on Tuesday 10/15/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
696 |
-97,397,880 |
| 0 |
34 |
0 |
| 1 |
571 |
94,591,020 |
|
target_notional |
| target_notional |
-2,806,859 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-788,875 |
-2,806,859 |
17,217,077 |
191,988,900 |
-0.004 |
-0.015 |
0.090 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-87,445,482 |
| 0 |
0 |
| 1 |
86,656,607 |
|
alpha_notional |
| alpha_notional |
17,217,077 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,348,592 |
| 0 |
0 |
| 1 |
9,868,484 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
70 |
-4,798,470 |
14,615,134 |
-0.328 |
0.076 |
| CHN |
735 |
575,699 |
88,722,351 |
0.006 |
0.462 |
| HKG |
97 |
2,776,295 |
16,121,644 |
0.172 |
0.084 |
| IDN |
7 |
2,008,425 |
2,008,425 |
1.000 |
0.010 |
| JPN |
264 |
949,700 |
47,286,612 |
0.020 |
0.246 |
| MYS |
8 |
2,130,123 |
2,130,123 |
1.000 |
0.011 |
| NZL |
2 |
-918,227 |
918,227 |
-1.000 |
0.005 |
| PHL |
1 |
-666,125 |
666,125 |
-1.000 |
0.003 |
| SGP |
10 |
-2,260,865 |
2,355,733 |
-0.960 |
0.012 |
| THA |
22 |
-2,527,725 |
4,581,790 |
-0.552 |
0.024 |
| TWN |
85 |
-75,691 |
12,582,736 |
-0.006 |
0.066 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
45 |
-9,706,802 |
| 1 |
25 |
4,908,332 |
| CHN |
-1 |
392 |
-44,073,326 |
| 0 |
20 |
0 |
| 1 |
323 |
44,649,025 |
| HKG |
-1 |
43 |
-6,672,674 |
| 0 |
2 |
0 |
| 1 |
52 |
9,448,970 |
| IDN |
1 |
7 |
2,008,425 |
| JPN |
-1 |
144 |
-23,168,456 |
| 0 |
6 |
0 |
| 1 |
114 |
24,118,156 |
| MYS |
1 |
8 |
2,130,123 |
| NZL |
-1 |
2 |
-918,227 |
| PHL |
-1 |
1 |
-666,125 |
| SGP |
-1 |
8 |
-2,308,299 |
| 0 |
1 |
0 |
| 1 |
1 |
47,434 |
| THA |
-1 |
14 |
-3,554,758 |
| 0 |
3 |
0 |
| 1 |
5 |
1,027,033 |
| TWN |
-1 |
47 |
-6,329,213 |
| 0 |
2 |
0 |
| 1 |
36 |
6,253,522 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
45 |
-9,706,802 |
-9,706,802 |
-4,177,557 |
0.56 |
1,010,392 |
| 1 |
25 |
4,908,332 |
4,908,332 |
1,294,297 |
0.36 |
33,838 |
| CHN |
-1 |
392 |
-44,073,326 |
-44,073,326 |
-54,824,601 |
1.46 |
3,647,061 |
| 0 |
20 |
0 |
0 |
0 |
1.55 |
0 |
| 1 |
323 |
44,649,025 |
44,649,025 |
53,446,452 |
1.32 |
5,299,775 |
| HKG |
-1 |
43 |
-6,672,674 |
-6,672,674 |
-7,731,068 |
1.31 |
-91,385 |
| 0 |
2 |
0 |
0 |
0 |
0.88 |
0 |
| 1 |
52 |
9,448,970 |
9,448,970 |
13,439,572 |
1.54 |
1,898,369 |
| IDN |
1 |
7 |
2,008,425 |
2,008,425 |
315,586 |
0.00 |
133,177 |
| JPN |
-1 |
144 |
-23,168,456 |
-23,168,456 |
-15,241,987 |
0.70 |
1,233,940 |
| 0 |
6 |
0 |
0 |
0 |
1.08 |
0 |
| 1 |
114 |
24,118,156 |
24,118,156 |
13,530,225 |
0.62 |
1,914,922 |
| MYS |
1 |
8 |
2,130,123 |
2,130,123 |
521,909 |
0.27 |
55,193 |
| NZL |
-1 |
2 |
-918,227 |
-918,227 |
26,769 |
-0.08 |
146,195 |
| PHL |
-1 |
1 |
-666,125 |
-666,125 |
-183,935 |
0.28 |
168,128 |
| SGP |
-1 |
8 |
-2,308,299 |
-2,308,299 |
-867,089 |
0.38 |
154,039 |
| 0 |
1 |
0 |
0 |
0 |
0.27 |
0 |
| 1 |
1 |
47,434 |
47,434 |
10,942 |
0.23 |
607 |
| THA |
-1 |
14 |
-3,554,758 |
-3,554,758 |
-943,823 |
0.39 |
673,229 |
| 0 |
3 |
0 |
0 |
0 |
0.10 |
0 |
| 1 |
5 |
1,027,033 |
1,027,033 |
154,069 |
0.45 |
58,935 |
| TWN |
-1 |
47 |
-6,329,213 |
-6,329,213 |
-3,502,190 |
0.60 |
406,994 |
| 0 |
2 |
0 |
0 |
0 |
0.31 |
0 |
| 1 |
36 |
6,253,522 |
6,253,522 |
3,943,557 |
0.71 |
473,667 |