Generated at 17:39 on Wednesday 10/16/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
701 |
-99,014,348 |
| 0 |
32 |
0 |
| 1 |
562 |
96,616,450 |
|
target_notional |
| target_notional |
-2,397,898 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-310,618 |
-2,397,898 |
17,624,623 |
195,630,798 |
-0.002 |
-0.012 |
0.090 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-89,457,790 |
| 0 |
0 |
| 1 |
89,147,172 |
|
alpha_notional |
| alpha_notional |
17,624,623 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,387,753 |
| 0 |
0 |
| 1 |
10,236,869 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
71 |
-4,898,461 |
13,787,047 |
-0.355 |
0.070 |
| CHN |
731 |
337,381 |
92,921,948 |
0.004 |
0.475 |
| HKG |
95 |
3,521,172 |
16,066,898 |
0.219 |
0.082 |
| IDN |
7 |
2,021,298 |
2,021,298 |
1.000 |
0.010 |
| JPN |
266 |
922,589 |
47,942,943 |
0.019 |
0.245 |
| MYS |
8 |
2,103,635 |
2,103,635 |
1.000 |
0.011 |
| NZL |
2 |
-937,352 |
937,352 |
-1.000 |
0.005 |
| PHL |
1 |
-657,349 |
657,349 |
-1.000 |
0.003 |
| SGP |
9 |
-2,085,972 |
2,220,018 |
-0.940 |
0.011 |
| THA |
22 |
-2,791,721 |
4,678,096 |
-0.597 |
0.024 |
| TWN |
83 |
66,882 |
12,294,215 |
0.005 |
0.063 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-9,342,754 |
| 0 |
2 |
0 |
| 1 |
25 |
4,444,293 |
| CHN |
-1 |
398 |
-46,292,283 |
| 0 |
13 |
0 |
| 1 |
320 |
46,629,664 |
| HKG |
-1 |
40 |
-6,272,863 |
| 0 |
3 |
0 |
| 1 |
52 |
9,794,035 |
| IDN |
1 |
7 |
2,021,298 |
| JPN |
-1 |
147 |
-23,510,177 |
| 0 |
9 |
0 |
| 1 |
110 |
24,432,766 |
| MYS |
1 |
8 |
2,103,635 |
| NZL |
-1 |
2 |
-937,352 |
| PHL |
-1 |
1 |
-657,349 |
| SGP |
-1 |
7 |
-2,152,995 |
| 0 |
1 |
0 |
| 1 |
1 |
67,023 |
| THA |
-1 |
15 |
-3,734,909 |
| 0 |
4 |
0 |
| 1 |
3 |
943,187 |
| TWN |
-1 |
47 |
-6,113,666 |
| 1 |
36 |
6,180,548 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
44 |
-9,342,754 |
-9,342,754 |
-4,047,139 |
0.56 |
938,192 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
0 |
| 1 |
25 |
4,444,293 |
4,444,293 |
1,119,168 |
0.35 |
8,550 |
| CHN |
-1 |
398 |
-46,292,283 |
-46,292,283 |
-57,142,369 |
1.45 |
3,730,003 |
| 0 |
13 |
0 |
0 |
0 |
1.78 |
0 |
| 1 |
320 |
46,629,664 |
46,629,664 |
55,496,436 |
1.32 |
5,432,894 |
| HKG |
-1 |
40 |
-6,272,863 |
-6,272,863 |
-7,168,486 |
1.31 |
-59,203 |
| 0 |
3 |
0 |
0 |
0 |
1.26 |
0 |
| 1 |
52 |
9,794,035 |
9,794,035 |
14,108,947 |
1.54 |
2,103,224 |
| IDN |
1 |
7 |
2,021,298 |
2,021,298 |
314,737 |
0.00 |
82,979 |
| JPN |
-1 |
147 |
-23,510,177 |
-23,510,177 |
-15,725,996 |
0.70 |
1,229,517 |
| 0 |
9 |
0 |
0 |
0 |
0.81 |
0 |
| 1 |
110 |
24,432,766 |
24,432,766 |
13,581,990 |
0.61 |
2,030,286 |
| MYS |
1 |
8 |
2,103,635 |
2,103,635 |
513,422 |
0.27 |
74,857 |
| NZL |
-1 |
2 |
-937,352 |
-937,352 |
30,580 |
-0.08 |
131,893 |
| PHL |
-1 |
1 |
-657,349 |
-657,349 |
-181,511 |
0.28 |
150,402 |
| SGP |
-1 |
7 |
-2,152,995 |
-2,152,995 |
-814,306 |
0.40 |
127,389 |
| 0 |
1 |
0 |
0 |
0 |
0.27 |
0 |
| 1 |
1 |
67,023 |
67,023 |
15,460 |
0.23 |
2,250 |
| THA |
-1 |
15 |
-3,734,909 |
-3,734,909 |
-998,492 |
0.37 |
747,047 |
| 0 |
4 |
0 |
0 |
0 |
0.35 |
0 |
| 1 |
3 |
943,187 |
943,187 |
117,528 |
0.33 |
52,018 |
| TWN |
-1 |
47 |
-6,113,666 |
-6,113,666 |
-3,410,071 |
0.60 |
392,514 |
| 1 |
36 |
6,180,548 |
6,180,548 |
3,879,483 |
0.71 |
449,811 |