Generated at 17:50 on Thursday 10/17/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
682 |
-99,190,856 |
| 0 |
35 |
0 |
| 1 |
555 |
96,585,263 |
|
target_notional |
| target_notional |
-2,605,593 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-705,913 |
-2,605,593 |
17,551,049 |
195,776,118 |
-0.004 |
-0.013 |
0.090 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-90,610,163 |
| 0 |
0 |
| 1 |
89,904,250 |
|
alpha_notional |
| alpha_notional |
17,551,049 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,582,755 |
| 0 |
0 |
| 1 |
9,968,294 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
69 |
-4,892,699 |
12,904,778 |
-0.379 |
0.066 |
| CHN |
714 |
473,262 |
94,189,983 |
0.005 |
0.481 |
| HKG |
93 |
3,608,404 |
15,896,969 |
0.227 |
0.081 |
| IDN |
7 |
2,049,723 |
2,049,723 |
1.000 |
0.010 |
| IND |
1 |
34 |
34 |
1.000 |
0.000 |
| JPN |
264 |
375,539 |
48,102,136 |
0.008 |
0.246 |
| MYS |
8 |
2,128,675 |
2,128,675 |
1.000 |
0.011 |
| NZL |
2 |
-937,331 |
937,331 |
-1.000 |
0.005 |
| PHL |
1 |
-644,997 |
644,997 |
-1.000 |
0.003 |
| SGP |
8 |
-2,078,051 |
2,212,032 |
-0.939 |
0.011 |
| THA |
22 |
-2,918,439 |
4,678,608 |
-0.624 |
0.024 |
| TWN |
83 |
230,288 |
12,030,852 |
0.019 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-8,898,739 |
| 0 |
5 |
0 |
| 1 |
23 |
4,006,040 |
| CHN |
-1 |
390 |
-46,858,361 |
| 0 |
5 |
0 |
| 1 |
319 |
47,331,623 |
| HKG |
-1 |
39 |
-6,144,283 |
| 0 |
3 |
0 |
| 1 |
51 |
9,752,686 |
| IDN |
1 |
7 |
2,049,723 |
| IND |
1 |
1 |
34 |
| JPN |
-1 |
142 |
-23,863,298 |
| 0 |
13 |
0 |
| 1 |
109 |
24,238,838 |
| MYS |
1 |
8 |
2,128,675 |
| NZL |
-1 |
2 |
-937,331 |
| PHL |
-1 |
1 |
-644,997 |
| SGP |
-1 |
7 |
-2,145,042 |
| 1 |
1 |
66,990 |
| THA |
-1 |
14 |
-3,798,524 |
| 0 |
6 |
0 |
| 1 |
2 |
880,084 |
| TWN |
-1 |
46 |
-5,900,282 |
| 0 |
3 |
0 |
| 1 |
34 |
6,130,570 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
41 |
-8,898,739 |
-8,898,739 |
-3,773,452 |
0.57 |
871,025 |
| 0 |
5 |
0 |
0 |
0 |
0.42 |
0 |
| 1 |
23 |
4,006,040 |
4,006,040 |
1,045,305 |
0.35 |
22,919 |
| CHN |
-1 |
390 |
-46,858,361 |
-46,858,361 |
-58,821,356 |
1.45 |
3,723,833 |
| 0 |
5 |
0 |
0 |
0 |
0.96 |
0 |
| 1 |
319 |
47,331,623 |
47,331,623 |
56,288,676 |
1.32 |
5,328,359 |
| HKG |
-1 |
39 |
-6,144,283 |
-6,144,283 |
-6,910,425 |
1.30 |
-79,670 |
| 0 |
3 |
0 |
0 |
0 |
1.57 |
0 |
| 1 |
51 |
9,752,686 |
9,752,686 |
14,202,426 |
1.55 |
2,211,478 |
| IDN |
1 |
7 |
2,049,723 |
2,049,723 |
320,956 |
0.00 |
56,779 |
| IND |
1 |
1 |
34 |
34 |
15 |
0.46 |
1 |
| JPN |
-1 |
142 |
-23,863,298 |
-23,863,298 |
-15,814,177 |
0.70 |
1,422,859 |
| 0 |
13 |
0 |
0 |
0 |
0.67 |
0 |
| 1 |
109 |
24,238,838 |
24,238,838 |
13,562,929 |
0.62 |
1,847,128 |
| MYS |
1 |
8 |
2,128,675 |
2,128,675 |
519,649 |
0.27 |
29,389 |
| NZL |
-1 |
2 |
-937,331 |
-937,331 |
30,502 |
-0.08 |
153,195 |
| PHL |
-1 |
1 |
-644,997 |
-644,997 |
-178,101 |
0.28 |
112,460 |
| SGP |
-1 |
7 |
-2,145,042 |
-2,145,042 |
-809,380 |
0.40 |
160,627 |
| 1 |
1 |
66,990 |
66,990 |
15,453 |
0.23 |
997 |
| THA |
-1 |
14 |
-3,798,524 |
-3,798,524 |
-1,009,353 |
0.37 |
747,731 |
| 0 |
6 |
0 |
0 |
0 |
0.41 |
0 |
| 1 |
2 |
880,084 |
880,084 |
107,137 |
0.15 |
56,842 |
| TWN |
-1 |
46 |
-5,900,282 |
-5,900,282 |
-3,324,422 |
0.61 |
470,694 |
| 0 |
3 |
0 |
0 |
0 |
0.57 |
0 |
| 1 |
34 |
6,130,570 |
6,130,570 |
3,841,704 |
0.71 |
414,402 |