Generated at 17:25 on Sunday 10/20/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
654 |
-99,075,264 |
| 0 |
52 |
0 |
| 1 |
542 |
96,623,585 |
|
target_notional |
| target_notional |
-2,451,679 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-605,100 |
-2,451,679 |
17,806,136 |
195,698,849 |
-0.003 |
-0.013 |
0.091 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-91,849,060 |
| 0 |
0 |
| 1 |
91,243,960 |
|
alpha_notional |
| alpha_notional |
17,806,136 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,826,310 |
| 0 |
0 |
| 1 |
9,979,825 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
67 |
-4,894,580 |
12,781,923 |
-0.383 |
0.065 |
| CHN |
706 |
1,026,775 |
95,626,807 |
0.011 |
0.489 |
| HKG |
91 |
3,761,011 |
15,817,975 |
0.238 |
0.081 |
| IDN |
7 |
2,066,633 |
2,066,633 |
1.000 |
0.011 |
| IND |
1 |
34 |
34 |
1.000 |
0.000 |
| JPN |
256 |
674,474 |
46,714,709 |
0.014 |
0.239 |
| MYS |
8 |
2,133,430 |
2,133,430 |
1.000 |
0.011 |
| NZL |
2 |
-936,735 |
936,735 |
-1.000 |
0.005 |
| PHL |
1 |
-648,082 |
648,082 |
-1.000 |
0.003 |
| SGP |
8 |
-2,085,009 |
2,219,401 |
-0.939 |
0.011 |
| THA |
21 |
-3,778,665 |
4,675,731 |
-0.808 |
0.024 |
| TWN |
80 |
229,037 |
12,077,390 |
0.019 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-8,838,252 |
| 0 |
8 |
0 |
| 1 |
23 |
3,943,671 |
| CHN |
-1 |
382 |
-47,300,016 |
| 0 |
11 |
0 |
| 1 |
313 |
48,326,791 |
| HKG |
-1 |
37 |
-6,028,482 |
| 0 |
3 |
0 |
| 1 |
51 |
9,789,493 |
| IDN |
1 |
7 |
2,066,633 |
| IND |
1 |
1 |
34 |
| JPN |
-1 |
129 |
-23,020,117 |
| 0 |
25 |
0 |
| 1 |
102 |
23,694,591 |
| MYS |
1 |
8 |
2,133,430 |
| NZL |
-1 |
2 |
-936,735 |
| PHL |
-1 |
1 |
-648,082 |
| SGP |
-1 |
7 |
-2,152,205 |
| 1 |
1 |
67,196 |
| THA |
-1 |
14 |
-4,227,198 |
| 0 |
5 |
0 |
| 1 |
2 |
448,533 |
| TWN |
-1 |
46 |
-5,924,177 |
| 1 |
34 |
6,153,213 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
36 |
-8,838,252 |
-8,838,252 |
-3,540,506 |
0.54 |
879,631 |
| 0 |
8 |
0 |
0 |
0 |
0.56 |
0 |
| 1 |
23 |
3,943,671 |
3,943,671 |
1,038,107 |
0.35 |
37,888 |
| CHN |
-1 |
382 |
-47,300,016 |
-47,300,016 |
-61,493,430 |
1.46 |
4,075,642 |
| 0 |
11 |
0 |
0 |
0 |
1.04 |
0 |
| 1 |
313 |
48,326,791 |
48,326,791 |
57,354,854 |
1.32 |
5,172,234 |
| HKG |
-1 |
37 |
-6,028,482 |
-6,028,482 |
-6,657,107 |
1.23 |
-40,317 |
| 0 |
3 |
0 |
0 |
0 |
1.87 |
0 |
| 1 |
51 |
9,789,493 |
9,789,493 |
14,617,560 |
1.58 |
2,297,190 |
| IDN |
1 |
7 |
2,066,633 |
2,066,633 |
323,108 |
0.00 |
67,853 |
| IND |
1 |
1 |
34 |
34 |
16 |
0.46 |
2 |
| JPN |
-1 |
129 |
-23,020,117 |
-23,020,117 |
-14,777,516 |
0.69 |
1,251,566 |
| 0 |
25 |
0 |
0 |
0 |
0.60 |
0 |
| 1 |
102 |
23,694,591 |
23,694,591 |
13,458,908 |
0.65 |
1,935,468 |
| MYS |
1 |
8 |
2,133,430 |
2,133,430 |
521,556 |
0.27 |
14,296 |
| NZL |
-1 |
2 |
-936,735 |
-936,735 |
30,708 |
-0.08 |
168,820 |
| PHL |
-1 |
1 |
-648,082 |
-648,082 |
-178,953 |
0.28 |
83,208 |
| SGP |
-1 |
7 |
-2,152,205 |
-2,152,205 |
-811,815 |
0.40 |
143,191 |
| 1 |
1 |
67,196 |
67,196 |
15,500 |
0.23 |
1,563 |
| THA |
-1 |
14 |
-4,227,198 |
-4,227,198 |
-1,073,794 |
0.37 |
834,038 |
| 0 |
5 |
0 |
0 |
0 |
0.48 |
0 |
| 1 |
2 |
448,533 |
448,533 |
58,169 |
0.15 |
16,457 |
| TWN |
-1 |
46 |
-5,924,177 |
-5,924,177 |
-3,346,648 |
0.61 |
430,533 |
| 1 |
34 |
6,153,213 |
6,153,213 |
3,856,183 |
0.71 |
436,874 |