Generated at 17:06 on Tuesday 10/22/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-99,124,134 |
| 0 |
29 |
0 |
| 1 |
528 |
96,680,186 |
|
target_notional |
| target_notional |
-2,443,948 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-572,644 |
-2,443,948 |
17,851,499 |
195,804,320 |
-0.003 |
-0.012 |
0.091 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-93,043,622 |
| 0 |
0 |
| 1 |
92,470,979 |
|
alpha_notional |
| alpha_notional |
17,851,499 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,909,410 |
| 0 |
0 |
| 1 |
9,942,088 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
59 |
-4,896,345 |
12,141,047 |
-0.403 |
0.062 |
| CHN |
678 |
1,826,795 |
95,853,414 |
0.019 |
0.490 |
| HKG |
85 |
3,483,539 |
15,607,468 |
0.223 |
0.080 |
| IDN |
7 |
2,077,223 |
2,077,223 |
1.000 |
0.011 |
| JPN |
235 |
-61,695 |
47,574,616 |
-0.001 |
0.243 |
| MYS |
8 |
2,133,720 |
2,133,720 |
1.000 |
0.011 |
| NZL |
2 |
-937,315 |
937,315 |
-1.000 |
0.005 |
| PHL |
1 |
-642,086 |
642,086 |
-1.000 |
0.003 |
| SGP |
8 |
-2,049,540 |
2,181,956 |
-0.939 |
0.011 |
| THA |
17 |
-3,589,301 |
4,545,248 |
-0.790 |
0.023 |
| TWN |
82 |
211,056 |
12,110,228 |
0.017 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-8,518,696 |
| 0 |
6 |
0 |
| 1 |
23 |
3,622,351 |
| CHN |
-1 |
367 |
-47,013,310 |
| 0 |
7 |
0 |
| 1 |
304 |
48,840,105 |
| HKG |
-1 |
36 |
-6,061,964 |
| 1 |
49 |
9,545,504 |
| IDN |
1 |
7 |
2,077,223 |
| JPN |
-1 |
120 |
-23,818,155 |
| 0 |
15 |
0 |
| 1 |
100 |
23,756,461 |
| MYS |
1 |
8 |
2,133,720 |
| NZL |
-1 |
2 |
-937,315 |
| PHL |
-1 |
1 |
-642,086 |
| SGP |
-1 |
7 |
-2,115,748 |
| 1 |
1 |
66,208 |
| THA |
-1 |
15 |
-4,067,275 |
| 1 |
2 |
477,973 |
| TWN |
-1 |
47 |
-5,949,586 |
| 0 |
1 |
0 |
| 1 |
34 |
6,160,642 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
30 |
-8,518,696 |
-8,518,696 |
-3,136,380 |
0.48 |
869,887 |
| 0 |
6 |
0 |
0 |
0 |
0.57 |
0 |
| 1 |
23 |
3,622,351 |
3,622,351 |
966,927 |
0.41 |
10,688 |
| CHN |
-1 |
367 |
-47,013,310 |
-47,013,310 |
-63,230,891 |
1.44 |
4,208,751 |
| 0 |
7 |
0 |
0 |
0 |
1.40 |
0 |
| 1 |
304 |
48,840,105 |
48,840,105 |
58,291,125 |
1.33 |
5,307,837 |
| HKG |
-1 |
36 |
-6,061,964 |
-6,061,964 |
-6,534,873 |
1.23 |
15,338 |
| 1 |
49 |
9,545,504 |
9,545,504 |
14,369,099 |
1.62 |
2,225,486 |
| IDN |
1 |
7 |
2,077,223 |
2,077,223 |
333,011 |
0.00 |
84,103 |
| JPN |
-1 |
120 |
-23,818,155 |
-23,818,155 |
-14,760,356 |
0.70 |
1,375,576 |
| 0 |
15 |
0 |
0 |
0 |
0.69 |
0 |
| 1 |
100 |
23,756,461 |
23,756,461 |
14,045,220 |
0.67 |
1,877,447 |
| MYS |
1 |
8 |
2,133,720 |
2,133,720 |
521,185 |
0.27 |
6,607 |
| NZL |
-1 |
2 |
-937,315 |
-937,315 |
28,429 |
-0.08 |
174,200 |
| PHL |
-1 |
1 |
-642,086 |
-642,086 |
-177,297 |
0.28 |
59,431 |
| SGP |
-1 |
7 |
-2,115,748 |
-2,115,748 |
-793,274 |
0.40 |
133,923 |
| 1 |
1 |
66,208 |
66,208 |
15,272 |
0.23 |
1,454 |
| THA |
-1 |
15 |
-4,067,275 |
-4,067,275 |
-1,045,380 |
0.36 |
623,263 |
| 1 |
2 |
477,973 |
477,973 |
61,443 |
0.15 |
16,527 |
| TWN |
-1 |
47 |
-5,949,586 |
-5,949,586 |
-3,393,601 |
0.62 |
449,041 |
| 0 |
1 |
0 |
0 |
0 |
0.41 |
0 |
| 1 |
34 |
6,160,642 |
6,160,642 |
3,867,696 |
0.71 |
411,938 |