Generated at 17:08 on Wednesday 10/23/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-99,176,806 |
| 0 |
34 |
0 |
| 1 |
518 |
96,668,497 |
|
target_notional |
| target_notional |
-2,508,309 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-605,373 |
-2,508,309 |
17,788,040 |
195,845,303 |
-0.003 |
-0.013 |
0.091 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-93,390,728 |
| 0 |
0 |
| 1 |
92,785,355 |
|
alpha_notional |
| alpha_notional |
17,788,040 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,122,492 |
| 0 |
0 |
| 1 |
9,665,549 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
53 |
-4,899,961 |
11,704,114 |
-0.419 |
0.060 |
| CHN |
683 |
1,633,176 |
96,907,786 |
0.017 |
0.495 |
| HKG |
85 |
3,494,832 |
15,633,213 |
0.224 |
0.080 |
| IDN |
7 |
2,041,124 |
2,041,124 |
1.000 |
0.010 |
| JPN |
228 |
-355,517 |
47,577,382 |
-0.007 |
0.243 |
| MYS |
8 |
2,106,741 |
2,106,741 |
1.000 |
0.011 |
| NZL |
2 |
-937,307 |
937,307 |
-1.000 |
0.005 |
| PHL |
1 |
0 |
0 |
nan |
0.000 |
| SGP |
8 |
-2,036,456 |
2,168,526 |
-0.939 |
0.011 |
| THA |
17 |
-3,721,698 |
4,677,929 |
-0.796 |
0.024 |
| TWN |
82 |
166,758 |
12,091,181 |
0.014 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-8,302,038 |
| 0 |
3 |
0 |
| 1 |
21 |
3,402,076 |
| CHN |
-1 |
371 |
-47,637,305 |
| 0 |
8 |
0 |
| 1 |
304 |
49,270,481 |
| HKG |
-1 |
33 |
-6,069,190 |
| 0 |
4 |
0 |
| 1 |
48 |
9,564,022 |
| IDN |
0 |
1 |
0 |
| 1 |
6 |
2,041,124 |
| JPN |
-1 |
118 |
-23,966,450 |
| 0 |
16 |
0 |
| 1 |
94 |
23,610,933 |
| MYS |
1 |
8 |
2,106,741 |
| NZL |
-1 |
2 |
-937,307 |
| PHL |
0 |
1 |
0 |
| SGP |
-1 |
7 |
-2,102,491 |
| 1 |
1 |
66,035 |
| THA |
-1 |
15 |
-4,199,813 |
| 1 |
2 |
478,116 |
| TWN |
-1 |
47 |
-5,962,212 |
| 0 |
1 |
0 |
| 1 |
34 |
6,128,970 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-8,302,038 |
-8,302,038 |
-3,018,361 |
0.48 |
-0.094 |
-0.092 |
856,913 |
| 0 |
3 |
0 |
0 |
0 |
0.46 |
-0.024 |
-0.039 |
0 |
| 1 |
21 |
3,402,076 |
3,402,076 |
955,927 |
0.42 |
-0.002 |
-0.010 |
9,783 |
| CHN |
-1 |
371 |
-47,637,305 |
-47,637,305 |
-63,729,409 |
1.43 |
-0.086 |
-0.086 |
4,570,126 |
| 0 |
8 |
0 |
0 |
0 |
1.81 |
0.011 |
0.024 |
0 |
| 1 |
304 |
49,270,481 |
49,270,481 |
58,468,893 |
1.33 |
0.063 |
0.059 |
4,966,106 |
| HKG |
-1 |
33 |
-6,069,190 |
-6,069,190 |
-6,647,188 |
1.22 |
0.017 |
0.019 |
77,452 |
| 0 |
4 |
0 |
0 |
0 |
1.11 |
0.093 |
0.101 |
0 |
| 1 |
48 |
9,564,022 |
9,564,022 |
14,400,548 |
1.64 |
0.186 |
0.192 |
2,064,355 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-1.07 |
-0.062 |
-0.062 |
0 |
| 1 |
6 |
2,041,124 |
2,041,124 |
335,291 |
0.18 |
0.053 |
0.059 |
138,886 |
| JPN |
-1 |
118 |
-23,966,450 |
-23,966,450 |
-14,764,090 |
0.70 |
-0.042 |
-0.041 |
1,340,602 |
| 0 |
16 |
0 |
0 |
0 |
0.67 |
0.029 |
0.035 |
0 |
| 1 |
94 |
23,610,933 |
23,610,933 |
14,183,511 |
0.68 |
0.073 |
0.075 |
1,964,766 |
| MYS |
1 |
8 |
2,106,741 |
2,106,741 |
514,216 |
0.27 |
0.008 |
0.011 |
21,171 |
| NZL |
-1 |
2 |
-937,307 |
-937,307 |
28,989 |
-0.08 |
-0.181 |
-0.181 |
171,700 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.28 |
-0.127 |
-0.127 |
0 |
| SGP |
-1 |
7 |
-2,102,491 |
-2,102,491 |
-784,805 |
0.40 |
-0.051 |
-0.023 |
126,023 |
| 1 |
1 |
66,035 |
66,035 |
15,232 |
0.23 |
0.028 |
0.028 |
1,855 |
| THA |
-1 |
15 |
-4,199,813 |
-4,199,813 |
-1,071,546 |
0.36 |
-0.136 |
-0.129 |
551,691 |
| 1 |
2 |
478,116 |
478,116 |
61,461 |
0.15 |
0.034 |
0.034 |
19,698 |
| TWN |
-1 |
47 |
-5,962,212 |
-5,962,212 |
-3,404,318 |
0.62 |
-0.070 |
-0.077 |
427,985 |
| 0 |
1 |
0 |
0 |
0 |
0.41 |
-0.133 |
-0.133 |
0 |
| 1 |
34 |
6,128,970 |
6,128,970 |
3,850,276 |
0.71 |
0.050 |
0.047 |
478,929 |