Generated at 15:25 on Monday 10/28/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
597 |
-101,555,713 |
| 0 |
26 |
0 |
| 1 |
521 |
99,068,882 |
|
target_notional |
| target_notional |
-2,486,831 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-351,912 |
-2,486,831 |
18,269,034 |
200,624,595 |
5,116,828 |
-0.002 |
-0.012 |
0.091 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,586,068 |
| 0 |
0 |
| 1 |
95,234,156 |
|
alpha_notional |
| alpha_notional |
18,269,034 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,811,395 |
| 0 |
0 |
| 1 |
9,457,639 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-5,021,794 |
12,427,467 |
955,146 |
-0.404 |
0.062 |
| CHN |
671 |
2,336,438 |
100,718,702 |
3,788,732 |
0.023 |
0.502 |
| HKG |
81 |
3,493,333 |
16,039,844 |
1,712,078 |
0.218 |
0.080 |
| IDN |
6 |
2,003,116 |
2,003,116 |
602,764 |
1.000 |
0.010 |
| IND |
3 |
62,157 |
62,157 |
20,812 |
1.000 |
0.000 |
| JPN |
211 |
-1,320,985 |
48,052,083 |
2,406,550 |
-0.027 |
0.240 |
| MYS |
8 |
2,075,715 |
2,075,715 |
374,305 |
1.000 |
0.010 |
| NZL |
2 |
-960,249 |
960,249 |
582,296 |
-1.000 |
0.005 |
| PHL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| SGP |
7 |
-1,473,930 |
1,604,700 |
258,163 |
-0.919 |
0.008 |
| THA |
17 |
-3,824,857 |
4,792,250 |
922,599 |
-0.798 |
0.024 |
| TWN |
80 |
144,226 |
11,888,311 |
836,302 |
0.012 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-8,724,631 |
| 0 |
1 |
0 |
| 1 |
27 |
3,702,836 |
| CHN |
-1 |
349 |
-49,191,132 |
| 0 |
11 |
0 |
| 1 |
311 |
51,527,570 |
| HKG |
-1 |
33 |
-6,273,255 |
| 1 |
48 |
9,766,589 |
| IDN |
1 |
6 |
2,003,116 |
| IND |
1 |
3 |
62,157 |
| JPN |
-1 |
118 |
-24,686,534 |
| 0 |
11 |
0 |
| 1 |
82 |
23,365,549 |
| MYS |
1 |
8 |
2,075,715 |
| NZL |
-1 |
2 |
-960,249 |
| PHL |
0 |
1 |
0 |
| SGP |
-1 |
5 |
-1,539,315 |
| 0 |
1 |
0 |
| 1 |
1 |
65,385 |
| THA |
-1 |
15 |
-4,308,554 |
| 1 |
2 |
483,696 |
| TWN |
-1 |
46 |
-5,872,043 |
| 0 |
1 |
0 |
| 1 |
33 |
6,016,269 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-8,724,631 |
-8,724,631 |
-2,878,189 |
0.48 |
-0.098 |
-0.092 |
945,210 |
| 0 |
1 |
0 |
0 |
0 |
0.61 |
-0.009 |
-0.009 |
0 |
| 1 |
27 |
3,702,836 |
3,702,836 |
1,120,475 |
0.44 |
-0.007 |
-0.010 |
-25,713 |
| CHN |
-1 |
349 |
-49,191,132 |
-49,191,132 |
-66,183,732 |
1.44 |
-0.082 |
-0.080 |
4,908,403 |
| 0 |
11 |
0 |
0 |
0 |
0.99 |
0.028 |
0.021 |
0 |
| 1 |
311 |
51,527,570 |
51,527,570 |
60,884,423 |
1.33 |
0.069 |
0.059 |
5,284,469 |
| HKG |
-1 |
33 |
-6,273,255 |
-6,273,255 |
-6,442,914 |
1.23 |
0.034 |
0.047 |
6,147 |
| 1 |
48 |
9,766,589 |
9,766,589 |
14,699,142 |
1.67 |
0.188 |
0.191 |
2,087,066 |
| IDN |
1 |
6 |
2,003,116 |
2,003,116 |
328,648 |
0.18 |
0.043 |
0.049 |
100,117 |
| IND |
1 |
3 |
62,157 |
62,157 |
37,510 |
0.41 |
0.108 |
0.124 |
7,521 |
| JPN |
-1 |
118 |
-24,686,534 |
-24,686,534 |
-15,217,521 |
0.72 |
-0.056 |
-0.054 |
1,734,661 |
| 0 |
11 |
0 |
0 |
0 |
0.62 |
-0.010 |
-0.022 |
0 |
| 1 |
82 |
23,365,549 |
23,365,549 |
13,851,806 |
0.66 |
0.057 |
0.056 |
1,524,825 |
| MYS |
1 |
8 |
2,075,715 |
2,075,715 |
508,942 |
0.27 |
0.017 |
0.017 |
34,408 |
| NZL |
-1 |
2 |
-960,249 |
-960,249 |
32,291 |
-0.08 |
-0.163 |
-0.163 |
156,633 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.28 |
-0.153 |
-0.153 |
0 |
| SGP |
-1 |
5 |
-1,539,315 |
-1,539,315 |
-494,833 |
0.32 |
-0.043 |
-0.022 |
100,683 |
| 0 |
1 |
0 |
0 |
0 |
0.76 |
-0.063 |
-0.063 |
0 |
| 1 |
1 |
65,385 |
65,385 |
15,083 |
0.23 |
0.036 |
0.036 |
2,376 |
| THA |
-1 |
15 |
-4,308,554 |
-4,308,554 |
-1,058,190 |
0.36 |
-0.122 |
-0.128 |
519,816 |
| 1 |
2 |
483,696 |
483,696 |
62,864 |
0.15 |
0.033 |
0.033 |
16,932 |
| TWN |
-1 |
46 |
-5,872,043 |
-5,872,043 |
-3,342,981 |
0.61 |
-0.059 |
-0.054 |
439,843 |
| 0 |
1 |
0 |
0 |
0 |
0.89 |
-0.036 |
-0.036 |
0 |
| 1 |
33 |
6,016,269 |
6,016,269 |
3,725,262 |
0.71 |
0.055 |
0.055 |
425,637 |