Generated at 17:29 on Wednesday 10/30/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
604 |
-101,841,794 |
| 0 |
35 |
0 |
| 1 |
520 |
99,031,515 |
|
target_notional |
| target_notional |
-2,810,279 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-548,557 |
-2,810,279 |
17,701,140 |
200,873,310 |
5,085,978 |
-0.003 |
-0.014 |
0.088 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-96,221,843 |
| 0 |
0 |
| 1 |
95,673,285 |
|
alpha_notional |
| alpha_notional |
17,701,140 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,260,513 |
| 0 |
0 |
| 1 |
9,440,627 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
58 |
-5,022,318 |
10,674,884 |
1,313,233 |
-0.470 |
0.053 |
| CHN |
675 |
2,119,321 |
102,573,645 |
3,704,708 |
0.021 |
0.511 |
| HKG |
82 |
3,200,146 |
15,777,623 |
1,783,094 |
0.203 |
0.079 |
| IDN |
6 |
1,976,072 |
1,976,072 |
619,208 |
1.000 |
0.010 |
| IND |
6 |
234,530 |
234,530 |
79,236 |
1.000 |
0.001 |
| JPN |
218 |
-1,809,401 |
48,503,872 |
2,406,554 |
-0.037 |
0.241 |
| MYS |
8 |
2,037,033 |
2,037,033 |
420,102 |
1.000 |
0.010 |
| NZL |
2 |
-960,249 |
960,249 |
345,445 |
-1.000 |
0.005 |
| SGP |
7 |
-1,379,355 |
1,652,523 |
249,393 |
-0.835 |
0.008 |
| THA |
19 |
-3,365,490 |
4,789,564 |
737,014 |
-0.703 |
0.024 |
| TWN |
78 |
159,432 |
11,693,315 |
749,839 |
0.014 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-7,848,601 |
| 0 |
7 |
0 |
| 1 |
21 |
2,826,283 |
| CHN |
-1 |
354 |
-50,227,162 |
| 0 |
12 |
0 |
| 1 |
309 |
52,346,483 |
| HKG |
-1 |
31 |
-6,288,739 |
| 0 |
3 |
0 |
| 1 |
48 |
9,488,884 |
| IDN |
1 |
6 |
1,976,072 |
| IND |
1 |
6 |
234,530 |
| JPN |
-1 |
123 |
-25,156,636 |
| 0 |
13 |
0 |
| 1 |
82 |
23,347,235 |
| MYS |
1 |
8 |
2,037,033 |
| NZL |
-1 |
2 |
-960,249 |
| SGP |
-1 |
5 |
-1,515,939 |
| 1 |
2 |
136,584 |
| THA |
-1 |
14 |
-4,077,527 |
| 1 |
5 |
712,037 |
| TWN |
-1 |
45 |
-5,766,942 |
| 1 |
33 |
5,926,373 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-7,848,601 |
-7,848,601 |
-2,888,536 |
0.48 |
-0.090 |
-0.084 |
777,539 |
| 0 |
7 |
0 |
0 |
0 |
0.40 |
-0.015 |
-0.010 |
0 |
| 1 |
21 |
2,826,283 |
2,826,283 |
700,045 |
0.42 |
0.002 |
-0.004 |
5,602 |
| CHN |
-1 |
354 |
-50,227,162 |
-50,227,162 |
-66,619,738 |
1.42 |
-0.080 |
-0.077 |
4,664,113 |
| 0 |
12 |
0 |
0 |
0 |
1.58 |
-0.036 |
-0.031 |
0 |
| 1 |
309 |
52,346,483 |
52,346,483 |
62,170,549 |
1.34 |
0.070 |
0.065 |
5,467,878 |
| HKG |
-1 |
31 |
-6,288,739 |
-6,288,739 |
-6,397,232 |
1.19 |
0.035 |
0.053 |
-11,373 |
| 0 |
3 |
0 |
0 |
0 |
1.97 |
0.130 |
0.135 |
0 |
| 1 |
48 |
9,488,884 |
9,488,884 |
14,196,518 |
1.65 |
0.188 |
0.191 |
1,975,783 |
| IDN |
1 |
6 |
1,976,072 |
1,976,072 |
325,695 |
0.18 |
0.048 |
0.057 |
118,160 |
| IND |
1 |
6 |
234,530 |
234,530 |
109,648 |
0.31 |
0.096 |
0.111 |
24,188 |
| JPN |
-1 |
123 |
-25,156,636 |
-25,156,636 |
-15,645,482 |
0.71 |
-0.063 |
-0.058 |
1,830,404 |
| 0 |
13 |
0 |
0 |
0 |
0.94 |
0.008 |
0.016 |
0 |
| 1 |
82 |
23,347,235 |
23,347,235 |
13,858,253 |
0.66 |
0.051 |
0.047 |
1,353,732 |
| MYS |
1 |
8 |
2,037,033 |
2,037,033 |
496,530 |
0.27 |
0.015 |
0.007 |
33,187 |
| NZL |
-1 |
2 |
-960,249 |
-960,249 |
32,853 |
-0.08 |
-0.156 |
-0.156 |
151,083 |
| SGP |
-1 |
5 |
-1,515,939 |
-1,515,939 |
-487,154 |
0.32 |
-0.033 |
-0.016 |
85,371 |
| 1 |
2 |
136,584 |
136,584 |
30,827 |
0.17 |
0.045 |
0.045 |
7,123 |
| THA |
-1 |
14 |
-4,077,527 |
-4,077,527 |
-932,725 |
0.35 |
-0.106 |
-0.098 |
343,405 |
| 1 |
5 |
712,037 |
712,037 |
122,529 |
0.23 |
0.037 |
0.041 |
28,700 |
| TWN |
-1 |
45 |
-5,766,942 |
-5,766,942 |
-3,283,828 |
0.61 |
-0.061 |
-0.060 |
419,972 |
| 1 |
33 |
5,926,373 |
5,926,373 |
3,662,690 |
0.71 |
0.059 |
0.058 |
426,274 |