Generated at 15:57 on Thursday 10/31/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-101,496,635 |
| 0 |
33 |
0 |
| 1 |
512 |
99,142,061 |
|
target_notional |
| target_notional |
-2,354,574 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-362,922 |
-2,354,574 |
18,207,087 |
200,638,696 |
4,796,837 |
-0.002 |
-0.012 |
0.091 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-103,051,686 |
| 0 |
0 |
| 1 |
102,688,765 |
|
alpha_notional |
| alpha_notional |
18,207,087 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,218,185 |
| 0 |
0 |
| 1 |
9,988,902 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-5,021,103 |
10,060,693 |
1,030,786 |
-0.499 |
0.050 |
| CHN |
671 |
3,937,455 |
104,875,503 |
3,650,410 |
0.038 |
0.523 |
| HKG |
79 |
2,359,979 |
15,616,751 |
1,594,941 |
0.151 |
0.078 |
| IDN |
6 |
1,556,459 |
1,556,459 |
327,126 |
1.000 |
0.008 |
| IND |
9 |
1,148,857 |
1,148,857 |
325,080 |
1.000 |
0.006 |
| JPN |
212 |
-2,808,689 |
46,469,091 |
2,030,614 |
-0.060 |
0.232 |
| MYS |
8 |
2,031,444 |
2,031,444 |
371,445 |
1.000 |
0.010 |
| NZL |
2 |
-965,417 |
965,417 |
251,386 |
-1.000 |
0.005 |
| SGP |
6 |
-1,448,640 |
1,613,438 |
299,043 |
-0.898 |
0.008 |
| THA |
20 |
-3,451,152 |
4,722,590 |
672,536 |
-0.731 |
0.024 |
| TWN |
79 |
306,233 |
11,578,452 |
796,113 |
0.026 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-7,540,898 |
| 0 |
3 |
0 |
| 1 |
18 |
2,519,795 |
| CHN |
-1 |
347 |
-50,469,024 |
| 0 |
10 |
0 |
| 1 |
314 |
54,406,479 |
| HKG |
-1 |
31 |
-6,628,386 |
| 0 |
1 |
0 |
| 1 |
47 |
8,988,365 |
| IDN |
0 |
1 |
0 |
| 1 |
5 |
1,556,459 |
| IND |
0 |
2 |
0 |
| 1 |
7 |
1,148,857 |
| JPN |
-1 |
124 |
-24,638,890 |
| 0 |
14 |
0 |
| 1 |
74 |
21,830,201 |
| MYS |
1 |
8 |
2,031,444 |
| NZL |
-1 |
2 |
-965,417 |
| SGP |
-1 |
5 |
-1,531,039 |
| 1 |
1 |
82,399 |
| THA |
-1 |
15 |
-4,086,871 |
| 1 |
5 |
635,719 |
| TWN |
-1 |
44 |
-5,636,110 |
| 0 |
2 |
0 |
| 1 |
33 |
5,942,343 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-7,540,898 |
-7,540,898 |
-2,292,874 |
0.46 |
-0.094 |
-0.088 |
793,796 |
| 0 |
3 |
0 |
0 |
0 |
0.59 |
-0.023 |
-0.015 |
0 |
| 1 |
18 |
2,519,795 |
2,519,795 |
380,181 |
0.26 |
-0.004 |
-0.009 |
-16,554 |
| CHN |
-1 |
347 |
-50,469,024 |
-50,469,024 |
-78,494,646 |
1.63 |
-0.054 |
-0.052 |
3,735,961 |
| 0 |
10 |
0 |
0 |
0 |
0.93 |
-0.001 |
0.018 |
0 |
| 1 |
314 |
54,406,479 |
54,406,479 |
74,470,748 |
1.52 |
0.095 |
0.090 |
7,203,804 |
| HKG |
-1 |
31 |
-6,628,386 |
-6,628,386 |
-6,417,586 |
1.29 |
0.006 |
0.016 |
205,308 |
| 0 |
1 |
0 |
0 |
0 |
2.13 |
0.112 |
0.112 |
0 |
| 1 |
47 |
8,988,365 |
8,988,365 |
14,409,721 |
1.83 |
0.155 |
0.169 |
1,602,707 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.20 |
-0.070 |
-0.070 |
0 |
| 1 |
5 |
1,556,459 |
1,556,459 |
165,234 |
0.05 |
0.022 |
0.039 |
64,908 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.14 |
0.070 |
0.070 |
0 |
| 1 |
7 |
1,148,857 |
1,148,857 |
179,108 |
0.17 |
0.128 |
0.135 |
203,877 |
| JPN |
-1 |
124 |
-24,638,890 |
-24,638,890 |
-12,182,103 |
0.56 |
-0.087 |
-0.084 |
2,294,364 |
| 0 |
14 |
0 |
0 |
0 |
0.48 |
-0.006 |
0.005 |
0 |
| 1 |
74 |
21,830,201 |
21,830,201 |
10,146,888 |
0.53 |
0.023 |
0.020 |
633,647 |
| MYS |
1 |
8 |
2,031,444 |
2,031,444 |
385,375 |
0.19 |
-0.007 |
-0.013 |
-8,806 |
| NZL |
-1 |
2 |
-965,417 |
-965,417 |
28,354 |
-0.06 |
-0.122 |
-0.122 |
114,431 |
| SGP |
-1 |
5 |
-1,531,039 |
-1,531,039 |
-486,170 |
0.29 |
-0.055 |
-0.036 |
116,011 |
| 1 |
1 |
82,399 |
82,399 |
14,936 |
0.18 |
0.038 |
0.038 |
3,111 |
| THA |
-1 |
15 |
-4,086,871 |
-4,086,871 |
-620,545 |
0.23 |
-0.131 |
-0.137 |
422,276 |
| 1 |
5 |
635,719 |
635,719 |
78,642 |
0.17 |
-0.003 |
-0.003 |
-1,338 |
| TWN |
-1 |
44 |
-5,636,110 |
-5,636,110 |
-2,586,115 |
0.47 |
-0.088 |
-0.089 |
536,038 |
| 0 |
2 |
0 |
0 |
0 |
0.20 |
-0.146 |
-0.146 |
0 |
| 1 |
33 |
5,942,343 |
5,942,343 |
2,457,931 |
0.48 |
0.032 |
0.036 |
303,546 |