Generated at 16:20 on Sunday 11/03/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-103,768,586 |
| 0 |
34 |
0 |
| 1 |
514 |
100,450,286 |
|
target_notional |
| target_notional |
-3,318,301 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-715,534 |
-3,318,301 |
18,357,323 |
204,218,872 |
5,153,222 |
-0.004 |
-0.016 |
0.090 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-105,021,189 |
| 0 |
0 |
| 1 |
104,305,655 |
|
alpha_notional |
| alpha_notional |
18,357,323 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,909,952 |
| 0 |
0 |
| 1 |
10,447,371 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-5,004,593 |
9,654,833 |
1,215,186 |
-0.518 |
0.047 |
| CHN |
686 |
5,303,039 |
109,207,619 |
3,892,699 |
0.049 |
0.535 |
| HKG |
80 |
502,337 |
14,746,288 |
1,348,450 |
0.034 |
0.072 |
| IDN |
5 |
1,529,821 |
1,529,821 |
354,883 |
1.000 |
0.007 |
| IND |
9 |
1,597,409 |
1,597,409 |
345,303 |
1.000 |
0.008 |
| JPN |
198 |
-2,727,172 |
45,769,072 |
1,956,479 |
-0.060 |
0.224 |
| MYS |
8 |
1,985,494 |
1,985,494 |
309,277 |
1.000 |
0.010 |
| NZL |
2 |
-964,773 |
964,773 |
243,448 |
-1.000 |
0.005 |
| SGP |
6 |
-1,329,895 |
1,687,842 |
292,703 |
-0.788 |
0.008 |
| THA |
21 |
-3,416,427 |
4,682,981 |
915,100 |
-0.730 |
0.023 |
| TWN |
87 |
-793,543 |
12,392,740 |
781,863 |
-0.064 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-7,329,713 |
| 0 |
3 |
0 |
| 1 |
16 |
2,325,120 |
| CHN |
-1 |
344 |
-51,952,290 |
| 0 |
20 |
0 |
| 1 |
322 |
57,255,329 |
| HKG |
-1 |
32 |
-7,121,975 |
| 0 |
3 |
0 |
| 1 |
45 |
7,624,312 |
| IDN |
1 |
5 |
1,529,821 |
| IND |
0 |
2 |
0 |
| 1 |
7 |
1,597,409 |
| JPN |
-1 |
124 |
-24,248,122 |
| 1 |
74 |
21,520,950 |
| MYS |
1 |
8 |
1,985,494 |
| NZL |
-1 |
2 |
-964,773 |
| SGP |
-1 |
5 |
-1,508,868 |
| 1 |
1 |
178,974 |
| THA |
-1 |
16 |
-4,049,704 |
| 1 |
5 |
633,277 |
| TWN |
-1 |
50 |
-6,593,142 |
| 0 |
6 |
0 |
| 1 |
31 |
5,799,599 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-7,329,713 |
-7,329,713 |
-2,561,281 |
0.45 |
-0.097 |
-0.090 |
759,749 |
| 0 |
3 |
0 |
0 |
0 |
0.45 |
-0.018 |
-0.009 |
0 |
| 1 |
16 |
2,325,120 |
2,325,120 |
411,880 |
0.22 |
0.001 |
-0.007 |
20,052 |
| CHN |
-1 |
344 |
-51,952,290 |
-51,952,290 |
-79,093,982 |
1.62 |
-0.039 |
-0.035 |
3,281,679 |
| 0 |
20 |
0 |
0 |
0 |
1.44 |
0.038 |
0.027 |
0 |
| 1 |
322 |
57,255,329 |
57,255,329 |
78,498,142 |
1.51 |
0.112 |
0.108 |
8,182,419 |
| HKG |
-1 |
32 |
-7,121,975 |
-7,121,975 |
-7,386,686 |
1.31 |
-0.014 |
-0.005 |
349,921 |
| 0 |
3 |
0 |
0 |
0 |
1.62 |
0.058 |
0.075 |
0 |
| 1 |
45 |
7,624,312 |
7,624,312 |
12,243,330 |
1.86 |
0.128 |
0.140 |
1,161,924 |
| IDN |
1 |
5 |
1,529,821 |
1,529,821 |
160,309 |
0.05 |
0.015 |
0.026 |
49,582 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.14 |
0.074 |
0.074 |
0 |
| 1 |
7 |
1,597,409 |
1,597,409 |
220,453 |
0.17 |
0.123 |
0.133 |
289,963 |
| JPN |
-1 |
124 |
-24,248,122 |
-24,248,122 |
-11,948,681 |
0.56 |
-0.079 |
-0.078 |
1,970,784 |
| 1 |
74 |
21,520,950 |
21,520,950 |
9,954,256 |
0.53 |
0.026 |
0.027 |
643,834 |
| MYS |
1 |
8 |
1,985,494 |
1,985,494 |
380,331 |
0.19 |
-0.020 |
-0.021 |
-41,407 |
| NZL |
-1 |
2 |
-964,773 |
-964,773 |
27,918 |
-0.06 |
-0.088 |
-0.088 |
82,722 |
| SGP |
-1 |
5 |
-1,508,868 |
-1,508,868 |
-477,527 |
0.29 |
-0.054 |
-0.030 |
110,214 |
| 1 |
1 |
178,974 |
178,974 |
32,442 |
0.18 |
0.048 |
0.048 |
8,502 |
| THA |
-1 |
16 |
-4,049,704 |
-4,049,704 |
-647,580 |
0.22 |
-0.130 |
-0.140 |
398,919 |
| 1 |
5 |
633,277 |
633,277 |
77,816 |
0.17 |
0.005 |
0.010 |
9,990 |
| TWN |
-1 |
50 |
-6,593,142 |
-6,593,142 |
-2,933,370 |
0.49 |
-0.141 |
-0.143 |
955,964 |
| 0 |
6 |
0 |
0 |
0 |
0.45 |
-0.081 |
-0.090 |
0 |
| 1 |
31 |
5,799,599 |
5,799,599 |
2,326,695 |
0.44 |
-0.001 |
-0.002 |
122,514 |