Generated at 16:07 on Monday 11/04/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
591 |
-101,945,010 |
| 0 |
50 |
0 |
| 1 |
498 |
99,213,674 |
|
target_notional |
| target_notional |
-2,731,336 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,209,200 |
-2,731,336 |
18,817,344 |
201,158,683 |
5,004,433 |
-0.006 |
-0.014 |
0.094 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-105,659,291 |
| 0 |
0 |
| 1 |
104,450,091 |
|
alpha_notional |
| alpha_notional |
18,817,344 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,079,991 |
| 0 |
0 |
| 1 |
10,737,353 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-5,013,630 |
9,474,473 |
1,143,205 |
-0.529 |
0.047 |
| CHN |
672 |
4,723,290 |
110,499,273 |
3,588,843 |
0.043 |
0.549 |
| HKG |
78 |
296,637 |
14,688,014 |
1,171,728 |
0.020 |
0.073 |
| IDN |
5 |
1,539,452 |
1,539,452 |
370,019 |
1.000 |
0.008 |
| IND |
8 |
1,400,777 |
1,400,777 |
401,503 |
1.000 |
0.007 |
| JPN |
204 |
-1,174,400 |
41,924,981 |
2,190,178 |
-0.028 |
0.208 |
| MYS |
8 |
1,928,968 |
1,928,968 |
285,471 |
1.000 |
0.010 |
| NZL |
2 |
-965,407 |
965,407 |
292,327 |
-1.000 |
0.005 |
| SGP |
6 |
-1,291,058 |
1,650,546 |
318,579 |
-0.782 |
0.008 |
| THA |
21 |
-3,209,354 |
4,481,754 |
607,260 |
-0.716 |
0.022 |
| TWN |
83 |
-966,612 |
12,605,038 |
946,714 |
-0.077 |
0.063 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-7,244,052 |
| 0 |
3 |
0 |
| 1 |
15 |
2,230,422 |
| CHN |
-1 |
337 |
-52,887,991 |
| 0 |
24 |
0 |
| 1 |
311 |
57,611,281 |
| HKG |
-1 |
33 |
-7,195,688 |
| 1 |
45 |
7,492,326 |
| IDN |
1 |
5 |
1,539,452 |
| IND |
1 |
8 |
1,400,777 |
| JPN |
-1 |
114 |
-21,549,691 |
| 0 |
20 |
0 |
| 1 |
70 |
20,375,291 |
| MYS |
1 |
8 |
1,928,968 |
| NZL |
-1 |
2 |
-965,407 |
| SGP |
-1 |
5 |
-1,470,802 |
| 1 |
1 |
179,744 |
| THA |
-1 |
16 |
-3,845,554 |
| 1 |
5 |
636,200 |
| TWN |
-1 |
50 |
-6,785,825 |
| 0 |
3 |
0 |
| 1 |
30 |
5,819,213 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-7,244,052 |
-7,244,052 |
-2,532,672 |
0.45 |
-0.107 |
-0.100 |
845,460 |
| 0 |
3 |
0 |
0 |
0 |
0.44 |
-0.033 |
-0.043 |
0 |
| 1 |
15 |
2,230,422 |
2,230,422 |
421,849 |
0.20 |
0.004 |
0.002 |
28,670 |
| CHN |
-1 |
337 |
-52,887,991 |
-52,887,991 |
-80,845,584 |
1.64 |
-0.040 |
-0.035 |
3,452,275 |
| 0 |
24 |
0 |
0 |
0 |
1.54 |
0.031 |
0.036 |
0 |
| 1 |
311 |
57,611,281 |
57,611,281 |
79,305,641 |
1.51 |
0.112 |
0.108 |
8,270,738 |
| HKG |
-1 |
33 |
-7,195,688 |
-7,195,688 |
-7,459,087 |
1.28 |
-0.010 |
0.008 |
285,106 |
| 1 |
45 |
7,492,326 |
7,492,326 |
12,019,900 |
1.86 |
0.139 |
0.150 |
1,228,823 |
| IDN |
1 |
5 |
1,539,452 |
1,539,452 |
161,564 |
0.05 |
0.015 |
0.028 |
47,835 |
| IND |
1 |
8 |
1,400,777 |
1,400,777 |
203,233 |
0.19 |
0.079 |
0.059 |
163,775 |
| JPN |
-1 |
114 |
-21,549,691 |
-21,549,691 |
-10,760,560 |
0.56 |
-0.082 |
-0.080 |
1,872,649 |
| 0 |
20 |
0 |
0 |
0 |
0.57 |
-0.022 |
-0.022 |
0 |
| 1 |
70 |
20,375,291 |
20,375,291 |
9,631,447 |
0.53 |
0.032 |
0.031 |
828,480 |
| MYS |
1 |
8 |
1,928,968 |
1,928,968 |
373,059 |
0.19 |
-0.021 |
-0.016 |
-32,309 |
| NZL |
-1 |
2 |
-965,407 |
-965,407 |
28,805 |
-0.06 |
-0.097 |
-0.097 |
87,700 |
| SGP |
-1 |
5 |
-1,470,802 |
-1,470,802 |
-463,764 |
0.29 |
-0.057 |
-0.035 |
112,707 |
| 1 |
1 |
179,744 |
179,744 |
32,582 |
0.18 |
0.052 |
0.052 |
9,372 |
| THA |
-1 |
16 |
-3,845,554 |
-3,845,554 |
-653,641 |
0.22 |
-0.130 |
-0.135 |
414,750 |
| 1 |
5 |
636,200 |
636,200 |
77,977 |
0.17 |
0.002 |
0.012 |
4,976 |
| TWN |
-1 |
50 |
-6,785,825 |
-6,785,825 |
-2,972,789 |
0.48 |
-0.139 |
-0.135 |
1,009,343 |
| 0 |
3 |
0 |
0 |
0 |
0.51 |
-0.158 |
-0.198 |
0 |
| 1 |
30 |
5,819,213 |
5,819,213 |
2,222,837 |
0.43 |
0.002 |
-0.009 |
186,994 |