Generated at 15:48 on Tuesday 11/05/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
585 |
-101,464,559 |
| 0 |
29 |
0 |
| 1 |
493 |
99,152,155 |
|
target_notional |
| target_notional |
-2,312,404 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-795,766 |
-2,312,404 |
18,666,241 |
200,616,714 |
4,868,138 |
-0.004 |
-0.012 |
0.093 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-107,095,920 |
| 0 |
0 |
| 1 |
106,300,154 |
|
alpha_notional |
| alpha_notional |
18,666,241 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,902,445 |
| 0 |
0 |
| 1 |
10,763,797 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,017,960 |
9,530,274 |
1,035,886 |
-0.527 |
0.048 |
| CHN |
651 |
5,792,789 |
112,623,605 |
3,596,390 |
0.051 |
0.561 |
| HKG |
79 |
341,999 |
14,825,802 |
1,491,305 |
0.023 |
0.074 |
| IDN |
5 |
1,539,984 |
1,539,984 |
338,921 |
1.000 |
0.008 |
| IND |
8 |
1,614,951 |
1,614,951 |
331,160 |
1.000 |
0.008 |
| JPN |
193 |
-1,159,817 |
39,186,340 |
1,619,083 |
-0.030 |
0.195 |
| MYS |
8 |
1,882,416 |
1,882,416 |
348,265 |
1.000 |
0.009 |
| NZL |
2 |
-965,379 |
965,379 |
249,780 |
-1.000 |
0.005 |
| SGP |
6 |
-1,252,880 |
1,650,576 |
247,350 |
-0.759 |
0.008 |
| THA |
22 |
-3,707,504 |
4,538,767 |
714,168 |
-0.817 |
0.023 |
| TWN |
83 |
-1,381,004 |
12,258,620 |
1,033,235 |
-0.113 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-7,274,117 |
| 0 |
2 |
0 |
| 1 |
15 |
2,256,157 |
| CHN |
-1 |
332 |
-53,415,408 |
| 0 |
11 |
0 |
| 1 |
308 |
59,208,197 |
| HKG |
-1 |
34 |
-7,241,901 |
| 1 |
45 |
7,583,900 |
| IDN |
1 |
5 |
1,539,984 |
| IND |
1 |
8 |
1,614,951 |
| JPN |
-1 |
111 |
-20,173,079 |
| 0 |
12 |
0 |
| 1 |
70 |
19,013,261 |
| MYS |
1 |
8 |
1,882,416 |
| NZL |
-1 |
2 |
-965,379 |
| SGP |
-1 |
5 |
-1,451,728 |
| 1 |
1 |
198,848 |
| THA |
-1 |
17 |
-4,123,135 |
| 0 |
1 |
0 |
| 1 |
4 |
415,632 |
| TWN |
-1 |
51 |
-6,819,812 |
| 0 |
3 |
0 |
| 1 |
29 |
5,438,808 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-7,274,117 |
-7,274,117 |
-2,533,481 |
0.46 |
-0.112 |
-0.109 |
844,839 |
| 0 |
2 |
0 |
0 |
0 |
0.20 |
-0.031 |
-0.031 |
0 |
| 1 |
15 |
2,256,157 |
2,256,157 |
434,764 |
0.20 |
0.009 |
0.005 |
43,294 |
| CHN |
-1 |
332 |
-53,415,408 |
-53,415,408 |
-82,425,794 |
1.65 |
-0.040 |
-0.038 |
3,262,839 |
| 0 |
11 |
0 |
0 |
0 |
1.40 |
0.036 |
0.035 |
0 |
| 1 |
308 |
59,208,197 |
59,208,197 |
81,656,163 |
1.51 |
0.112 |
0.107 |
8,510,258 |
| HKG |
-1 |
34 |
-7,241,901 |
-7,241,901 |
-7,549,327 |
1.28 |
-0.012 |
0.008 |
284,522 |
| 1 |
45 |
7,583,900 |
7,583,900 |
12,161,438 |
1.86 |
0.145 |
0.160 |
1,274,616 |
| IDN |
1 |
5 |
1,539,984 |
1,539,984 |
165,960 |
0.05 |
0.011 |
0.010 |
43,138 |
| IND |
1 |
8 |
1,614,951 |
1,614,951 |
235,764 |
0.19 |
0.093 |
0.111 |
199,693 |
| JPN |
-1 |
111 |
-20,173,079 |
-20,173,079 |
-10,479,397 |
0.55 |
-0.086 |
-0.083 |
1,821,556 |
| 0 |
12 |
0 |
0 |
0 |
0.58 |
-0.020 |
-0.016 |
0 |
| 1 |
70 |
19,013,261 |
19,013,261 |
8,970,462 |
0.55 |
0.027 |
0.023 |
626,369 |
| MYS |
1 |
8 |
1,882,416 |
1,882,416 |
374,498 |
0.19 |
-0.028 |
-0.021 |
-42,348 |
| NZL |
-1 |
2 |
-965,379 |
-965,379 |
29,175 |
-0.06 |
-0.106 |
-0.106 |
92,537 |
| SGP |
-1 |
5 |
-1,451,728 |
-1,451,728 |
-457,437 |
0.29 |
-0.057 |
-0.030 |
114,374 |
| 1 |
1 |
198,848 |
198,848 |
36,045 |
0.18 |
0.049 |
0.049 |
9,797 |
| THA |
-1 |
17 |
-4,123,135 |
-4,123,135 |
-701,343 |
0.21 |
-0.142 |
-0.155 |
487,624 |
| 0 |
1 |
0 |
0 |
0 |
-0.05 |
-0.044 |
-0.044 |
0 |
| 1 |
4 |
415,632 |
415,632 |
83,796 |
0.22 |
-0.016 |
-0.010 |
-5,632 |
| TWN |
-1 |
51 |
-6,819,812 |
-6,819,812 |
-2,978,315 |
0.48 |
-0.132 |
-0.132 |
994,153 |
| 0 |
3 |
0 |
0 |
0 |
0.52 |
-0.097 |
-0.050 |
0 |
| 1 |
29 |
5,438,808 |
5,438,808 |
2,181,264 |
0.44 |
-0.000 |
-0.007 |
104,611 |