Generated at 16:17 on Wednesday 11/06/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
582 |
-101,690,278 |
| 0 |
28 |
0 |
| 1 |
497 |
99,125,752 |
|
target_notional |
| target_notional |
-2,564,526 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,384,730 |
-2,564,526 |
19,045,494 |
200,816,030 |
4,811,362 |
-0.007 |
-0.013 |
0.095 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,205,301 |
| 0 |
0 |
| 1 |
106,820,571 |
|
alpha_notional |
| alpha_notional |
19,045,494 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,185,540 |
| 0 |
0 |
| 1 |
10,859,953 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-5,013,870 |
9,488,643 |
832,263 |
-0.528 |
0.047 |
| CHN |
650 |
6,063,490 |
112,933,577 |
3,632,858 |
0.054 |
0.562 |
| HKG |
81 |
459,336 |
14,615,965 |
1,376,040 |
0.031 |
0.073 |
| IDN |
5 |
1,513,233 |
1,513,233 |
369,233 |
1.000 |
0.008 |
| IND |
9 |
1,146,547 |
1,146,547 |
274,151 |
1.000 |
0.006 |
| JPN |
196 |
-2,271,418 |
41,139,834 |
1,737,338 |
-0.055 |
0.205 |
| MYS |
8 |
1,762,841 |
1,762,841 |
325,029 |
1.000 |
0.009 |
| NZL |
2 |
-965,374 |
965,374 |
233,645 |
-1.000 |
0.005 |
| SGP |
6 |
-1,254,081 |
1,656,288 |
291,573 |
-0.757 |
0.008 |
| THA |
21 |
-3,300,894 |
4,160,933 |
611,828 |
-0.793 |
0.021 |
| TWN |
80 |
-704,336 |
11,432,795 |
784,919 |
-0.062 |
0.057 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-7,251,257 |
| 0 |
1 |
0 |
| 1 |
15 |
2,237,387 |
| CHN |
-1 |
331 |
-53,435,044 |
| 0 |
11 |
0 |
| 1 |
308 |
59,498,534 |
| HKG |
-1 |
34 |
-7,078,315 |
| 1 |
47 |
7,537,650 |
| IDN |
1 |
5 |
1,513,233 |
| IND |
1 |
9 |
1,146,547 |
| JPN |
-1 |
111 |
-21,705,626 |
| 0 |
14 |
0 |
| 1 |
71 |
19,434,208 |
| MYS |
1 |
8 |
1,762,841 |
| NZL |
-1 |
2 |
-965,374 |
| SGP |
-1 |
5 |
-1,455,184 |
| 1 |
1 |
201,103 |
| THA |
-1 |
17 |
-3,730,913 |
| 1 |
4 |
430,019 |
| TWN |
-1 |
49 |
-6,068,565 |
| 0 |
2 |
0 |
| 1 |
29 |
5,364,229 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-7,251,257 |
-7,251,257 |
-2,545,558 |
0.48 |
-0.120 |
-0.115 |
900,915 |
| 0 |
1 |
0 |
0 |
0 |
0.08 |
-0.043 |
-0.043 |
0 |
| 1 |
15 |
2,237,387 |
2,237,387 |
440,572 |
0.20 |
0.000 |
0.003 |
48,132 |
| CHN |
-1 |
331 |
-53,435,044 |
-53,435,044 |
-82,915,166 |
1.64 |
-0.042 |
-0.045 |
3,255,264 |
| 0 |
11 |
0 |
0 |
0 |
1.49 |
0.034 |
0.018 |
0 |
| 1 |
308 |
59,498,534 |
59,498,534 |
82,054,070 |
1.51 |
0.114 |
0.113 |
8,646,267 |
| HKG |
-1 |
34 |
-7,078,315 |
-7,078,315 |
-7,287,572 |
1.28 |
-0.002 |
0.016 |
237,947 |
| 1 |
47 |
7,537,650 |
7,537,650 |
12,015,700 |
1.84 |
0.157 |
0.169 |
1,393,530 |
| IDN |
1 |
5 |
1,513,233 |
1,513,233 |
161,722 |
0.05 |
0.013 |
0.027 |
49,356 |
| IND |
1 |
9 |
1,146,547 |
1,146,547 |
221,043 |
0.20 |
0.075 |
0.056 |
105,234 |
| JPN |
-1 |
111 |
-21,705,626 |
-21,705,626 |
-11,878,854 |
0.55 |
-0.100 |
-0.096 |
2,302,869 |
| 0 |
14 |
0 |
0 |
0 |
0.59 |
-0.044 |
-0.041 |
0 |
| 1 |
71 |
19,434,208 |
19,434,208 |
9,282,780 |
0.54 |
0.018 |
0.015 |
528,471 |
| MYS |
1 |
8 |
1,762,841 |
1,762,841 |
370,977 |
0.19 |
-0.036 |
-0.031 |
-46,445 |
| NZL |
-1 |
2 |
-965,374 |
-965,374 |
29,063 |
-0.06 |
-0.093 |
-0.093 |
85,165 |
| SGP |
-1 |
5 |
-1,455,184 |
-1,455,184 |
-459,212 |
0.29 |
-0.063 |
-0.038 |
124,971 |
| 1 |
1 |
201,103 |
201,103 |
36,454 |
0.18 |
0.048 |
0.048 |
9,664 |
| THA |
-1 |
17 |
-3,730,913 |
-3,730,913 |
-680,861 |
0.21 |
-0.119 |
-0.122 |
415,741 |
| 1 |
4 |
430,019 |
430,019 |
88,359 |
0.22 |
0.005 |
0.020 |
4,077 |
| TWN |
-1 |
49 |
-6,068,565 |
-6,068,565 |
-2,467,142 |
0.47 |
-0.128 |
-0.122 |
862,668 |
| 0 |
2 |
0 |
0 |
0 |
0.56 |
-0.134 |
-0.134 |
0 |
| 1 |
29 |
5,364,229 |
5,364,229 |
2,148,895 |
0.44 |
-0.003 |
-0.008 |
121,668 |