Generated at 16:58 on Thursday 11/07/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
577 |
-101,456,330 |
| 0 |
41 |
0 |
| 1 |
489 |
99,153,581 |
|
target_notional |
| target_notional |
-2,302,749 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,171,621 |
-2,302,749 |
19,006,214 |
200,609,911 |
4,976,810 |
-0.006 |
-0.011 |
0.095 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,693,197 |
| 0 |
0 |
| 1 |
107,521,576 |
|
alpha_notional |
| alpha_notional |
19,006,214 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,963,611 |
| 0 |
0 |
| 1 |
11,042,603 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,020,210 |
9,608,826 |
839,302 |
-0.522 |
0.048 |
| CHN |
647 |
5,760,849 |
113,012,976 |
3,926,714 |
0.051 |
0.563 |
| HKG |
82 |
1,231,549 |
14,861,851 |
1,322,910 |
0.083 |
0.074 |
| IDN |
5 |
1,502,609 |
1,502,609 |
497,001 |
1.000 |
0.007 |
| IND |
9 |
1,033,087 |
1,033,087 |
232,827 |
1.000 |
0.005 |
| JPN |
193 |
-2,292,987 |
40,988,653 |
1,846,165 |
-0.056 |
0.204 |
| MYS |
8 |
1,691,513 |
1,691,513 |
273,935 |
1.000 |
0.008 |
| NZL |
2 |
-939,269 |
939,269 |
233,070 |
-1.000 |
0.005 |
| SGP |
6 |
-1,322,658 |
1,715,967 |
279,818 |
-0.771 |
0.009 |
| THA |
22 |
-2,794,557 |
3,833,981 |
630,422 |
-0.729 |
0.019 |
| TWN |
83 |
-1,152,675 |
11,421,177 |
674,159 |
-0.101 |
0.057 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-7,314,518 |
| 0 |
3 |
0 |
| 1 |
14 |
2,294,308 |
| CHN |
-1 |
327 |
-53,626,064 |
| 0 |
17 |
0 |
| 1 |
303 |
59,386,912 |
| HKG |
-1 |
34 |
-6,815,151 |
| 0 |
2 |
0 |
| 1 |
46 |
8,046,700 |
| IDN |
1 |
5 |
1,502,609 |
| IND |
0 |
2 |
0 |
| 1 |
7 |
1,033,087 |
| JPN |
-1 |
106 |
-21,640,820 |
| 0 |
14 |
0 |
| 1 |
73 |
19,347,833 |
| MYS |
1 |
8 |
1,691,513 |
| NZL |
-1 |
2 |
-939,269 |
| SGP |
-1 |
5 |
-1,519,313 |
| 1 |
1 |
196,655 |
| THA |
-1 |
17 |
-3,314,269 |
| 1 |
5 |
519,712 |
| TWN |
-1 |
53 |
-6,286,926 |
| 0 |
3 |
0 |
| 1 |
27 |
5,134,251 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-7,314,518 |
-7,314,518 |
-2,571,397 |
0.44 |
-0.115 |
-0.116 |
894,797 |
| 0 |
3 |
0 |
0 |
0 |
0.55 |
-0.087 |
-0.037 |
0 |
| 1 |
14 |
2,294,308 |
2,294,308 |
408,392 |
0.18 |
0.005 |
0.005 |
47,146 |
| CHN |
-1 |
327 |
-53,626,064 |
-53,626,064 |
-83,431,730 |
1.64 |
-0.039 |
-0.042 |
2,934,448 |
| 0 |
17 |
0 |
0 |
0 |
1.32 |
0.034 |
0.046 |
0 |
| 1 |
303 |
59,386,912 |
59,386,912 |
82,124,821 |
1.52 |
0.115 |
0.115 |
8,588,084 |
| HKG |
-1 |
34 |
-6,815,151 |
-6,815,151 |
-6,873,226 |
1.34 |
0.002 |
0.014 |
171,347 |
| 0 |
2 |
0 |
0 |
0 |
1.79 |
0.035 |
0.035 |
0 |
| 1 |
46 |
8,046,700 |
8,046,700 |
12,851,501 |
1.83 |
0.170 |
0.181 |
1,603,840 |
| IDN |
1 |
5 |
1,502,609 |
1,502,609 |
162,711 |
0.05 |
0.031 |
0.020 |
60,124 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.12 |
0.024 |
0.024 |
0 |
| 1 |
7 |
1,033,087 |
1,033,087 |
231,789 |
0.23 |
0.083 |
0.065 |
94,016 |
| JPN |
-1 |
106 |
-21,640,820 |
-21,640,820 |
-12,204,665 |
0.56 |
-0.101 |
-0.102 |
2,404,662 |
| 0 |
14 |
0 |
0 |
0 |
0.54 |
-0.036 |
-0.024 |
0 |
| 1 |
73 |
19,347,833 |
19,347,833 |
9,166,408 |
0.54 |
0.020 |
0.015 |
536,359 |
| MYS |
1 |
8 |
1,691,513 |
1,691,513 |
358,358 |
0.19 |
-0.035 |
-0.030 |
-43,670 |
| NZL |
-1 |
2 |
-939,269 |
-939,269 |
29,497 |
-0.06 |
-0.093 |
-0.093 |
78,642 |
| SGP |
-1 |
5 |
-1,519,313 |
-1,519,313 |
-468,214 |
0.29 |
-0.073 |
-0.044 |
133,615 |
| 1 |
1 |
196,655 |
196,655 |
35,647 |
0.18 |
0.055 |
0.055 |
10,823 |
| THA |
-1 |
17 |
-3,314,269 |
-3,314,269 |
-610,828 |
0.21 |
-0.113 |
-0.111 |
367,306 |
| 1 |
5 |
519,712 |
519,712 |
116,934 |
0.32 |
0.029 |
0.028 |
12,831 |
| TWN |
-1 |
53 |
-6,286,926 |
-6,286,926 |
-2,562,634 |
0.46 |
-0.143 |
-0.145 |
978,794 |
| 0 |
3 |
0 |
0 |
0 |
0.38 |
-0.089 |
-0.084 |
0 |
| 1 |
27 |
5,134,251 |
5,134,251 |
2,065,013 |
0.45 |
-0.004 |
-0.025 |
133,048 |