Generated at 15:18 on Sunday 11/10/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
570 |
-101,358,793 |
| 0 |
35 |
0 |
| 1 |
488 |
99,010,491 |
|
target_notional |
| target_notional |
-2,348,302 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,104,408 |
-2,348,302 |
19,143,153 |
200,369,284 |
5,031,582 |
-0.006 |
-0.012 |
0.096 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,595,624 |
| 0 |
0 |
| 1 |
107,491,215 |
|
alpha_notional |
| alpha_notional |
19,143,153 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,040,413 |
| 0 |
0 |
| 1 |
11,102,740 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
47 |
-5,017,358 |
9,433,228 |
882,971 |
-0.532 |
0.047 |
| CHN |
643 |
6,217,890 |
113,953,273 |
4,003,723 |
0.055 |
0.569 |
| HKG |
81 |
1,227,001 |
14,701,592 |
1,327,335 |
0.083 |
0.073 |
| IDN |
5 |
1,517,531 |
1,517,531 |
318,422 |
1.000 |
0.008 |
| IND |
8 |
849,261 |
849,261 |
219,073 |
1.000 |
0.004 |
| JPN |
188 |
-2,413,814 |
40,262,941 |
1,888,594 |
-0.060 |
0.201 |
| MYS |
8 |
1,670,633 |
1,670,633 |
342,659 |
1.000 |
0.008 |
| NZL |
2 |
-964,576 |
964,576 |
630,980 |
-1.000 |
0.005 |
| SGP |
7 |
-1,331,930 |
1,729,050 |
288,932 |
-0.770 |
0.009 |
| THA |
22 |
-2,755,279 |
3,962,976 |
522,657 |
-0.695 |
0.020 |
| TWN |
82 |
-1,347,661 |
11,324,225 |
763,390 |
-0.119 |
0.057 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-7,225,293 |
| 0 |
3 |
0 |
| 1 |
14 |
2,207,935 |
| CHN |
-1 |
320 |
-53,867,691 |
| 0 |
16 |
0 |
| 1 |
307 |
60,085,581 |
| HKG |
-1 |
35 |
-6,737,296 |
| 1 |
46 |
7,964,297 |
| IDN |
1 |
5 |
1,517,531 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
849,261 |
| JPN |
-1 |
108 |
-21,338,377 |
| 0 |
11 |
0 |
| 1 |
69 |
18,924,564 |
| MYS |
1 |
8 |
1,670,633 |
| NZL |
-1 |
2 |
-964,576 |
| SGP |
-1 |
6 |
-1,530,490 |
| 1 |
1 |
198,560 |
| THA |
-1 |
17 |
-3,359,128 |
| 1 |
5 |
603,849 |
| TWN |
-1 |
52 |
-6,335,943 |
| 0 |
4 |
0 |
| 1 |
26 |
4,988,282 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-7,225,293 |
-7,225,293 |
-2,579,060 |
0.47 |
-0.125 |
-0.114 |
950,054 |
| 0 |
3 |
0 |
0 |
0 |
0.13 |
-0.069 |
-0.063 |
0 |
| 1 |
14 |
2,207,935 |
2,207,935 |
401,615 |
0.18 |
-0.006 |
0.004 |
26,000 |
| CHN |
-1 |
320 |
-53,867,691 |
-53,867,691 |
-84,189,327 |
1.64 |
-0.042 |
-0.044 |
3,053,472 |
| 0 |
16 |
0 |
0 |
0 |
1.46 |
0.032 |
0.044 |
0 |
| 1 |
307 |
60,085,581 |
60,085,581 |
82,676,552 |
1.52 |
0.117 |
0.114 |
8,984,947 |
| HKG |
-1 |
35 |
-6,737,296 |
-6,737,296 |
-6,678,266 |
1.34 |
0.005 |
0.016 |
162,165 |
| 1 |
46 |
7,964,297 |
7,964,297 |
12,571,489 |
1.83 |
0.168 |
0.175 |
1,509,646 |
| IDN |
1 |
5 |
1,517,531 |
1,517,531 |
163,640 |
0.05 |
0.010 |
0.012 |
51,247 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.13 |
0.018 |
0.018 |
0 |
| 1 |
7 |
849,261 |
849,261 |
210,383 |
0.21 |
0.064 |
0.070 |
63,278 |
| JPN |
-1 |
108 |
-21,338,377 |
-21,338,377 |
-11,515,425 |
0.55 |
-0.099 |
-0.099 |
2,317,972 |
| 0 |
11 |
0 |
0 |
0 |
0.73 |
-0.023 |
-0.020 |
0 |
| 1 |
69 |
18,924,564 |
18,924,564 |
8,914,812 |
0.54 |
0.015 |
0.009 |
372,382 |
| MYS |
1 |
8 |
1,670,633 |
1,670,633 |
358,695 |
0.19 |
-0.034 |
-0.029 |
-43,734 |
| NZL |
-1 |
2 |
-964,576 |
-964,576 |
32,716 |
-0.06 |
-0.106 |
-0.106 |
93,607 |
| SGP |
-1 |
6 |
-1,530,490 |
-1,530,490 |
-466,180 |
0.26 |
-0.076 |
-0.076 |
125,214 |
| 1 |
1 |
198,560 |
198,560 |
35,992 |
0.18 |
0.052 |
0.052 |
10,384 |
| THA |
-1 |
17 |
-3,359,128 |
-3,359,128 |
-626,701 |
0.21 |
-0.120 |
-0.118 |
379,846 |
| 1 |
5 |
603,849 |
603,849 |
141,344 |
0.32 |
0.028 |
0.027 |
13,165 |
| TWN |
-1 |
52 |
-6,335,943 |
-6,335,943 |
-2,573,381 |
0.46 |
-0.137 |
-0.140 |
958,083 |
| 0 |
4 |
0 |
0 |
0 |
0.40 |
-0.089 |
-0.140 |
0 |
| 1 |
26 |
4,988,282 |
4,988,282 |
2,016,693 |
0.45 |
-0.007 |
-0.021 |
115,425 |