Generated at 16:01 on Monday 11/11/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
566 |
-101,642,580 |
| 0 |
18 |
0 |
| 1 |
487 |
99,205,851 |
|
target_notional |
| target_notional |
-2,436,729 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,394,564 |
-2,436,729 |
19,625,344 |
200,848,432 |
5,215,638 |
-0.007 |
-0.012 |
0.098 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-109,319,874 |
| 0 |
0 |
| 1 |
107,925,310 |
|
alpha_notional |
| alpha_notional |
19,625,344 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,334,807 |
| 0 |
0 |
| 1 |
11,290,537 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-5,018,082 |
9,251,749 |
956,444 |
-0.542 |
0.046 |
| CHN |
633 |
6,510,041 |
115,951,927 |
4,162,227 |
0.056 |
0.577 |
| HKG |
84 |
1,253,107 |
14,598,156 |
1,399,095 |
0.086 |
0.073 |
| IDN |
5 |
1,497,611 |
1,497,611 |
447,112 |
1.000 |
0.007 |
| IND |
7 |
623,117 |
623,117 |
207,594 |
1.000 |
0.003 |
| JPN |
180 |
-2,606,199 |
39,409,284 |
1,889,631 |
-0.066 |
0.196 |
| MYS |
8 |
1,642,157 |
1,642,157 |
290,452 |
1.000 |
0.008 |
| NZL |
2 |
-962,696 |
962,696 |
336,931 |
-1.000 |
0.005 |
| SGP |
7 |
-1,321,351 |
1,717,778 |
386,133 |
-0.769 |
0.009 |
| THA |
22 |
-2,496,370 |
3,733,348 |
520,697 |
-0.669 |
0.019 |
| TWN |
79 |
-1,558,064 |
11,460,609 |
995,074 |
-0.136 |
0.057 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-7,134,916 |
| 0 |
1 |
0 |
| 1 |
13 |
2,116,833 |
| CHN |
-1 |
322 |
-54,720,943 |
| 0 |
3 |
0 |
| 1 |
308 |
61,230,984 |
| HKG |
-1 |
35 |
-6,672,525 |
| 0 |
1 |
0 |
| 1 |
48 |
7,925,631 |
| IDN |
1 |
5 |
1,497,611 |
| IND |
1 |
7 |
623,117 |
| JPN |
-1 |
103 |
-21,007,741 |
| 0 |
9 |
0 |
| 1 |
68 |
18,401,543 |
| MYS |
1 |
8 |
1,642,157 |
| NZL |
-1 |
2 |
-962,696 |
| SGP |
-1 |
6 |
-1,519,565 |
| 1 |
1 |
198,213 |
| THA |
-1 |
16 |
-3,114,859 |
| 0 |
1 |
0 |
| 1 |
5 |
618,489 |
| TWN |
-1 |
52 |
-6,509,336 |
| 0 |
3 |
0 |
| 1 |
24 |
4,951,273 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-7,134,916 |
-7,134,916 |
-2,512,637 |
0.47 |
-0.122 |
-0.105 |
908,901 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
-0.054 |
-0.054 |
0 |
| 1 |
13 |
2,116,833 |
2,116,833 |
395,054 |
0.18 |
-0.008 |
0.003 |
7,237 |
| CHN |
-1 |
322 |
-54,720,943 |
-54,720,943 |
-85,607,588 |
1.65 |
-0.044 |
-0.047 |
3,500,182 |
| 0 |
3 |
0 |
0 |
0 |
1.56 |
0.036 |
0.020 |
0 |
| 1 |
308 |
61,230,984 |
61,230,984 |
83,649,665 |
1.51 |
0.113 |
0.111 |
9,252,822 |
| HKG |
-1 |
35 |
-6,672,525 |
-6,672,525 |
-6,519,552 |
1.32 |
0.009 |
0.028 |
152,271 |
| 0 |
1 |
0 |
0 |
0 |
2.27 |
0.050 |
0.050 |
0 |
| 1 |
48 |
7,925,631 |
7,925,631 |
12,472,786 |
1.87 |
0.170 |
0.185 |
1,543,844 |
| IDN |
1 |
5 |
1,497,611 |
1,497,611 |
160,392 |
0.05 |
0.005 |
0.028 |
57,764 |
| IND |
1 |
7 |
623,117 |
623,117 |
118,081 |
0.21 |
0.033 |
0.049 |
25,817 |
| JPN |
-1 |
103 |
-21,007,741 |
-21,007,741 |
-11,022,920 |
0.53 |
-0.096 |
-0.097 |
2,195,193 |
| 0 |
9 |
0 |
0 |
0 |
0.79 |
-0.022 |
-0.008 |
0 |
| 1 |
68 |
18,401,543 |
18,401,543 |
8,588,266 |
0.53 |
0.013 |
0.011 |
330,830 |
| MYS |
1 |
8 |
1,642,157 |
1,642,157 |
355,819 |
0.19 |
-0.031 |
-0.026 |
-35,777 |
| NZL |
-1 |
2 |
-962,696 |
-962,696 |
32,050 |
-0.06 |
-0.104 |
-0.104 |
92,778 |
| SGP |
-1 |
6 |
-1,519,565 |
-1,519,565 |
-462,292 |
0.26 |
-0.086 |
-0.083 |
143,106 |
| 1 |
1 |
198,213 |
198,213 |
35,930 |
0.18 |
0.036 |
0.036 |
7,061 |
| THA |
-1 |
16 |
-3,114,859 |
-3,114,859 |
-600,041 |
0.22 |
-0.119 |
-0.119 |
363,830 |
| 0 |
1 |
0 |
0 |
0 |
0.02 |
-0.073 |
-0.073 |
0 |
| 1 |
5 |
618,489 |
618,489 |
144,641 |
0.32 |
0.023 |
0.017 |
11,466 |
| TWN |
-1 |
52 |
-6,509,336 |
-6,509,336 |
-2,626,893 |
0.46 |
-0.137 |
-0.135 |
978,546 |
| 0 |
3 |
0 |
0 |
0 |
0.34 |
-0.075 |
-0.076 |
0 |
| 1 |
24 |
4,951,273 |
4,951,273 |
2,004,676 |
0.46 |
-0.007 |
-0.016 |
89,474 |