Generated at 16:29 on Tuesday 11/12/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
573 |
-101,628,374 |
| 0 |
6 |
0 |
| 1 |
490 |
99,203,510 |
|
target_notional |
| target_notional |
-2,424,864 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,554,402 |
-2,424,864 |
19,977,945 |
200,831,884 |
5,443,160 |
-0.008 |
-0.012 |
0.099 |
0.027 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-109,419,394 |
| 0 |
0 |
| 1 |
107,864,992 |
|
alpha_notional |
| alpha_notional |
19,977,945 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,230,893 |
| 0 |
0 |
| 1 |
11,747,052 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-5,019,019 |
8,779,631 |
815,315 |
-0.572 |
0.044 |
| CHN |
637 |
6,903,007 |
116,592,661 |
4,550,162 |
0.059 |
0.581 |
| HKG |
83 |
1,147,747 |
14,610,676 |
1,322,104 |
0.079 |
0.073 |
| IDN |
5 |
1,497,611 |
1,497,611 |
300,279 |
1.000 |
0.007 |
| IND |
10 |
546,606 |
546,606 |
120,112 |
1.000 |
0.003 |
| JPN |
175 |
-2,689,070 |
39,444,052 |
1,860,556 |
-0.068 |
0.196 |
| MYS |
8 |
1,615,937 |
1,615,937 |
247,086 |
1.000 |
0.008 |
| NZL |
2 |
-965,404 |
965,404 |
263,957 |
-1.000 |
0.005 |
| SGP |
7 |
-1,320,485 |
1,718,644 |
328,377 |
-0.768 |
0.009 |
| THA |
21 |
-2,518,088 |
3,777,291 |
516,035 |
-0.667 |
0.019 |
| TWN |
77 |
-1,623,706 |
11,283,371 |
750,513 |
-0.144 |
0.056 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-6,899,325 |
| 0 |
3 |
0 |
| 1 |
12 |
1,880,306 |
| CHN |
-1 |
327 |
-54,844,827 |
| 1 |
310 |
61,747,834 |
| HKG |
-1 |
35 |
-6,731,464 |
| 1 |
48 |
7,879,212 |
| IDN |
1 |
5 |
1,497,611 |
| IND |
1 |
10 |
546,606 |
| JPN |
-1 |
106 |
-21,066,561 |
| 0 |
2 |
0 |
| 1 |
67 |
18,377,491 |
| MYS |
1 |
8 |
1,615,937 |
| NZL |
-1 |
2 |
-965,404 |
| SGP |
-1 |
6 |
-1,519,565 |
| 1 |
1 |
199,080 |
| THA |
-1 |
16 |
-3,147,689 |
| 1 |
5 |
629,601 |
| TWN |
-1 |
52 |
-6,453,539 |
| 0 |
1 |
0 |
| 1 |
24 |
4,829,833 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-6,899,325 |
-6,899,325 |
-2,507,036 |
0.48 |
-0.125 |
-0.114 |
887,066 |
| 0 |
3 |
0 |
0 |
0 |
0.28 |
-0.050 |
-0.034 |
0 |
| 1 |
12 |
1,880,306 |
1,880,306 |
395,223 |
0.17 |
-0.017 |
-0.014 |
-15,605 |
| CHN |
-1 |
327 |
-54,844,827 |
-54,844,827 |
-85,804,448 |
1.64 |
-0.043 |
-0.046 |
3,411,765 |
| 1 |
310 |
61,747,834 |
61,747,834 |
83,741,461 |
1.52 |
0.113 |
0.111 |
9,638,863 |
| HKG |
-1 |
35 |
-6,731,464 |
-6,731,464 |
-6,503,619 |
1.32 |
0.016 |
0.033 |
166,753 |
| 1 |
48 |
7,879,212 |
7,879,212 |
12,466,196 |
1.87 |
0.172 |
0.181 |
1,606,907 |
| IDN |
1 |
5 |
1,497,611 |
1,497,611 |
160,392 |
0.05 |
0.008 |
0.016 |
74,736 |
| IND |
1 |
10 |
546,606 |
546,606 |
98,573 |
0.19 |
0.041 |
0.047 |
18,390 |
| JPN |
-1 |
106 |
-21,066,561 |
-21,066,561 |
-10,982,522 |
0.53 |
-0.094 |
-0.093 |
2,223,621 |
| 0 |
2 |
0 |
0 |
0 |
0.73 |
-0.041 |
-0.041 |
0 |
| 1 |
67 |
18,377,491 |
18,377,491 |
8,519,037 |
0.53 |
0.014 |
0.009 |
358,992 |
| MYS |
1 |
8 |
1,615,937 |
1,615,937 |
352,648 |
0.19 |
-0.034 |
-0.027 |
-38,304 |
| NZL |
-1 |
2 |
-965,404 |
-965,404 |
32,531 |
-0.06 |
-0.111 |
-0.111 |
99,976 |
| SGP |
-1 |
6 |
-1,519,565 |
-1,519,565 |
-462,292 |
0.26 |
-0.075 |
-0.064 |
128,517 |
| 1 |
1 |
199,080 |
199,080 |
36,087 |
0.18 |
0.034 |
0.034 |
6,865 |
| THA |
-1 |
16 |
-3,147,689 |
-3,147,689 |
-600,009 |
0.22 |
-0.121 |
-0.123 |
379,443 |
| 1 |
5 |
629,601 |
629,601 |
147,337 |
0.32 |
0.013 |
0.005 |
6,419 |
| TWN |
-1 |
52 |
-6,453,539 |
-6,453,539 |
-2,591,999 |
0.46 |
-0.132 |
-0.136 |
933,751 |
| 0 |
1 |
0 |
0 |
0 |
0.55 |
-0.124 |
-0.124 |
0 |
| 1 |
24 |
4,829,833 |
4,829,833 |
1,948,038 |
0.46 |
-0.004 |
-0.008 |
89,789 |