Generated at 16:13 on Wednesday 11/13/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
577 |
-101,347,069 |
| 0 |
34 |
0 |
| 1 |
486 |
99,021,740 |
|
target_notional |
| target_notional |
-2,325,329 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-781,320 |
-2,325,329 |
19,908,153 |
200,368,808 |
5,663,222 |
-0.004 |
-0.012 |
0.099 |
0.028 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-107,700,909 |
| 0 |
0 |
| 1 |
106,919,589 |
|
alpha_notional |
| alpha_notional |
19,908,153 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,504,958 |
| 0 |
0 |
| 1 |
11,403,195 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
41 |
-5,010,912 |
8,706,765 |
939,981 |
-0.576 |
0.043 |
| CHN |
651 |
7,122,789 |
114,478,879 |
4,523,895 |
0.062 |
0.571 |
| HKG |
84 |
1,069,454 |
14,604,601 |
1,418,519 |
0.073 |
0.073 |
| IDN |
5 |
1,479,597 |
1,479,597 |
387,254 |
1.000 |
0.007 |
| IND |
11 |
505,024 |
505,024 |
127,399 |
1.000 |
0.003 |
| JPN |
188 |
-2,156,454 |
40,707,617 |
2,229,644 |
-0.053 |
0.203 |
| MYS |
8 |
1,570,815 |
1,570,815 |
232,111 |
1.000 |
0.008 |
| NZL |
2 |
-965,371 |
965,371 |
268,580 |
-1.000 |
0.005 |
| SGP |
7 |
-1,306,372 |
1,704,414 |
328,356 |
-0.766 |
0.009 |
| THA |
21 |
-2,695,062 |
4,018,453 |
488,770 |
-0.671 |
0.020 |
| TWN |
79 |
-1,938,835 |
11,627,273 |
934,293 |
-0.167 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-6,858,839 |
| 0 |
2 |
0 |
| 1 |
11 |
1,847,926 |
| CHN |
-1 |
330 |
-53,678,045 |
| 0 |
22 |
0 |
| 1 |
299 |
60,800,834 |
| HKG |
-1 |
34 |
-6,767,574 |
| 0 |
2 |
0 |
| 1 |
48 |
7,837,027 |
| IDN |
1 |
5 |
1,479,597 |
| IND |
1 |
11 |
505,024 |
| JPN |
-1 |
107 |
-21,432,035 |
| 0 |
6 |
0 |
| 1 |
75 |
19,275,582 |
| MYS |
0 |
1 |
0 |
| 1 |
7 |
1,570,815 |
| NZL |
-1 |
2 |
-965,371 |
| SGP |
-1 |
6 |
-1,505,393 |
| 1 |
1 |
199,021 |
| THA |
-1 |
15 |
-3,356,758 |
| 0 |
1 |
0 |
| 1 |
5 |
661,696 |
| TWN |
-1 |
55 |
-6,783,054 |
| 1 |
24 |
4,844,219 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
28 |
-6,858,839 |
-6,858,839 |
-2,472,045 |
0.49 |
-0.126 |
-0.117 |
881,644 |
| 0 |
2 |
0 |
0 |
0 |
0.07 |
-0.033 |
-0.033 |
0 |
| 1 |
11 |
1,847,926 |
1,847,926 |
394,641 |
0.17 |
-0.015 |
-0.002 |
-8,433 |
| CHN |
-1 |
330 |
-53,678,045 |
-53,678,045 |
-83,802,217 |
1.63 |
-0.045 |
-0.048 |
3,514,136 |
| 0 |
22 |
0 |
0 |
0 |
1.38 |
-0.001 |
-0.009 |
0 |
| 1 |
299 |
60,800,834 |
60,800,834 |
82,405,763 |
1.53 |
0.112 |
0.109 |
9,098,314 |
| HKG |
-1 |
34 |
-6,767,574 |
-6,767,574 |
-6,548,854 |
1.30 |
0.019 |
0.033 |
132,659 |
| 0 |
2 |
0 |
0 |
0 |
1.97 |
0.177 |
0.177 |
0 |
| 1 |
48 |
7,837,027 |
7,837,027 |
12,476,377 |
1.87 |
0.177 |
0.185 |
1,600,163 |
| IDN |
1 |
5 |
1,479,597 |
1,479,597 |
157,012 |
0.05 |
0.019 |
0.027 |
84,014 |
| IND |
1 |
11 |
505,024 |
505,024 |
84,310 |
0.18 |
0.039 |
0.038 |
15,992 |
| JPN |
-1 |
107 |
-21,432,035 |
-21,432,035 |
-11,115,340 |
0.51 |
-0.094 |
-0.092 |
2,258,754 |
| 0 |
6 |
0 |
0 |
0 |
0.69 |
0.009 |
0.007 |
0 |
| 1 |
75 |
19,275,582 |
19,275,582 |
8,922,821 |
0.56 |
0.025 |
0.018 |
593,811 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.35 |
-0.084 |
-0.084 |
0 |
| 1 |
7 |
1,570,815 |
1,570,815 |
344,579 |
0.17 |
-0.038 |
-0.044 |
-48,354 |
| NZL |
-1 |
2 |
-965,371 |
-965,371 |
32,402 |
-0.06 |
-0.120 |
-0.120 |
110,301 |
| SGP |
-1 |
6 |
-1,505,393 |
-1,505,393 |
-457,690 |
0.26 |
-0.073 |
-0.060 |
130,791 |
| 1 |
1 |
199,021 |
199,021 |
36,076 |
0.18 |
0.034 |
0.034 |
6,838 |
| THA |
-1 |
15 |
-3,356,758 |
-3,356,758 |
-631,274 |
0.22 |
-0.129 |
-0.135 |
445,088 |
| 0 |
1 |
0 |
0 |
0 |
0.36 |
-0.134 |
-0.134 |
0 |
| 1 |
5 |
661,696 |
661,696 |
147,308 |
0.32 |
0.011 |
-0.001 |
7,546 |
| TWN |
-1 |
55 |
-6,783,054 |
-6,783,054 |
-2,705,893 |
0.46 |
-0.138 |
-0.141 |
1,031,586 |
| 1 |
24 |
4,844,219 |
4,844,219 |
1,950,701 |
0.46 |
-0.011 |
-0.021 |
53,304 |