Generated at 15:31 on Monday 11/18/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
603 |
-101,943,735 |
| 0 |
26 |
0 |
| 1 |
497 |
99,106,455 |
|
target_notional |
| target_notional |
-2,837,280 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,338,945 |
-2,837,280 |
19,625,983 |
201,050,190 |
5,952,325 |
-0.007 |
-0.014 |
0.098 |
0.030 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-104,785,052 |
| 0 |
0 |
| 1 |
103,446,106 |
|
alpha_notional |
| alpha_notional |
19,625,983 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,196,820 |
| 0 |
0 |
| 1 |
11,429,163 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-5,011,588 |
7,931,455 |
755,012 |
-0.632 |
0.039 |
| CHN |
662 |
5,928,101 |
109,647,751 |
4,848,776 |
0.054 |
0.545 |
| HKG |
83 |
1,001,174 |
14,307,296 |
1,291,614 |
0.070 |
0.071 |
| IDN |
6 |
1,656,952 |
1,656,952 |
410,139 |
1.000 |
0.008 |
| IND |
14 |
1,239,933 |
1,239,933 |
311,376 |
1.000 |
0.006 |
| JPN |
203 |
-1,504,692 |
46,264,852 |
2,234,024 |
-0.033 |
0.230 |
| MYS |
7 |
1,540,155 |
1,540,155 |
316,002 |
1.000 |
0.008 |
| NZL |
2 |
-965,341 |
965,341 |
253,320 |
-1.000 |
0.005 |
| SGP |
7 |
-1,045,522 |
1,464,179 |
304,557 |
-0.714 |
0.007 |
| THA |
19 |
-2,687,015 |
4,425,508 |
714,377 |
-0.607 |
0.022 |
| TWN |
77 |
-2,972,177 |
11,589,509 |
1,020,191 |
-0.256 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-6,471,522 |
| 0 |
1 |
0 |
| 1 |
11 |
1,459,934 |
| CHN |
-1 |
348 |
-51,859,825 |
| 0 |
11 |
0 |
| 1 |
303 |
57,787,926 |
| HKG |
-1 |
34 |
-6,653,061 |
| 0 |
1 |
0 |
| 1 |
48 |
7,654,235 |
| IDN |
1 |
6 |
1,656,952 |
| IND |
0 |
1 |
0 |
| 1 |
13 |
1,239,933 |
| JPN |
-1 |
112 |
-23,884,772 |
| 0 |
9 |
0 |
| 1 |
82 |
22,380,080 |
| MYS |
1 |
7 |
1,540,155 |
| NZL |
-1 |
2 |
-965,341 |
| SGP |
-1 |
6 |
-1,254,850 |
| 1 |
1 |
209,329 |
| THA |
-1 |
13 |
-3,556,262 |
| 0 |
1 |
0 |
| 1 |
5 |
869,247 |
| TWN |
-1 |
54 |
-7,280,843 |
| 0 |
2 |
0 |
| 1 |
21 |
4,308,666 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-6,471,522 |
-6,471,522 |
-2,806,909 |
0.48 |
-0.135 |
-0.139 |
952,419 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.039 |
-0.039 |
0 |
| 1 |
11 |
1,459,934 |
1,459,934 |
322,265 |
0.17 |
-0.017 |
-0.016 |
-4,027 |
| CHN |
-1 |
348 |
-51,859,825 |
-51,859,825 |
-78,510,942 |
1.62 |
-0.041 |
-0.037 |
2,494,600 |
| 0 |
11 |
0 |
0 |
0 |
1.49 |
0.041 |
0.034 |
0 |
| 1 |
303 |
57,787,926 |
57,787,926 |
78,439,034 |
1.51 |
0.119 |
0.115 |
8,694,220 |
| HKG |
-1 |
34 |
-6,653,061 |
-6,653,061 |
-6,275,038 |
1.34 |
-0.009 |
0.010 |
301,830 |
| 0 |
1 |
0 |
0 |
0 |
0.89 |
0.061 |
0.061 |
0 |
| 1 |
48 |
7,654,235 |
7,654,235 |
12,046,044 |
1.90 |
0.155 |
0.159 |
1,359,321 |
| IDN |
1 |
6 |
1,656,952 |
1,656,952 |
104,572 |
0.01 |
0.045 |
0.048 |
93,348 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.45 |
0.016 |
0.016 |
0 |
| 1 |
13 |
1,239,933 |
1,239,933 |
164,914 |
0.13 |
0.057 |
0.037 |
142,655 |
| JPN |
-1 |
112 |
-23,884,772 |
-23,884,772 |
-13,119,102 |
0.57 |
-0.097 |
-0.096 |
2,620,074 |
| 0 |
9 |
0 |
0 |
0 |
0.59 |
-0.027 |
-0.034 |
0 |
| 1 |
82 |
22,380,080 |
22,380,080 |
10,137,315 |
0.52 |
0.033 |
0.023 |
1,066,105 |
| MYS |
1 |
7 |
1,540,155 |
1,540,155 |
333,537 |
0.17 |
-0.024 |
-0.028 |
-39,836 |
| NZL |
-1 |
2 |
-965,341 |
-965,341 |
33,266 |
-0.06 |
-0.119 |
-0.119 |
107,240 |
| SGP |
-1 |
6 |
-1,254,850 |
-1,254,850 |
-401,448 |
0.26 |
-0.051 |
-0.038 |
99,489 |
| 1 |
1 |
209,329 |
209,329 |
37,945 |
0.18 |
0.032 |
0.032 |
6,715 |
| THA |
-1 |
13 |
-3,556,262 |
-3,556,262 |
-662,350 |
0.20 |
-0.130 |
-0.139 |
497,056 |
| 0 |
1 |
0 |
0 |
0 |
0.08 |
-0.034 |
-0.034 |
0 |
| 1 |
5 |
869,247 |
869,247 |
148,958 |
0.32 |
0.010 |
0.007 |
15,980 |
| TWN |
-1 |
54 |
-7,280,843 |
-7,280,843 |
-3,019,849 |
0.46 |
-0.134 |
-0.133 |
1,122,482 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
-0.010 |
-0.010 |
0 |
| 1 |
21 |
4,308,666 |
4,308,666 |
1,711,524 |
0.49 |
0.002 |
-0.001 |
94,681 |