Generated at 17:51 on Thursday 11/21/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
594 |
-101,450,711 |
| 0 |
13 |
0 |
| 1 |
477 |
99,080,065 |
|
target_notional |
| target_notional |
-2,370,645 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-917,840 |
-2,370,645 |
19,243,984 |
200,530,776 |
5,208,328 |
-0.005 |
-0.012 |
0.096 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-101,063,021 |
| 0 |
0 |
| 1 |
100,145,181 |
|
alpha_notional |
| alpha_notional |
19,243,984 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,862,886 |
| 0 |
0 |
| 1 |
11,381,098 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-5,018,852 |
8,824,868 |
809,377 |
-0.569 |
0.044 |
| CHN |
623 |
6,611,743 |
103,987,085 |
3,641,359 |
0.064 |
0.519 |
| HKG |
84 |
1,044,245 |
14,262,267 |
1,299,381 |
0.073 |
0.071 |
| IDN |
8 |
2,032,062 |
2,032,062 |
406,264 |
1.000 |
0.010 |
| IND |
14 |
1,588,631 |
1,588,631 |
429,782 |
1.000 |
0.008 |
| JPN |
197 |
-1,202,455 |
49,214,757 |
2,526,496 |
-0.024 |
0.245 |
| MYS |
7 |
1,135,074 |
1,135,074 |
562,890 |
1.000 |
0.006 |
| NZL |
2 |
-961,932 |
961,932 |
272,220 |
-1.000 |
0.005 |
| SGP |
8 |
-1,046,685 |
1,487,071 |
218,005 |
-0.704 |
0.007 |
| THA |
20 |
-2,818,081 |
4,554,758 |
600,725 |
-0.619 |
0.023 |
| TWN |
76 |
-3,704,378 |
12,452,257 |
1,008,806 |
-0.297 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-6,921,860 |
| 0 |
1 |
0 |
| 1 |
11 |
1,903,008 |
| CHN |
-1 |
339 |
-48,687,671 |
| 0 |
3 |
0 |
| 1 |
281 |
55,299,414 |
| HKG |
-1 |
33 |
-6,609,011 |
| 0 |
1 |
0 |
| 1 |
50 |
7,653,256 |
| IDN |
1 |
8 |
2,032,062 |
| IND |
0 |
1 |
0 |
| 1 |
13 |
1,588,631 |
| JPN |
-1 |
111 |
-25,208,606 |
| 0 |
4 |
0 |
| 1 |
82 |
24,006,151 |
| MYS |
0 |
1 |
0 |
| 1 |
6 |
1,135,074 |
| NZL |
-1 |
2 |
-961,932 |
| SGP |
-1 |
7 |
-1,266,878 |
| 1 |
1 |
220,193 |
| THA |
-1 |
14 |
-3,686,420 |
| 0 |
1 |
0 |
| 1 |
5 |
868,338 |
| TWN |
-1 |
55 |
-8,078,317 |
| 0 |
1 |
0 |
| 1 |
20 |
4,373,939 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-6,921,860 |
-6,921,860 |
-2,873,258 |
0.50 |
-0.136 |
-0.139 |
1,036,621 |
| 0 |
1 |
0 |
0 |
0 |
0.08 |
-0.055 |
-0.055 |
0 |
| 1 |
11 |
1,903,008 |
1,903,008 |
412,391 |
0.16 |
-0.025 |
-0.018 |
-15,591 |
| CHN |
-1 |
339 |
-48,687,671 |
-48,687,671 |
-73,474,423 |
1.61 |
-0.037 |
-0.037 |
2,154,599 |
| 0 |
3 |
0 |
0 |
0 |
1.43 |
-0.034 |
-0.039 |
0 |
| 1 |
281 |
55,299,414 |
55,299,414 |
74,797,882 |
1.51 |
0.116 |
0.115 |
8,336,418 |
| HKG |
-1 |
33 |
-6,609,011 |
-6,609,011 |
-6,311,378 |
1.33 |
0.012 |
0.029 |
253,343 |
| 0 |
1 |
0 |
0 |
0 |
2.20 |
0.157 |
0.157 |
0 |
| 1 |
50 |
7,653,256 |
7,653,256 |
11,986,904 |
1.85 |
0.172 |
0.175 |
1,471,360 |
| IDN |
1 |
8 |
2,032,062 |
2,032,062 |
42,004 |
-0.02 |
0.048 |
0.057 |
97,242 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.03 |
-0.072 |
-0.072 |
0 |
| 1 |
13 |
1,588,631 |
1,588,631 |
227,868 |
0.13 |
0.062 |
0.046 |
155,924 |
| JPN |
-1 |
111 |
-25,208,606 |
-25,208,606 |
-13,834,715 |
0.58 |
-0.087 |
-0.082 |
2,481,691 |
| 0 |
4 |
0 |
0 |
0 |
0.53 |
-0.014 |
-0.009 |
0 |
| 1 |
82 |
24,006,151 |
24,006,151 |
10,588,274 |
0.49 |
0.041 |
0.032 |
1,317,684 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.41 |
-0.028 |
-0.028 |
0 |
| 1 |
6 |
1,135,074 |
1,135,074 |
171,038 |
0.13 |
-0.013 |
-0.013 |
-25,341 |
| NZL |
-1 |
2 |
-961,932 |
-961,932 |
31,564 |
-0.06 |
-0.122 |
-0.122 |
116,049 |
| SGP |
-1 |
7 |
-1,266,878 |
-1,266,878 |
-410,431 |
0.32 |
-0.066 |
-0.045 |
113,967 |
| 1 |
1 |
220,193 |
220,193 |
39,914 |
0.18 |
0.007 |
0.007 |
1,570 |
| THA |
-1 |
14 |
-3,686,420 |
-3,686,420 |
-638,756 |
0.23 |
-0.130 |
-0.130 |
571,669 |
| 0 |
1 |
0 |
0 |
0 |
0.30 |
0.085 |
0.085 |
0 |
| 1 |
5 |
868,338 |
868,338 |
144,241 |
0.32 |
-0.003 |
-0.008 |
-3,739 |
| TWN |
-1 |
55 |
-8,078,317 |
-8,078,317 |
-3,512,180 |
0.46 |
-0.129 |
-0.131 |
1,132,759 |
| 0 |
1 |
0 |
0 |
0 |
0.36 |
-0.182 |
-0.182 |
0 |
| 1 |
20 |
4,373,939 |
4,373,939 |
1,734,665 |
0.46 |
-0.007 |
-0.014 |
45,571 |