Generated at 15:19 on Monday 11/25/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
590 |
-101,867,749 |
| 0 |
24 |
0 |
| 1 |
478 |
99,209,559 |
|
target_notional |
| target_notional |
-2,658,191 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,573,683 |
-2,658,191 |
19,387,113 |
201,077,308 |
5,210,131 |
-0.008 |
-0.013 |
0.096 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-100,912,440 |
| 0 |
0 |
| 1 |
99,338,756 |
|
alpha_notional |
| alpha_notional |
19,387,113 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,818,187 |
| 0 |
0 |
| 1 |
11,568,926 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,018,822 |
10,116,823 |
1,014,207 |
-0.496 |
0.050 |
| CHN |
628 |
6,928,742 |
103,921,009 |
3,682,300 |
0.067 |
0.517 |
| HKG |
84 |
1,338,940 |
13,979,951 |
1,149,594 |
0.096 |
0.070 |
| IDN |
9 |
2,098,243 |
2,098,243 |
458,103 |
1.000 |
0.010 |
| IND |
14 |
1,030,019 |
1,030,019 |
211,497 |
1.000 |
0.005 |
| JPN |
198 |
-1,778,077 |
49,136,171 |
2,275,554 |
-0.036 |
0.244 |
| MYS |
6 |
1,144,725 |
1,144,725 |
161,610 |
1.000 |
0.006 |
| NZL |
2 |
-965,332 |
965,332 |
241,138 |
-1.000 |
0.005 |
| SGP |
7 |
-935,141 |
1,481,672 |
227,270 |
-0.631 |
0.007 |
| THA |
20 |
-2,704,893 |
4,628,032 |
643,065 |
-0.584 |
0.023 |
| TWN |
75 |
-3,767,593 |
12,546,331 |
1,292,870 |
-0.300 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-7,567,822 |
| 0 |
2 |
0 |
| 1 |
12 |
2,549,000 |
| CHN |
-1 |
334 |
-48,496,133 |
| 0 |
9 |
0 |
| 1 |
285 |
55,424,876 |
| HKG |
-1 |
33 |
-6,320,505 |
| 0 |
1 |
0 |
| 1 |
50 |
7,659,446 |
| IDN |
1 |
9 |
2,098,243 |
| IND |
0 |
1 |
0 |
| 1 |
13 |
1,030,019 |
| JPN |
-1 |
112 |
-25,457,124 |
| 0 |
10 |
0 |
| 1 |
76 |
23,679,047 |
| MYS |
1 |
6 |
1,144,725 |
| NZL |
-1 |
2 |
-965,332 |
| SGP |
-1 |
5 |
-1,208,407 |
| 1 |
2 |
273,265 |
| THA |
-1 |
15 |
-3,666,463 |
| 1 |
5 |
961,569 |
| TWN |
-1 |
54 |
-8,156,962 |
| 0 |
1 |
0 |
| 1 |
20 |
4,389,369 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-7,567,822 |
-7,567,822 |
-2,925,115 |
0.50 |
-0.137 |
-0.129 |
1,107,356 |
| 0 |
2 |
0 |
0 |
0 |
0.42 |
-0.020 |
-0.020 |
0 |
| 1 |
12 |
2,549,000 |
2,549,000 |
515,121 |
0.18 |
-0.013 |
-0.021 |
3,461 |
| CHN |
-1 |
334 |
-48,496,133 |
-48,496,133 |
-73,287,096 |
1.61 |
-0.030 |
-0.028 |
1,941,134 |
| 0 |
9 |
0 |
0 |
0 |
1.46 |
0.031 |
0.012 |
0 |
| 1 |
285 |
55,424,876 |
55,424,876 |
74,952,418 |
1.51 |
0.123 |
0.121 |
8,859,490 |
| HKG |
-1 |
33 |
-6,320,505 |
-6,320,505 |
-6,070,194 |
1.34 |
0.010 |
0.008 |
261,141 |
| 0 |
1 |
0 |
0 |
0 |
1.50 |
0.066 |
0.066 |
0 |
| 1 |
50 |
7,659,446 |
7,659,446 |
11,381,693 |
1.87 |
0.163 |
0.176 |
1,515,854 |
| IDN |
1 |
9 |
2,098,243 |
2,098,243 |
45,016 |
-0.02 |
0.038 |
0.031 |
74,258 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.045 |
-0.045 |
0 |
| 1 |
13 |
1,030,019 |
1,030,019 |
135,952 |
0.11 |
0.042 |
0.043 |
48,750 |
| JPN |
-1 |
112 |
-25,457,124 |
-25,457,124 |
-14,021,427 |
0.59 |
-0.097 |
-0.095 |
2,700,250 |
| 0 |
10 |
0 |
0 |
0 |
0.58 |
-0.032 |
-0.026 |
0 |
| 1 |
76 |
23,679,047 |
23,679,047 |
10,175,593 |
0.48 |
0.026 |
0.021 |
985,653 |
| MYS |
1 |
6 |
1,144,725 |
1,144,725 |
172,122 |
0.13 |
-0.019 |
-0.015 |
-25,305 |
| NZL |
-1 |
2 |
-965,332 |
-965,332 |
30,495 |
-0.06 |
-0.126 |
-0.126 |
123,275 |
| SGP |
-1 |
5 |
-1,208,407 |
-1,208,407 |
-404,627 |
0.38 |
-0.076 |
-0.050 |
103,670 |
| 1 |
2 |
273,265 |
273,265 |
43,967 |
0.13 |
0.025 |
0.025 |
7,186 |
| THA |
-1 |
15 |
-3,666,463 |
-3,666,463 |
-647,582 |
0.23 |
-0.119 |
-0.136 |
527,056 |
| 1 |
5 |
961,569 |
961,569 |
176,908 |
0.33 |
0.033 |
0.023 |
37,387 |
| TWN |
-1 |
54 |
-8,156,962 |
-8,156,962 |
-3,548,784 |
0.46 |
-0.139 |
-0.144 |
1,052,331 |
| 0 |
1 |
0 |
0 |
0 |
0.28 |
0.106 |
0.106 |
0 |
| 1 |
20 |
4,389,369 |
4,389,369 |
1,739,966 |
0.46 |
-0.009 |
-0.018 |
62,192 |