Generated at 16:15 on Tuesday 11/26/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
582 |
-101,414,833 |
| 0 |
45 |
0 |
| 1 |
475 |
99,041,623 |
|
target_notional |
| target_notional |
-2,373,210 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-464,086 |
-2,373,210 |
18,792,654 |
200,456,456 |
4,886,712 |
-0.002 |
-0.012 |
0.094 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-96,173,665 |
| 0 |
0 |
| 1 |
95,709,580 |
|
alpha_notional |
| alpha_notional |
18,792,654 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,683,101 |
| 0 |
0 |
| 1 |
11,109,553 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,009,035 |
12,604,312 |
1,169,329 |
-0.397 |
0.063 |
| CHN |
619 |
6,613,760 |
96,331,683 |
3,150,138 |
0.069 |
0.481 |
| HKG |
84 |
1,704,099 |
13,980,512 |
1,305,548 |
0.122 |
0.070 |
| IDN |
9 |
2,102,989 |
2,102,989 |
395,135 |
1.000 |
0.010 |
| IND |
14 |
1,237,826 |
1,237,826 |
274,448 |
1.000 |
0.006 |
| JPN |
212 |
-1,793,489 |
53,178,657 |
2,245,725 |
-0.034 |
0.265 |
| MYS |
6 |
1,150,236 |
1,150,236 |
296,014 |
1.000 |
0.006 |
| NZL |
2 |
-965,332 |
965,332 |
466,703 |
-1.000 |
0.005 |
| SGP |
7 |
-891,566 |
1,501,842 |
351,784 |
-0.594 |
0.007 |
| THA |
23 |
-2,600,693 |
4,718,571 |
575,866 |
-0.551 |
0.024 |
| TWN |
75 |
-3,889,732 |
12,652,224 |
1,198,508 |
-0.307 |
0.063 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-8,806,673 |
| 0 |
2 |
0 |
| 1 |
13 |
3,797,639 |
| CHN |
-1 |
317 |
-44,858,961 |
| 0 |
34 |
0 |
| 1 |
268 |
51,472,721 |
| HKG |
-1 |
32 |
-6,138,207 |
| 0 |
3 |
0 |
| 1 |
49 |
7,842,305 |
| IDN |
1 |
9 |
2,102,989 |
| IND |
0 |
1 |
0 |
| 1 |
13 |
1,237,826 |
| JPN |
-1 |
120 |
-27,486,073 |
| 0 |
5 |
0 |
| 1 |
87 |
25,692,584 |
| MYS |
1 |
6 |
1,150,236 |
| NZL |
-1 |
2 |
-965,332 |
| SGP |
-1 |
5 |
-1,196,704 |
| 1 |
2 |
305,138 |
| THA |
-1 |
15 |
-3,659,632 |
| 1 |
8 |
1,058,939 |
| TWN |
-1 |
55 |
-8,270,978 |
| 1 |
20 |
4,381,246 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-8,806,673 |
-8,806,673 |
-3,314,418 |
0.49 |
-0.140 |
-0.129 |
1,316,810 |
| 0 |
2 |
0 |
0 |
0 |
0.10 |
-0.044 |
-0.044 |
0 |
| 1 |
13 |
3,797,639 |
3,797,639 |
628,451 |
0.17 |
-0.003 |
-0.012 |
96,782 |
| CHN |
-1 |
317 |
-44,858,961 |
-44,858,961 |
-66,466,350 |
1.59 |
-0.029 |
-0.027 |
1,521,262 |
| 0 |
34 |
0 |
0 |
0 |
1.52 |
0.048 |
0.059 |
0 |
| 1 |
268 |
51,472,721 |
51,472,721 |
70,443,274 |
1.51 |
0.126 |
0.121 |
8,204,065 |
| HKG |
-1 |
32 |
-6,138,207 |
-6,138,207 |
-5,922,563 |
1.36 |
0.006 |
0.003 |
221,171 |
| 0 |
3 |
0 |
0 |
0 |
1.26 |
0.072 |
0.078 |
0 |
| 1 |
49 |
7,842,305 |
7,842,305 |
11,374,043 |
1.88 |
0.155 |
0.157 |
1,546,772 |
| IDN |
1 |
9 |
2,102,989 |
2,102,989 |
46,192 |
-0.02 |
0.034 |
0.055 |
91,038 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.13 |
-0.044 |
-0.044 |
0 |
| 1 |
13 |
1,237,826 |
1,237,826 |
150,341 |
0.11 |
0.037 |
0.038 |
78,362 |
| JPN |
-1 |
120 |
-27,486,073 |
-27,486,073 |
-15,773,679 |
0.60 |
-0.091 |
-0.087 |
2,732,565 |
| 0 |
5 |
0 |
0 |
0 |
0.72 |
-0.003 |
0.004 |
0 |
| 1 |
87 |
25,692,584 |
25,692,584 |
10,910,668 |
0.46 |
0.029 |
0.022 |
1,034,353 |
| MYS |
1 |
6 |
1,150,236 |
1,150,236 |
173,563 |
0.13 |
-0.020 |
-0.022 |
-26,444 |
| NZL |
-1 |
2 |
-965,332 |
-965,332 |
28,974 |
-0.06 |
-0.120 |
-0.120 |
119,053 |
| SGP |
-1 |
5 |
-1,196,704 |
-1,196,704 |
-409,394 |
0.38 |
-0.076 |
-0.050 |
102,674 |
| 1 |
2 |
305,138 |
305,138 |
47,857 |
0.13 |
0.031 |
0.031 |
10,897 |
| THA |
-1 |
15 |
-3,659,632 |
-3,659,632 |
-652,471 |
0.23 |
-0.113 |
-0.121 |
507,569 |
| 1 |
8 |
1,058,939 |
1,058,939 |
193,507 |
0.29 |
0.013 |
0.019 |
19,858 |
| TWN |
-1 |
55 |
-8,270,978 |
-8,270,978 |
-3,621,354 |
0.47 |
-0.139 |
-0.141 |
1,159,609 |
| 1 |
20 |
4,381,246 |
4,381,246 |
1,741,684 |
0.46 |
-0.007 |
-0.006 |
53,870 |