Generated at 17:07 on Thursday 11/28/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
578 |
-102,190,257 |
| 0 |
25 |
0 |
| 1 |
447 |
99,103,965 |
|
target_notional |
| target_notional |
-3,086,292 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,124,954 |
-3,086,292 |
18,931,997 |
201,294,222 |
5,421,513 |
-0.006 |
-0.015 |
0.094 |
0.027 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-94,060,502 |
| 0 |
0 |
| 1 |
92,935,548 |
|
alpha_notional |
| alpha_notional |
18,931,997 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,934,762 |
| 0 |
0 |
| 1 |
10,997,235 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,015,923 |
13,805,341 |
1,381,203 |
-0.363 |
0.069 |
| CHN |
572 |
4,968,186 |
96,957,158 |
3,573,733 |
0.051 |
0.482 |
| HKG |
82 |
1,645,635 |
13,904,549 |
1,390,163 |
0.118 |
0.069 |
| IDN |
10 |
2,208,695 |
2,208,695 |
388,054 |
1.000 |
0.011 |
| IND |
13 |
2,699,834 |
2,699,834 |
837,328 |
1.000 |
0.013 |
| JPN |
210 |
-2,261,041 |
51,113,015 |
2,538,426 |
-0.044 |
0.254 |
| MYS |
6 |
1,145,071 |
1,145,071 |
210,197 |
1.000 |
0.006 |
| NZL |
2 |
-965,393 |
965,393 |
252,579 |
-1.000 |
0.005 |
| SGP |
7 |
-833,282 |
1,523,606 |
225,058 |
-0.547 |
0.008 |
| THA |
23 |
-2,827,638 |
4,614,363 |
603,996 |
-0.613 |
0.023 |
| TWN |
74 |
-3,817,758 |
12,324,517 |
1,145,350 |
-0.310 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-9,410,632 |
| 1 |
15 |
4,394,709 |
| CHN |
-1 |
315 |
-45,994,486 |
| 0 |
5 |
0 |
| 1 |
252 |
50,962,672 |
| HKG |
-1 |
31 |
-6,129,457 |
| 1 |
51 |
7,775,092 |
| IDN |
0 |
1 |
0 |
| 1 |
9 |
2,208,695 |
| IND |
0 |
2 |
0 |
| 1 |
11 |
2,699,834 |
| JPN |
-1 |
121 |
-26,687,028 |
| 0 |
15 |
0 |
| 1 |
74 |
24,425,987 |
| MYS |
1 |
6 |
1,145,071 |
| NZL |
-1 |
2 |
-965,393 |
| SGP |
-1 |
5 |
-1,178,444 |
| 1 |
2 |
345,162 |
| THA |
-1 |
14 |
-3,721,001 |
| 0 |
2 |
0 |
| 1 |
7 |
893,362 |
| TWN |
-1 |
54 |
-8,071,137 |
| 1 |
20 |
4,253,380 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-9,410,632 |
-9,410,632 |
-3,540,683 |
0.49 |
-0.149 |
-0.139 |
1,480,329 |
| 1 |
15 |
4,394,709 |
4,394,709 |
695,786 |
0.17 |
-0.016 |
-0.012 |
64,995 |
| CHN |
-1 |
315 |
-45,994,486 |
-45,994,486 |
-64,614,185 |
1.61 |
-0.032 |
-0.030 |
1,795,581 |
| 0 |
5 |
0 |
0 |
0 |
1.76 |
0.051 |
0.075 |
0 |
| 1 |
252 |
50,962,672 |
50,962,672 |
69,246,289 |
1.49 |
0.124 |
0.119 |
7,981,801 |
| HKG |
-1 |
31 |
-6,129,457 |
-6,129,457 |
-5,961,369 |
1.33 |
0.001 |
-0.005 |
248,726 |
| 1 |
51 |
7,775,092 |
7,775,092 |
10,803,981 |
1.82 |
0.162 |
0.174 |
1,552,445 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.06 |
0.082 |
0.082 |
0 |
| 1 |
9 |
2,208,695 |
2,208,695 |
12,865 |
-0.02 |
0.049 |
0.047 |
154,450 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.04 |
-0.089 |
-0.089 |
0 |
| 1 |
11 |
2,699,834 |
2,699,834 |
324,627 |
0.11 |
0.083 |
0.066 |
508,371 |
| JPN |
-1 |
121 |
-26,687,028 |
-26,687,028 |
-15,294,007 |
0.63 |
-0.088 |
-0.086 |
2,668,531 |
| 0 |
15 |
0 |
0 |
0 |
0.42 |
-0.013 |
-0.008 |
0 |
| 1 |
74 |
24,425,987 |
24,425,987 |
9,839,160 |
0.47 |
0.022 |
0.014 |
654,332 |
| MYS |
1 |
6 |
1,145,071 |
1,145,071 |
172,229 |
0.13 |
-0.014 |
-0.015 |
-19,831 |
| NZL |
-1 |
2 |
-965,393 |
-965,393 |
28,360 |
-0.06 |
-0.121 |
-0.121 |
114,726 |
| SGP |
-1 |
5 |
-1,178,444 |
-1,178,444 |
-405,469 |
0.38 |
-0.085 |
-0.064 |
111,203 |
| 1 |
2 |
345,162 |
345,162 |
52,603 |
0.13 |
0.025 |
0.025 |
9,191 |
| THA |
-1 |
14 |
-3,721,001 |
-3,721,001 |
-695,113 |
0.24 |
-0.114 |
-0.122 |
522,166 |
| 0 |
2 |
0 |
0 |
0 |
0.20 |
-0.060 |
-0.060 |
0 |
| 1 |
7 |
893,362 |
893,362 |
143,530 |
0.29 |
0.011 |
0.013 |
4,941 |
| TWN |
-1 |
54 |
-8,071,137 |
-8,071,137 |
-3,535,092 |
0.47 |
-0.120 |
-0.116 |
991,321 |
| 1 |
20 |
4,253,380 |
4,253,380 |
1,644,476 |
0.46 |
0.008 |
0.004 |
86,540 |