Generated at 16:37 on Sunday 12/01/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
584 |
-101,447,480 |
| 0 |
24 |
0 |
| 1 |
447 |
98,972,033 |
|
target_notional |
| target_notional |
-2,475,447 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-280,851 |
-2,475,447 |
19,234,859 |
200,419,513 |
1 |
-0.001 |
-0.012 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-93,779,348 |
| 0 |
0 |
| 1 |
93,498,497 |
|
alpha_notional |
| alpha_notional |
19,234,859 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,138,552 |
| 0 |
0 |
| 1 |
11,096,307 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-5,021,906 |
14,188,347 |
1 |
-0.354 |
0.071 |
| CHN |
576 |
6,202,180 |
96,223,804 |
1 |
0.064 |
0.480 |
| HKG |
83 |
1,492,905 |
14,025,073 |
1 |
0.106 |
0.070 |
| IDN |
9 |
2,292,370 |
2,292,370 |
1 |
1.000 |
0.011 |
| IND |
12 |
2,940,279 |
2,940,279 |
1 |
1.000 |
0.015 |
| JPN |
209 |
-2,608,655 |
49,918,159 |
1 |
-0.052 |
0.249 |
| MYS |
6 |
1,145,303 |
1,145,303 |
1 |
1.000 |
0.006 |
| NZL |
2 |
-951,171 |
951,171 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
25,994 |
25,994 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-865,054 |
1,551,240 |
1 |
-0.558 |
0.008 |
| THA |
21 |
-3,135,262 |
4,654,321 |
1 |
-0.674 |
0.023 |
| TWN |
74 |
-3,968,964 |
12,479,987 |
1 |
-0.318 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-9,605,126 |
| 1 |
15 |
4,583,220 |
| CHN |
-1 |
317 |
-45,010,812 |
| 0 |
9 |
0 |
| 1 |
250 |
51,212,992 |
| HKG |
-1 |
32 |
-6,266,084 |
| 1 |
51 |
7,758,989 |
| IDN |
1 |
9 |
2,292,370 |
| IND |
0 |
1 |
0 |
| 1 |
11 |
2,940,279 |
| JPN |
-1 |
121 |
-26,263,407 |
| 0 |
12 |
0 |
| 1 |
76 |
23,654,752 |
| MYS |
1 |
6 |
1,145,303 |
| NZL |
-1 |
2 |
-951,171 |
| PHL |
1 |
1 |
25,994 |
| SGP |
-1 |
5 |
-1,208,147 |
| 1 |
2 |
343,093 |
| THA |
-1 |
13 |
-3,894,792 |
| 0 |
2 |
0 |
| 1 |
6 |
759,529 |
| TWN |
-1 |
54 |
-8,224,476 |
| 1 |
20 |
4,255,511 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-9,605,126 |
-9,605,126 |
-3,555,282 |
0.50 |
-0.156 |
-0.154 |
1,606,970 |
| 1 |
15 |
4,583,220 |
4,583,220 |
653,409 |
0.15 |
-0.037 |
-0.036 |
2,071 |
| CHN |
-1 |
317 |
-45,010,812 |
-45,010,812 |
-65,561,406 |
1.64 |
-0.031 |
-0.026 |
1,704,175 |
| 0 |
9 |
0 |
0 |
0 |
1.46 |
-0.006 |
0.009 |
0 |
| 1 |
250 |
51,212,992 |
51,212,992 |
70,212,045 |
1.51 |
0.124 |
0.120 |
7,996,016 |
| HKG |
-1 |
32 |
-6,266,084 |
-6,266,084 |
-5,885,870 |
1.32 |
-0.007 |
-0.004 |
337,887 |
| 1 |
51 |
7,758,989 |
7,758,989 |
10,250,053 |
1.80 |
0.158 |
0.166 |
1,633,037 |
| IDN |
1 |
9 |
2,292,370 |
2,292,370 |
826 |
-0.01 |
0.043 |
0.050 |
149,394 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.06 |
-0.005 |
-0.005 |
0 |
| 1 |
11 |
2,940,279 |
2,940,279 |
425,268 |
0.17 |
0.094 |
0.065 |
552,611 |
| JPN |
-1 |
121 |
-26,263,407 |
-26,263,407 |
-14,147,001 |
0.62 |
-0.084 |
-0.083 |
2,605,922 |
| 0 |
12 |
0 |
0 |
0 |
0.57 |
-0.009 |
0.010 |
0 |
| 1 |
76 |
23,654,752 |
23,654,752 |
9,947,833 |
0.49 |
0.025 |
0.020 |
632,552 |
| MYS |
1 |
6 |
1,145,303 |
1,145,303 |
179,283 |
0.14 |
-0.010 |
-0.012 |
-23,068 |
| NZL |
-1 |
2 |
-951,171 |
-951,171 |
57,670 |
-0.08 |
-0.145 |
-0.145 |
136,715 |
| PHL |
1 |
1 |
25,994 |
25,994 |
7,238 |
0.28 |
0.232 |
0.232 |
6,021 |
| SGP |
-1 |
5 |
-1,208,147 |
-1,208,147 |
-398,033 |
0.37 |
-0.092 |
-0.069 |
123,358 |
| 1 |
2 |
343,093 |
343,093 |
41,584 |
0.11 |
0.020 |
0.020 |
8,559 |
| THA |
-1 |
13 |
-3,894,792 |
-3,894,792 |
-569,867 |
0.22 |
-0.134 |
-0.137 |
615,029 |
| 0 |
2 |
0 |
0 |
0 |
0.13 |
-0.033 |
-0.033 |
0 |
| 1 |
6 |
759,529 |
759,529 |
125,813 |
0.30 |
0.003 |
0.002 |
4,383 |
| TWN |
-1 |
54 |
-8,224,476 |
-8,224,476 |
-3,694,441 |
0.48 |
-0.122 |
-0.126 |
1,007,679 |
| 1 |
20 |
4,255,511 |
4,255,511 |
1,655,144 |
0.49 |
0.015 |
0.009 |
134,731 |