Generated at 16:00 on Monday 12/02/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
562 |
-101,531,759 |
| 0 |
44 |
0 |
| 1 |
453 |
99,074,349 |
|
target_notional |
| target_notional |
-2,457,410 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-578,962 |
-2,457,410 |
18,841,343 |
200,606,108 |
1 |
-0.003 |
-0.012 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,098,840 |
| 0 |
0 |
| 1 |
94,519,878 |
|
alpha_notional |
| alpha_notional |
18,841,343 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,889,859 |
| 0 |
0 |
| 1 |
10,951,484 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-5,019,531 |
13,252,588 |
1 |
-0.379 |
0.066 |
| CHN |
572 |
6,050,320 |
96,292,783 |
1 |
0.063 |
0.480 |
| HKG |
84 |
2,212,178 |
13,974,632 |
1 |
0.158 |
0.070 |
| IDN |
10 |
2,252,432 |
2,252,432 |
1 |
1.000 |
0.011 |
| IND |
12 |
2,840,270 |
2,840,270 |
1 |
1.000 |
0.014 |
| JPN |
216 |
-3,212,390 |
51,399,072 |
1 |
-0.062 |
0.256 |
| MYS |
6 |
1,159,916 |
1,159,916 |
1 |
1.000 |
0.006 |
| NZL |
2 |
-828,624 |
828,624 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
27,399 |
27,399 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-853,459 |
1,542,486 |
1 |
-0.553 |
0.008 |
| THA |
19 |
-3,366,324 |
4,663,329 |
1 |
-0.722 |
0.023 |
| TWN |
74 |
-3,713,500 |
12,366,478 |
1 |
-0.300 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-9,136,059 |
| 0 |
3 |
0 |
| 1 |
14 |
4,116,528 |
| CHN |
-1 |
308 |
-45,121,232 |
| 0 |
14 |
0 |
| 1 |
250 |
51,171,552 |
| HKG |
-1 |
31 |
-5,881,227 |
| 0 |
2 |
0 |
| 1 |
51 |
8,093,405 |
| IDN |
1 |
10 |
2,252,432 |
| IND |
0 |
3 |
0 |
| 1 |
9 |
2,840,270 |
| JPN |
-1 |
112 |
-27,305,731 |
| 0 |
19 |
0 |
| 1 |
85 |
24,093,341 |
| MYS |
1 |
6 |
1,159,916 |
| NZL |
-1 |
1 |
-828,624 |
| 0 |
1 |
0 |
| PHL |
1 |
1 |
27,399 |
| SGP |
-1 |
5 |
-1,197,973 |
| 1 |
2 |
344,514 |
| THA |
-1 |
12 |
-4,014,826 |
| 0 |
2 |
0 |
| 1 |
5 |
648,503 |
| TWN |
-1 |
54 |
-8,039,989 |
| 1 |
20 |
4,326,489 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-9,136,059 |
-9,136,059 |
-3,382,475 |
0.51 |
-0.143 |
-0.138 |
1,436,112 |
| 0 |
3 |
0 |
0 |
0 |
0.12 |
-0.065 |
-0.057 |
0 |
| 1 |
14 |
4,116,528 |
4,116,528 |
605,944 |
0.17 |
-0.037 |
-0.034 |
-85,862 |
| CHN |
-1 |
308 |
-45,121,232 |
-45,121,232 |
-66,779,901 |
1.64 |
-0.032 |
-0.031 |
1,686,813 |
| 0 |
14 |
0 |
0 |
0 |
1.53 |
0.037 |
0.031 |
0 |
| 1 |
250 |
51,171,552 |
51,171,552 |
70,087,557 |
1.50 |
0.124 |
0.124 |
7,986,241 |
| HKG |
-1 |
31 |
-5,881,227 |
-5,881,227 |
-5,782,532 |
1.34 |
0.011 |
0.011 |
154,533 |
| 0 |
2 |
0 |
0 |
0 |
1.81 |
0.056 |
0.056 |
0 |
| 1 |
51 |
8,093,405 |
8,093,405 |
10,654,401 |
1.76 |
0.149 |
0.157 |
1,688,251 |
| IDN |
1 |
10 |
2,252,432 |
2,252,432 |
-2,061 |
-0.03 |
0.024 |
0.025 |
62,235 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.14 |
0.030 |
0.029 |
0 |
| 1 |
9 |
2,840,270 |
2,840,270 |
410,574 |
0.16 |
0.096 |
0.082 |
453,045 |
| JPN |
-1 |
112 |
-27,305,731 |
-27,305,731 |
-14,639,204 |
0.60 |
-0.093 |
-0.089 |
2,832,396 |
| 0 |
19 |
0 |
0 |
0 |
0.69 |
-0.035 |
-0.038 |
0 |
| 1 |
85 |
24,093,341 |
24,093,341 |
10,732,040 |
0.55 |
0.021 |
0.017 |
656,284 |
| MYS |
1 |
6 |
1,159,916 |
1,159,916 |
184,509 |
0.14 |
0.004 |
0.000 |
-11,657 |
| NZL |
-1 |
1 |
-828,624 |
-828,624 |
31,294 |
-0.04 |
-0.130 |
-0.130 |
107,758 |
| 0 |
1 |
0 |
0 |
0 |
-0.13 |
-0.122 |
-0.122 |
0 |
| PHL |
1 |
1 |
27,399 |
27,399 |
7,629 |
0.28 |
0.158 |
0.158 |
4,318 |
| SGP |
-1 |
5 |
-1,197,973 |
-1,197,973 |
-396,800 |
0.37 |
-0.063 |
-0.046 |
89,513 |
| 1 |
2 |
344,514 |
344,514 |
41,745 |
0.11 |
0.056 |
0.056 |
20,781 |
| THA |
-1 |
12 |
-4,014,826 |
-4,014,826 |
-597,099 |
0.21 |
-0.130 |
-0.136 |
596,774 |
| 0 |
2 |
0 |
0 |
0 |
0.18 |
-0.032 |
-0.032 |
0 |
| 1 |
5 |
648,503 |
648,503 |
113,818 |
0.35 |
0.010 |
0.006 |
9,459 |
| TWN |
-1 |
54 |
-8,039,989 |
-8,039,989 |
-3,545,597 |
0.48 |
-0.113 |
-0.118 |
985,742 |
| 1 |
20 |
4,326,489 |
4,326,489 |
1,683,723 |
0.49 |
0.027 |
0.024 |
168,388 |