Generated at 15:25 on Tuesday 12/03/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
580 |
-102,859,864 |
| 0 |
38 |
0 |
| 1 |
441 |
99,312,568 |
|
target_notional |
| target_notional |
-3,547,296 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,657,861 |
-3,547,296 |
18,940,596 |
202,172,432 |
1 |
-0.013 |
-0.018 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-97,030,635 |
| 0 |
0 |
| 1 |
94,372,774 |
|
alpha_notional |
| alpha_notional |
18,940,596 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,912,710 |
| 0 |
0 |
| 1 |
11,027,885 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-5,021,895 |
12,802,562 |
1 |
-0.392 |
0.063 |
| CHN |
586 |
4,763,822 |
97,808,236 |
1 |
0.049 |
0.484 |
| HKG |
87 |
2,006,398 |
13,619,588 |
1 |
0.147 |
0.067 |
| IDN |
10 |
2,185,087 |
2,185,087 |
1 |
1.000 |
0.011 |
| IND |
11 |
3,063,795 |
3,063,795 |
1 |
1.000 |
0.015 |
| JPN |
203 |
-3,073,374 |
51,826,512 |
1 |
-0.059 |
0.256 |
| MYS |
6 |
1,164,374 |
1,164,374 |
1 |
1.000 |
0.006 |
| NZL |
1 |
-839,760 |
839,760 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
27,666 |
27,666 |
1 |
1.000 |
0.000 |
| SGP |
8 |
-647,865 |
1,677,610 |
1 |
-0.386 |
0.008 |
| THA |
18 |
-3,489,654 |
4,664,440 |
1 |
-0.748 |
0.023 |
| TWN |
74 |
-3,685,889 |
12,492,803 |
1 |
-0.295 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-8,912,229 |
| 0 |
3 |
0 |
| 1 |
13 |
3,890,334 |
| CHN |
-1 |
323 |
-46,522,207 |
| 0 |
10 |
0 |
| 1 |
253 |
51,286,029 |
| HKG |
-1 |
35 |
-5,806,595 |
| 0 |
4 |
0 |
| 1 |
48 |
7,812,993 |
| IDN |
0 |
2 |
0 |
| 1 |
8 |
2,185,087 |
| IND |
0 |
3 |
0 |
| 1 |
8 |
3,063,795 |
| JPN |
-1 |
112 |
-27,449,943 |
| 0 |
15 |
0 |
| 1 |
76 |
24,376,569 |
| MYS |
1 |
6 |
1,164,374 |
| NZL |
-1 |
1 |
-839,760 |
| PHL |
1 |
1 |
27,666 |
| SGP |
-1 |
5 |
-1,162,737 |
| 1 |
3 |
514,873 |
| THA |
-1 |
13 |
-4,077,047 |
| 1 |
5 |
587,393 |
| TWN |
-1 |
54 |
-8,089,346 |
| 1 |
20 |
4,403,457 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-8,912,229 |
-8,912,229 |
-3,304,653 |
0.52 |
-0.130 |
-0.118 |
1,287,786 |
| 0 |
3 |
0 |
0 |
0 |
-0.01 |
-0.038 |
-0.037 |
0 |
| 1 |
13 |
3,890,334 |
3,890,334 |
585,380 |
0.20 |
-0.021 |
-0.013 |
-24,397 |
| CHN |
-1 |
323 |
-46,522,207 |
-46,522,207 |
-68,378,420 |
1.64 |
-0.029 |
-0.031 |
1,653,991 |
| 0 |
10 |
0 |
0 |
0 |
1.31 |
0.038 |
0.083 |
0 |
| 1 |
253 |
51,286,029 |
51,286,029 |
70,548,930 |
1.50 |
0.130 |
0.129 |
8,076,904 |
| HKG |
-1 |
35 |
-5,806,595 |
-5,806,595 |
-5,987,837 |
1.47 |
-0.007 |
-0.000 |
318,811 |
| 0 |
4 |
0 |
0 |
0 |
1.53 |
0.036 |
0.029 |
0 |
| 1 |
48 |
7,812,993 |
7,812,993 |
9,962,618 |
1.76 |
0.150 |
0.156 |
1,594,773 |
| IDN |
0 |
2 |
0 |
0 |
0 |
0.00 |
-0.037 |
-0.037 |
0 |
| 1 |
8 |
2,185,087 |
2,185,087 |
10,477 |
-0.04 |
-0.000 |
0.001 |
41,731 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.19 |
0.022 |
0.023 |
0 |
| 1 |
8 |
3,063,795 |
3,063,795 |
421,144 |
0.11 |
0.110 |
0.102 |
440,679 |
| JPN |
-1 |
112 |
-27,449,943 |
-27,449,943 |
-14,849,363 |
0.61 |
-0.095 |
-0.096 |
2,893,836 |
| 0 |
15 |
0 |
0 |
0 |
0.70 |
-0.035 |
-0.025 |
0 |
| 1 |
76 |
24,376,569 |
24,376,569 |
10,756,522 |
0.52 |
0.017 |
0.013 |
695,589 |
| MYS |
1 |
6 |
1,164,374 |
1,164,374 |
185,612 |
0.14 |
0.016 |
0.012 |
981 |
| NZL |
-1 |
1 |
-839,760 |
-839,760 |
31,715 |
-0.04 |
-0.103 |
-0.103 |
86,252 |
| PHL |
1 |
1 |
27,666 |
27,666 |
7,704 |
0.28 |
0.117 |
0.117 |
3,245 |
| SGP |
-1 |
5 |
-1,162,737 |
-1,162,737 |
-388,290 |
0.37 |
-0.066 |
-0.049 |
86,406 |
| 1 |
3 |
514,873 |
514,873 |
67,470 |
0.12 |
0.065 |
0.068 |
35,350 |
| THA |
-1 |
13 |
-4,077,047 |
-4,077,047 |
-580,792 |
0.20 |
-0.133 |
-0.143 |
604,148 |
| 1 |
5 |
587,393 |
587,393 |
105,062 |
0.35 |
0.004 |
0.011 |
2,698 |
| TWN |
-1 |
54 |
-8,089,346 |
-8,089,346 |
-3,572,995 |
0.48 |
-0.119 |
-0.118 |
981,479 |
| 1 |
20 |
4,403,457 |
4,403,457 |
1,721,854 |
0.49 |
0.026 |
0.029 |
160,333 |