Generated at 16:09 on Wednesday 12/04/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
582 |
-102,299,431 |
| 0 |
34 |
0 |
| 1 |
428 |
99,661,229 |
|
target_notional |
| target_notional |
-2,638,202 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,359,301 |
-2,638,202 |
18,826,773 |
201,960,660 |
1 |
-0.012 |
-0.013 |
0.093 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,896,384 |
| 0 |
0 |
| 1 |
93,537,083 |
|
alpha_notional |
| alpha_notional |
18,826,773 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,711,758 |
| 0 |
0 |
| 1 |
11,115,015 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-5,022,222 |
13,262,812 |
1 |
-0.379 |
0.066 |
| CHN |
581 |
5,122,657 |
97,698,906 |
1 |
0.052 |
0.484 |
| HKG |
86 |
1,694,776 |
13,591,782 |
1 |
0.125 |
0.067 |
| IDN |
8 |
2,078,010 |
2,078,010 |
1 |
1.000 |
0.010 |
| IND |
8 |
3,320,209 |
3,320,209 |
1 |
1.000 |
0.016 |
| JPN |
200 |
-2,441,694 |
50,769,135 |
1 |
-0.048 |
0.251 |
| MYS |
6 |
1,165,721 |
1,165,721 |
1 |
1.000 |
0.006 |
| NZL |
1 |
-863,219 |
863,219 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
27,868 |
27,868 |
1 |
1.000 |
0.000 |
| SGP |
8 |
-420,671 |
1,820,128 |
1 |
-0.231 |
0.009 |
| THA |
18 |
-3,437,903 |
4,616,510 |
1 |
-0.745 |
0.023 |
| TWN |
76 |
-3,861,733 |
12,746,360 |
1 |
-0.303 |
0.063 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-9,142,517 |
| 0 |
4 |
0 |
| 1 |
11 |
4,120,295 |
| CHN |
-1 |
323 |
-46,288,125 |
| 0 |
6 |
0 |
| 1 |
252 |
51,410,782 |
| HKG |
-1 |
37 |
-5,948,503 |
| 0 |
2 |
0 |
| 1 |
47 |
7,643,279 |
| IDN |
1 |
8 |
2,078,010 |
| IND |
0 |
2 |
0 |
| 1 |
6 |
3,320,209 |
| JPN |
-1 |
111 |
-26,605,414 |
| 0 |
20 |
0 |
| 1 |
69 |
24,163,720 |
| MYS |
1 |
6 |
1,165,721 |
| NZL |
-1 |
1 |
-863,219 |
| PHL |
1 |
1 |
27,868 |
| SGP |
-1 |
5 |
-1,120,400 |
| 1 |
3 |
699,728 |
| THA |
-1 |
13 |
-4,027,207 |
| 1 |
5 |
589,304 |
| TWN |
-1 |
56 |
-8,304,047 |
| 1 |
20 |
4,442,313 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-9,142,517 |
-9,142,517 |
-3,406,142 |
0.53 |
-0.139 |
-0.130 |
1,377,532 |
| 0 |
4 |
0 |
0 |
0 |
0.51 |
-0.063 |
-0.073 |
0 |
| 1 |
11 |
4,120,295 |
4,120,295 |
603,423 |
0.16 |
-0.014 |
-0.016 |
23,110 |
| CHN |
-1 |
323 |
-46,288,125 |
-46,288,125 |
-66,967,228 |
1.63 |
-0.029 |
-0.028 |
1,549,554 |
| 0 |
6 |
0 |
0 |
0 |
2.07 |
0.028 |
0.016 |
0 |
| 1 |
252 |
51,410,782 |
51,410,782 |
70,463,677 |
1.50 |
0.130 |
0.127 |
8,131,307 |
| HKG |
-1 |
37 |
-5,948,503 |
-5,948,503 |
-6,481,104 |
1.53 |
-0.015 |
-0.016 |
317,274 |
| 0 |
2 |
0 |
0 |
0 |
1.21 |
0.078 |
0.078 |
0 |
| 1 |
47 |
7,643,279 |
7,643,279 |
9,721,204 |
1.76 |
0.144 |
0.152 |
1,497,062 |
| IDN |
1 |
8 |
2,078,010 |
2,078,010 |
16,401 |
-0.04 |
-0.030 |
-0.014 |
-5,054 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.19 |
0.045 |
0.045 |
0 |
| 1 |
6 |
3,320,209 |
3,320,209 |
411,358 |
0.08 |
0.124 |
0.116 |
442,209 |
| JPN |
-1 |
111 |
-26,605,414 |
-26,605,414 |
-14,473,837 |
0.62 |
-0.091 |
-0.086 |
2,679,742 |
| 0 |
20 |
0 |
0 |
0 |
0.72 |
-0.014 |
-0.009 |
0 |
| 1 |
69 |
24,163,720 |
24,163,720 |
10,191,512 |
0.46 |
0.023 |
0.019 |
796,216 |
| MYS |
1 |
6 |
1,165,721 |
1,165,721 |
185,054 |
0.14 |
-0.001 |
0.002 |
-9,003 |
| NZL |
-1 |
1 |
-863,219 |
-863,219 |
32,601 |
-0.04 |
-0.108 |
-0.108 |
93,221 |
| PHL |
1 |
1 |
27,868 |
27,868 |
7,760 |
0.28 |
0.069 |
0.069 |
1,926 |
| SGP |
-1 |
5 |
-1,120,400 |
-1,120,400 |
-379,801 |
0.37 |
-0.066 |
-0.042 |
85,790 |
| 1 |
3 |
699,728 |
699,728 |
93,254 |
0.12 |
0.066 |
0.069 |
49,213 |
| THA |
-1 |
13 |
-4,027,207 |
-4,027,207 |
-576,347 |
0.20 |
-0.127 |
-0.126 |
588,644 |
| 1 |
5 |
589,304 |
589,304 |
106,152 |
0.35 |
0.007 |
0.002 |
9,344 |
| TWN |
-1 |
56 |
-8,304,047 |
-8,304,047 |
-3,644,526 |
0.49 |
-0.127 |
-0.127 |
1,020,001 |
| 1 |
20 |
4,442,313 |
4,442,313 |
1,737,288 |
0.49 |
0.021 |
0.021 |
178,685 |