Generated at 16:33 on Thursday 12/05/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-101,452,520 |
| 0 |
27 |
0 |
| 1 |
428 |
99,577,228 |
|
target_notional |
| target_notional |
-1,875,293 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,308,703 |
-1,875,293 |
18,803,387 |
201,029,748 |
1 |
-0.007 |
-0.009 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-94,782,366 |
| 0 |
0 |
| 1 |
93,473,663 |
|
alpha_notional |
| alpha_notional |
18,803,387 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,539,915 |
| 0 |
0 |
| 1 |
11,263,471 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,026,712 |
13,451,115 |
1 |
-0.374 |
0.067 |
| CHN |
572 |
6,158,684 |
96,828,312 |
1 |
0.064 |
0.482 |
| HKG |
85 |
2,019,742 |
13,554,851 |
1 |
0.149 |
0.067 |
| IDN |
8 |
2,027,399 |
2,027,399 |
1 |
1.000 |
0.010 |
| IND |
7 |
2,732,448 |
2,732,448 |
1 |
1.000 |
0.014 |
| JPN |
189 |
-2,191,080 |
50,992,839 |
1 |
-0.043 |
0.254 |
| MYS |
6 |
1,175,596 |
1,175,596 |
1 |
1.000 |
0.006 |
| NZL |
1 |
-880,205 |
880,205 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
27,545 |
27,545 |
1 |
1.000 |
0.000 |
| SGP |
8 |
-394,682 |
1,882,529 |
1 |
-0.210 |
0.009 |
| THA |
18 |
-3,524,615 |
4,658,869 |
1 |
-0.757 |
0.023 |
| TWN |
76 |
-3,999,413 |
12,818,040 |
1 |
-0.312 |
0.064 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-9,238,913 |
| 0 |
3 |
0 |
| 1 |
9 |
4,212,202 |
| CHN |
-1 |
307 |
-45,334,814 |
| 0 |
14 |
0 |
| 1 |
251 |
51,493,498 |
| HKG |
-1 |
37 |
-5,767,555 |
| 0 |
1 |
0 |
| 1 |
47 |
7,787,296 |
| IDN |
1 |
8 |
2,027,399 |
| IND |
0 |
1 |
0 |
| 1 |
6 |
2,732,448 |
| JPN |
-1 |
110 |
-26,591,959 |
| 0 |
7 |
0 |
| 1 |
72 |
24,400,879 |
| MYS |
1 |
6 |
1,175,596 |
| NZL |
-1 |
1 |
-880,205 |
| PHL |
1 |
1 |
27,545 |
| SGP |
-1 |
5 |
-1,138,606 |
| 1 |
3 |
743,924 |
| THA |
-1 |
13 |
-4,091,742 |
| 1 |
5 |
567,127 |
| TWN |
-1 |
55 |
-8,408,727 |
| 0 |
1 |
0 |
| 1 |
20 |
4,409,314 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-9,238,913 |
-9,238,913 |
-3,396,247 |
0.51 |
-0.137 |
-0.129 |
1,399,207 |
| 0 |
3 |
0 |
0 |
0 |
0.30 |
-0.081 |
-0.035 |
0 |
| 1 |
9 |
4,212,202 |
4,212,202 |
643,127 |
0.15 |
-0.017 |
-0.019 |
2,098 |
| CHN |
-1 |
307 |
-45,334,814 |
-45,334,814 |
-65,753,124 |
1.64 |
-0.027 |
-0.025 |
1,481,043 |
| 0 |
14 |
0 |
0 |
0 |
1.48 |
-0.001 |
-0.001 |
0 |
| 1 |
251 |
51,493,498 |
51,493,498 |
70,506,591 |
1.50 |
0.130 |
0.126 |
8,352,694 |
| HKG |
-1 |
37 |
-5,767,555 |
-5,767,555 |
-6,377,975 |
1.53 |
0.000 |
0.001 |
195,477 |
| 0 |
1 |
0 |
0 |
0 |
0.74 |
0.044 |
0.044 |
0 |
| 1 |
47 |
7,787,296 |
7,787,296 |
9,872,711 |
1.78 |
0.158 |
0.168 |
1,581,885 |
| IDN |
1 |
8 |
2,027,399 |
2,027,399 |
23,334 |
-0.04 |
-0.015 |
0.001 |
16,639 |
| IND |
0 |
1 |
0 |
0 |
0 |
-0.15 |
0.005 |
0.005 |
0 |
| 1 |
6 |
2,732,448 |
2,732,448 |
328,056 |
0.12 |
0.091 |
0.084 |
324,906 |
| JPN |
-1 |
110 |
-26,591,959 |
-26,591,959 |
-14,646,752 |
0.63 |
-0.088 |
-0.085 |
2,617,137 |
| 0 |
7 |
0 |
0 |
0 |
0.77 |
-0.012 |
-0.003 |
0 |
| 1 |
72 |
24,400,879 |
24,400,879 |
10,014,259 |
0.46 |
0.023 |
0.019 |
781,006 |
| MYS |
1 |
6 |
1,175,596 |
1,175,596 |
186,605 |
0.14 |
-0.013 |
-0.009 |
-25,599 |
| NZL |
-1 |
1 |
-880,205 |
-880,205 |
33,242 |
-0.04 |
-0.110 |
-0.110 |
96,863 |
| PHL |
1 |
1 |
27,545 |
27,545 |
7,670 |
0.28 |
0.224 |
0.224 |
6,175 |
| SGP |
-1 |
5 |
-1,138,606 |
-1,138,606 |
-391,099 |
0.37 |
-0.076 |
-0.053 |
97,810 |
| 1 |
3 |
743,924 |
743,924 |
98,384 |
0.12 |
0.052 |
0.043 |
42,540 |
| THA |
-1 |
13 |
-4,091,742 |
-4,091,742 |
-598,395 |
0.20 |
-0.127 |
-0.136 |
600,670 |
| 1 |
5 |
567,127 |
567,127 |
95,522 |
0.35 |
-0.002 |
0.003 |
4,500 |
| TWN |
-1 |
55 |
-8,408,727 |
-8,408,727 |
-3,652,016 |
0.48 |
-0.120 |
-0.117 |
1,051,710 |
| 0 |
1 |
0 |
0 |
0 |
1.25 |
-0.142 |
-0.142 |
0 |
| 1 |
20 |
4,409,314 |
4,409,314 |
1,697,405 |
0.49 |
0.021 |
0.023 |
176,627 |