Generated at 16:54 on Sunday 12/08/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
561 |
-101,407,229 |
| 0 |
35 |
0 |
| 1 |
427 |
99,697,637 |
|
target_notional |
| target_notional |
-1,709,592 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,026,540 |
-1,709,592 |
18,047,381 |
201,104,866 |
1 |
-0.010 |
-0.009 |
0.090 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,119,898 |
| 0 |
0 |
| 1 |
93,093,358 |
|
alpha_notional |
| alpha_notional |
18,047,381 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,090,058 |
| 0 |
0 |
| 1 |
10,957,324 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,018,155 |
13,398,377 |
1 |
-0.375 |
0.067 |
| CHN |
565 |
5,755,665 |
97,009,334 |
1 |
0.059 |
0.482 |
| HKG |
85 |
2,768,464 |
13,623,940 |
1 |
0.203 |
0.068 |
| IDN |
8 |
1,821,850 |
1,821,850 |
1 |
1.000 |
0.009 |
| IND |
7 |
2,635,709 |
2,635,709 |
1 |
1.000 |
0.013 |
| JPN |
197 |
-1,906,228 |
51,116,356 |
1 |
-0.037 |
0.254 |
| MYS |
6 |
1,183,743 |
1,183,743 |
1 |
1.000 |
0.006 |
| NZL |
1 |
-893,525 |
893,525 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
28,117 |
28,117 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-56,754 |
2,059,168 |
1 |
-0.028 |
0.010 |
| THA |
18 |
-4,081,948 |
4,657,826 |
1 |
-0.876 |
0.023 |
| TWN |
77 |
-3,946,530 |
12,676,921 |
1 |
-0.311 |
0.063 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-9,208,266 |
| 0 |
1 |
0 |
| 1 |
11 |
4,190,111 |
| CHN |
-1 |
307 |
-45,626,835 |
| 0 |
13 |
0 |
| 1 |
245 |
51,382,500 |
| HKG |
-1 |
37 |
-5,427,738 |
| 1 |
48 |
8,196,202 |
| IDN |
0 |
2 |
0 |
| 1 |
6 |
1,821,850 |
| IND |
0 |
1 |
0 |
| 1 |
6 |
2,635,709 |
| JPN |
-1 |
106 |
-26,511,292 |
| 0 |
13 |
0 |
| 1 |
78 |
24,605,064 |
| MYS |
1 |
6 |
1,183,743 |
| NZL |
-1 |
1 |
-893,525 |
| PHL |
1 |
1 |
28,117 |
| SGP |
-1 |
5 |
-1,057,961 |
| 1 |
5 |
1,001,207 |
| THA |
-1 |
12 |
-4,369,887 |
| 0 |
4 |
0 |
| 1 |
2 |
287,939 |
| TWN |
-1 |
57 |
-8,311,725 |
| 0 |
1 |
0 |
| 1 |
19 |
4,365,195 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-9,208,266 |
-9,208,266 |
-3,367,248 |
0.51 |
-0.132 |
-0.123 |
1,358,679 |
| 0 |
1 |
0 |
0 |
0 |
0.43 |
-0.074 |
-0.074 |
0 |
| 1 |
11 |
4,190,111 |
4,190,111 |
638,547 |
0.14 |
-0.007 |
-0.005 |
3,017 |
| CHN |
-1 |
307 |
-45,626,835 |
-45,626,835 |
-66,294,188 |
1.63 |
-0.030 |
-0.027 |
1,520,418 |
| 0 |
13 |
0 |
0 |
0 |
1.41 |
0.039 |
0.063 |
0 |
| 1 |
245 |
51,382,500 |
51,382,500 |
69,645,536 |
1.50 |
0.123 |
0.120 |
7,802,813 |
| HKG |
-1 |
37 |
-5,427,738 |
-5,427,738 |
-6,090,830 |
1.53 |
0.011 |
0.003 |
106,250 |
| 1 |
48 |
8,196,202 |
8,196,202 |
10,450,532 |
1.75 |
0.160 |
0.169 |
1,682,507 |
| IDN |
0 |
2 |
0 |
0 |
0 |
-0.19 |
-0.146 |
-0.146 |
0 |
| 1 |
6 |
1,821,850 |
1,821,850 |
56,151 |
0.01 |
-0.016 |
-0.012 |
-27,156 |
| IND |
0 |
1 |
0 |
0 |
0 |
-0.15 |
-0.022 |
-0.022 |
0 |
| 1 |
6 |
2,635,709 |
2,635,709 |
311,658 |
0.12 |
0.100 |
0.097 |
333,195 |
| JPN |
-1 |
106 |
-26,511,292 |
-26,511,292 |
-14,817,742 |
0.61 |
-0.075 |
-0.073 |
2,283,401 |
| 0 |
13 |
0 |
0 |
0 |
0.77 |
-0.020 |
-0.017 |
0 |
| 1 |
78 |
24,605,064 |
24,605,064 |
9,966,540 |
0.47 |
0.033 |
0.026 |
915,397 |
| MYS |
1 |
6 |
1,183,743 |
1,183,743 |
187,496 |
0.14 |
-0.013 |
-0.010 |
-28,858 |
| NZL |
-1 |
1 |
-893,525 |
-893,525 |
33,745 |
-0.04 |
-0.119 |
-0.119 |
106,657 |
| PHL |
1 |
1 |
28,117 |
28,117 |
7,829 |
0.28 |
0.157 |
0.157 |
4,418 |
| SGP |
-1 |
5 |
-1,057,961 |
-1,057,961 |
-361,817 |
0.37 |
-0.058 |
-0.041 |
73,638 |
| 1 |
5 |
1,001,207 |
1,001,207 |
131,634 |
0.17 |
0.062 |
0.060 |
75,520 |
| THA |
-1 |
12 |
-4,369,887 |
-4,369,887 |
-608,218 |
0.18 |
-0.148 |
-0.148 |
692,111 |
| 0 |
4 |
0 |
0 |
0 |
0.48 |
-0.034 |
-0.034 |
0 |
| 1 |
2 |
287,939 |
287,939 |
39,149 |
0.10 |
0.006 |
0.006 |
-861 |
| TWN |
-1 |
57 |
-8,311,725 |
-8,311,725 |
-3,613,599 |
0.48 |
-0.110 |
-0.109 |
948,903 |
| 0 |
1 |
0 |
0 |
0 |
0.93 |
-0.055 |
-0.055 |
0 |
| 1 |
19 |
4,365,195 |
4,365,195 |
1,658,287 |
0.46 |
0.034 |
0.032 |
197,333 |