Generated at 15:58 on Monday 12/09/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
578 |
-102,691,698 |
| 0 |
22 |
0 |
| 1 |
432 |
99,561,758 |
|
target_notional |
| target_notional |
-3,129,940 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,975,702 |
-3,129,940 |
18,311,936 |
202,253,457 |
1 |
-0.015 |
-0.015 |
0.091 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,602,005 |
| 0 |
0 |
| 1 |
92,626,303 |
|
alpha_notional |
| alpha_notional |
18,311,936 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,353,473 |
| 0 |
0 |
| 1 |
10,958,462 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-5,017,129 |
14,110,221 |
1 |
-0.356 |
0.070 |
| CHN |
575 |
4,553,872 |
98,042,755 |
1 |
0.046 |
0.485 |
| HKG |
91 |
3,111,790 |
13,573,352 |
1 |
0.229 |
0.067 |
| IDN |
6 |
1,256,980 |
1,256,980 |
1 |
1.000 |
0.006 |
| IND |
6 |
2,620,331 |
2,620,331 |
1 |
1.000 |
0.013 |
| JPN |
196 |
-2,280,845 |
51,251,986 |
1 |
-0.045 |
0.253 |
| MYS |
6 |
1,114,975 |
1,114,975 |
1 |
1.000 |
0.006 |
| NZL |
1 |
-951,856 |
951,856 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
28,404 |
28,404 |
1 |
1.000 |
0.000 |
| SGP |
10 |
209,495 |
2,133,309 |
1 |
0.098 |
0.011 |
| THA |
14 |
-4,045,525 |
4,617,460 |
1 |
-0.876 |
0.023 |
| TWN |
77 |
-3,730,434 |
12,551,827 |
1 |
-0.297 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-9,563,675 |
| 0 |
3 |
0 |
| 1 |
10 |
4,546,546 |
| CHN |
-1 |
317 |
-46,744,442 |
| 0 |
8 |
0 |
| 1 |
250 |
51,298,314 |
| HKG |
-1 |
41 |
-5,230,781 |
| 0 |
2 |
0 |
| 1 |
48 |
8,342,571 |
| IDN |
0 |
2 |
0 |
| 1 |
4 |
1,256,980 |
| IND |
0 |
1 |
0 |
| 1 |
5 |
2,620,331 |
| JPN |
-1 |
111 |
-26,766,415 |
| 0 |
4 |
0 |
| 1 |
81 |
24,485,571 |
| MYS |
1 |
6 |
1,114,975 |
| NZL |
-1 |
1 |
-951,856 |
| PHL |
1 |
1 |
28,404 |
| SGP |
-1 |
5 |
-961,907 |
| 1 |
5 |
1,171,402 |
| THA |
-1 |
12 |
-4,331,492 |
| 1 |
2 |
285,967 |
| TWN |
-1 |
55 |
-8,141,130 |
| 0 |
2 |
0 |
| 1 |
20 |
4,410,697 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-9,563,675 |
-9,563,675 |
-3,396,520 |
0.48 |
-0.129 |
-0.120 |
1,445,198 |
| 0 |
3 |
0 |
0 |
0 |
0.45 |
-0.108 |
-0.078 |
0 |
| 1 |
10 |
4,546,546 |
4,546,546 |
651,620 |
0.18 |
-0.016 |
-0.013 |
83,758 |
| CHN |
-1 |
317 |
-46,744,442 |
-46,744,442 |
-66,621,924 |
1.61 |
-0.027 |
-0.028 |
1,580,401 |
| 0 |
8 |
0 |
0 |
0 |
1.55 |
-0.007 |
0.009 |
0 |
| 1 |
250 |
51,298,314 |
51,298,314 |
69,379,707 |
1.50 |
0.125 |
0.120 |
7,778,787 |
| HKG |
-1 |
41 |
-5,230,781 |
-5,230,781 |
-6,338,606 |
1.58 |
0.003 |
0.002 |
167,133 |
| 0 |
2 |
0 |
0 |
0 |
1.13 |
0.092 |
0.092 |
0 |
| 1 |
48 |
8,342,571 |
8,342,571 |
10,000,761 |
1.70 |
0.148 |
0.151 |
1,645,711 |
| IDN |
0 |
2 |
0 |
0 |
0 |
-0.24 |
-0.069 |
-0.069 |
0 |
| 1 |
4 |
1,256,980 |
1,256,980 |
144,806 |
0.13 |
-0.030 |
-0.034 |
-26,209 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.10 |
0.009 |
0.009 |
0 |
| 1 |
5 |
2,620,331 |
2,620,331 |
309,746 |
0.13 |
0.119 |
0.135 |
380,662 |
| JPN |
-1 |
111 |
-26,766,415 |
-26,766,415 |
-14,854,758 |
0.59 |
-0.084 |
-0.081 |
2,489,771 |
| 0 |
4 |
0 |
0 |
0 |
0.69 |
0.008 |
0.011 |
0 |
| 1 |
81 |
24,485,571 |
24,485,571 |
10,071,102 |
0.49 |
0.025 |
0.017 |
787,892 |
| MYS |
1 |
6 |
1,114,975 |
1,114,975 |
183,254 |
0.14 |
-0.021 |
-0.018 |
-25,374 |
| NZL |
-1 |
1 |
-951,856 |
-951,856 |
35,948 |
-0.04 |
-0.130 |
-0.130 |
123,494 |
| PHL |
1 |
1 |
28,404 |
28,404 |
7,909 |
0.28 |
0.141 |
0.141 |
4,003 |
| SGP |
-1 |
5 |
-961,907 |
-961,907 |
-326,772 |
0.37 |
-0.054 |
-0.034 |
65,757 |
| 1 |
5 |
1,171,402 |
1,171,402 |
155,035 |
0.17 |
0.060 |
0.054 |
92,042 |
| THA |
-1 |
12 |
-4,331,492 |
-4,331,492 |
-601,822 |
0.18 |
-0.143 |
-0.140 |
657,482 |
| 1 |
2 |
285,967 |
285,967 |
38,936 |
0.10 |
0.006 |
0.006 |
-1,027 |
| TWN |
-1 |
55 |
-8,141,130 |
-8,141,130 |
-3,497,550 |
0.49 |
-0.095 |
-0.079 |
824,238 |
| 0 |
2 |
0 |
0 |
0 |
0.35 |
-0.167 |
-0.167 |
0 |
| 1 |
20 |
4,410,697 |
4,410,697 |
1,683,427 |
0.48 |
0.048 |
0.040 |
238,217 |