Generated at 15:22 on Tuesday 12/10/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
567 |
-102,798,391 |
| 0 |
41 |
0 |
| 1 |
431 |
99,610,150 |
|
target_notional |
| target_notional |
-3,188,241 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,481,467 |
-3,188,241 |
18,461,517 |
202,408,540 |
1 |
-0.017 |
-0.016 |
0.091 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,823,966 |
| 0 |
0 |
| 1 |
92,342,499 |
|
alpha_notional |
| alpha_notional |
18,461,517 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,559,190 |
| 0 |
0 |
| 1 |
10,902,327 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,013,222 |
16,604,075 |
1 |
-0.302 |
0.082 |
| CHN |
577 |
4,427,219 |
98,069,444 |
1 |
0.045 |
0.485 |
| HKG |
91 |
3,271,891 |
13,339,443 |
1 |
0.245 |
0.066 |
| IDN |
4 |
885,811 |
885,811 |
1 |
1.000 |
0.004 |
| IND |
5 |
2,444,016 |
2,444,016 |
1 |
1.000 |
0.012 |
| JPN |
204 |
-2,012,832 |
49,810,578 |
1 |
-0.040 |
0.246 |
| MYS |
6 |
1,096,752 |
1,096,752 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-939,641 |
939,641 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
29,033 |
29,033 |
1 |
1.000 |
0.000 |
| SGP |
10 |
308,246 |
2,124,041 |
1 |
0.145 |
0.010 |
| THA |
14 |
-4,087,616 |
4,664,203 |
1 |
-0.876 |
0.023 |
| TWN |
76 |
-3,597,899 |
12,401,502 |
1 |
-0.290 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,808,649 |
| 0 |
4 |
0 |
| 1 |
12 |
5,795,427 |
| CHN |
-1 |
311 |
-46,821,112 |
| 0 |
16 |
0 |
| 1 |
250 |
51,248,332 |
| HKG |
-1 |
40 |
-5,033,776 |
| 0 |
3 |
0 |
| 1 |
48 |
8,305,667 |
| IDN |
0 |
1 |
0 |
| 1 |
3 |
885,811 |
| IND |
0 |
1 |
0 |
| 1 |
4 |
2,444,016 |
| JPN |
-1 |
110 |
-25,911,705 |
| 0 |
14 |
0 |
| 1 |
80 |
23,898,873 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
1,096,752 |
| NZL |
-1 |
1 |
-939,641 |
| PHL |
1 |
1 |
29,033 |
| SGP |
-1 |
5 |
-907,897 |
| 1 |
5 |
1,216,144 |
| THA |
-1 |
12 |
-4,375,909 |
| 1 |
2 |
288,293 |
| TWN |
-1 |
54 |
-7,999,701 |
| 0 |
1 |
0 |
| 1 |
21 |
4,401,802 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-10,808,649 |
-10,808,649 |
-3,761,676 |
0.50 |
-0.127 |
-0.118 |
1,631,010 |
| 0 |
4 |
0 |
0 |
0 |
0.23 |
-0.066 |
-0.079 |
0 |
| 1 |
12 |
5,795,427 |
5,795,427 |
727,090 |
0.18 |
0.019 |
0.027 |
265,994 |
| CHN |
-1 |
311 |
-46,821,112 |
-46,821,112 |
-66,842,604 |
1.60 |
-0.034 |
-0.036 |
1,881,980 |
| 0 |
16 |
0 |
0 |
0 |
1.70 |
0.004 |
-0.006 |
0 |
| 1 |
250 |
51,248,332 |
51,248,332 |
69,328,920 |
1.51 |
0.120 |
0.118 |
7,457,838 |
| HKG |
-1 |
40 |
-5,033,776 |
-5,033,776 |
-6,118,979 |
1.63 |
0.020 |
0.018 |
133,868 |
| 0 |
3 |
0 |
0 |
0 |
1.23 |
0.052 |
0.021 |
0 |
| 1 |
48 |
8,305,667 |
8,305,667 |
9,845,194 |
1.67 |
0.161 |
0.160 |
1,584,887 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.21 |
-0.046 |
-0.046 |
0 |
| 1 |
3 |
885,811 |
885,811 |
144,284 |
0.25 |
-0.050 |
-0.037 |
-35,443 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.10 |
0.044 |
0.044 |
0 |
| 1 |
4 |
2,444,016 |
2,444,016 |
298,410 |
0.13 |
0.126 |
0.119 |
313,791 |
| JPN |
-1 |
110 |
-25,911,705 |
-25,911,705 |
-14,794,008 |
0.65 |
-0.081 |
-0.080 |
2,338,127 |
| 0 |
14 |
0 |
0 |
0 |
0.40 |
-0.026 |
-0.030 |
0 |
| 1 |
80 |
23,898,873 |
23,898,873 |
9,927,814 |
0.50 |
0.032 |
0.025 |
954,009 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.04 |
-0.037 |
-0.037 |
0 |
| 1 |
5 |
1,096,752 |
1,096,752 |
181,932 |
0.17 |
-0.017 |
-0.020 |
-21,236 |
| NZL |
-1 |
1 |
-939,641 |
-939,641 |
35,487 |
-0.04 |
-0.116 |
-0.116 |
108,921 |
| PHL |
1 |
1 |
29,033 |
29,033 |
8,085 |
0.28 |
0.052 |
0.052 |
1,523 |
| SGP |
-1 |
5 |
-907,897 |
-907,897 |
-305,502 |
0.37 |
-0.063 |
-0.040 |
74,266 |
| 1 |
5 |
1,216,144 |
1,216,144 |
159,663 |
0.17 |
0.049 |
0.042 |
85,449 |
| THA |
-1 |
12 |
-4,375,909 |
-4,375,909 |
-609,931 |
0.18 |
-0.140 |
-0.135 |
655,881 |
| 1 |
2 |
288,293 |
288,293 |
39,252 |
0.10 |
0.012 |
0.012 |
352 |
| TWN |
-1 |
54 |
-7,999,701 |
-7,999,701 |
-3,426,752 |
0.49 |
-0.088 |
-0.071 |
735,138 |
| 0 |
1 |
0 |
0 |
0 |
0.22 |
0.039 |
0.039 |
0 |
| 1 |
21 |
4,401,802 |
4,401,802 |
1,681,855 |
0.49 |
0.056 |
0.046 |
295,164 |