Generated at 15:19 on Wednesday 12/11/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
558 |
-102,755,369 |
| 0 |
29 |
0 |
| 1 |
434 |
99,386,532 |
|
target_notional |
| target_notional |
-3,368,837 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,954,885 |
-3,368,837 |
18,588,469 |
202,141,902 |
1 |
-0.015 |
-0.017 |
0.092 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,523,173 |
| 0 |
0 |
| 1 |
92,568,288 |
|
alpha_notional |
| alpha_notional |
18,588,469 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,810,681 |
| 0 |
0 |
| 1 |
10,777,788 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,020,737 |
17,193,279 |
1 |
-0.292 |
0.085 |
| CHN |
565 |
4,735,670 |
97,851,094 |
1 |
0.048 |
0.484 |
| HKG |
91 |
3,589,240 |
13,313,550 |
1 |
0.270 |
0.066 |
| IDN |
3 |
748,768 |
748,768 |
1 |
1.000 |
0.004 |
| IND |
4 |
2,242,522 |
2,242,522 |
1 |
1.000 |
0.011 |
| JPN |
200 |
-2,721,387 |
49,517,283 |
1 |
-0.055 |
0.245 |
| MYS |
5 |
988,386 |
988,386 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-951,844 |
951,844 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,694 |
36,694 |
1 |
1.000 |
0.000 |
| SGP |
11 |
472,032 |
2,149,429 |
1 |
0.220 |
0.011 |
| THA |
14 |
-4,179,848 |
4,664,568 |
1 |
-0.896 |
0.023 |
| TWN |
76 |
-3,308,335 |
12,484,484 |
1 |
-0.265 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,107,008 |
| 1 |
16 |
6,086,271 |
| CHN |
-1 |
301 |
-46,557,712 |
| 0 |
15 |
0 |
| 1 |
249 |
51,293,382 |
| HKG |
-1 |
41 |
-4,862,155 |
| 1 |
50 |
8,451,395 |
| IDN |
1 |
3 |
748,768 |
| IND |
1 |
4 |
2,242,522 |
| JPN |
-1 |
110 |
-26,119,335 |
| 0 |
13 |
0 |
| 1 |
77 |
23,397,948 |
| MYS |
1 |
5 |
988,386 |
| NZL |
-1 |
1 |
-951,844 |
| PHL |
1 |
1 |
36,694 |
| SGP |
-1 |
5 |
-838,699 |
| 1 |
6 |
1,310,731 |
| THA |
-1 |
12 |
-4,422,208 |
| 1 |
2 |
242,360 |
| TWN |
-1 |
54 |
-7,896,409 |
| 0 |
1 |
0 |
| 1 |
21 |
4,588,075 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,107,008 |
-11,107,008 |
-3,625,563 |
0.50 |
-0.116 |
-0.104 |
1,568,125 |
| 1 |
16 |
6,086,271 |
6,086,271 |
810,328 |
0.19 |
0.023 |
0.028 |
269,443 |
| CHN |
-1 |
301 |
-46,557,712 |
-46,557,712 |
-66,518,942 |
1.61 |
-0.038 |
-0.041 |
2,230,583 |
| 0 |
15 |
0 |
0 |
0 |
1.33 |
0.050 |
0.070 |
0 |
| 1 |
249 |
51,293,382 |
51,293,382 |
69,369,349 |
1.51 |
0.117 |
0.113 |
7,342,306 |
| HKG |
-1 |
41 |
-4,862,155 |
-4,862,155 |
-5,839,456 |
1.64 |
0.028 |
0.028 |
84,965 |
| 1 |
50 |
8,451,395 |
8,451,395 |
10,039,593 |
1.64 |
0.171 |
0.172 |
1,708,554 |
| IDN |
1 |
3 |
748,768 |
748,768 |
146,233 |
0.25 |
-0.049 |
-0.057 |
-26,814 |
| IND |
1 |
4 |
2,242,522 |
2,242,522 |
274,620 |
0.13 |
0.105 |
0.096 |
240,296 |
| JPN |
-1 |
110 |
-26,119,335 |
-26,119,335 |
-15,321,417 |
0.65 |
-0.080 |
-0.081 |
2,395,928 |
| 0 |
13 |
0 |
0 |
0 |
0.61 |
-0.026 |
-0.017 |
0 |
| 1 |
77 |
23,397,948 |
23,397,948 |
9,712,938 |
0.50 |
0.024 |
0.020 |
819,723 |
| MYS |
1 |
5 |
988,386 |
988,386 |
173,459 |
0.17 |
-0.020 |
-0.013 |
-22,502 |
| NZL |
-1 |
1 |
-951,844 |
-951,844 |
35,948 |
-0.04 |
-0.121 |
-0.121 |
114,887 |
| PHL |
1 |
1 |
36,694 |
36,694 |
10,218 |
0.28 |
0.220 |
0.220 |
8,084 |
| SGP |
-1 |
5 |
-838,699 |
-838,699 |
-278,339 |
0.37 |
-0.053 |
-0.032 |
64,968 |
| 1 |
6 |
1,310,731 |
1,310,731 |
174,661 |
0.19 |
0.052 |
0.047 |
100,243 |
| THA |
-1 |
12 |
-4,422,208 |
-4,422,208 |
-617,803 |
0.18 |
-0.137 |
-0.141 |
656,062 |
| 1 |
2 |
242,360 |
242,360 |
31,350 |
0.10 |
0.015 |
0.015 |
-80 |
| TWN |
-1 |
54 |
-7,896,409 |
-7,896,409 |
-3,357,601 |
0.49 |
-0.084 |
-0.075 |
695,162 |
| 0 |
1 |
0 |
0 |
0 |
0.50 |
-0.100 |
-0.100 |
0 |
| 1 |
21 |
4,588,075 |
4,588,075 |
1,825,539 |
0.49 |
0.060 |
0.056 |
338,536 |