Generated at 15:51 on Thursday 12/12/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
556 |
-102,489,122 |
| 0 |
22 |
0 |
| 1 |
433 |
99,092,614 |
|
target_notional |
| target_notional |
-3,396,508 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,148,587 |
-3,396,508 |
18,394,280 |
201,581,736 |
1 |
-0.011 |
-0.017 |
0.091 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,275,962 |
| 0 |
0 |
| 1 |
93,127,374 |
|
alpha_notional |
| alpha_notional |
18,394,280 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,509,008 |
| 0 |
0 |
| 1 |
10,885,272 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,019,992 |
16,795,112 |
1 |
-0.299 |
0.083 |
| CHN |
551 |
4,212,373 |
97,331,210 |
1 |
0.043 |
0.483 |
| HKG |
92 |
4,013,612 |
13,302,388 |
1 |
0.302 |
0.066 |
| IDN |
3 |
710,378 |
710,378 |
1 |
1.000 |
0.004 |
| IND |
4 |
1,938,670 |
1,938,670 |
1 |
1.000 |
0.010 |
| JPN |
200 |
-2,781,617 |
50,598,907 |
1 |
-0.055 |
0.251 |
| MYS |
5 |
982,118 |
982,118 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-944,104 |
944,104 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
37,162 |
37,162 |
1 |
1.000 |
0.000 |
| SGP |
11 |
531,283 |
2,136,001 |
1 |
0.249 |
0.011 |
| THA |
15 |
-4,268,773 |
4,664,298 |
1 |
-0.915 |
0.023 |
| TWN |
78 |
-2,807,617 |
12,141,389 |
1 |
-0.231 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,907,552 |
| 0 |
2 |
0 |
| 1 |
15 |
5,887,560 |
| CHN |
-1 |
294 |
-46,559,418 |
| 0 |
9 |
0 |
| 1 |
248 |
50,771,792 |
| HKG |
-1 |
41 |
-4,644,388 |
| 0 |
2 |
0 |
| 1 |
49 |
8,658,000 |
| IDN |
1 |
3 |
710,378 |
| IND |
1 |
4 |
1,938,670 |
| JPN |
-1 |
115 |
-26,690,262 |
| 0 |
7 |
0 |
| 1 |
78 |
23,908,645 |
| MYS |
1 |
5 |
982,118 |
| NZL |
-1 |
1 |
-944,104 |
| PHL |
1 |
1 |
37,162 |
| SGP |
-1 |
5 |
-802,359 |
| 1 |
6 |
1,333,642 |
| THA |
-1 |
13 |
-4,466,535 |
| 1 |
2 |
197,763 |
| TWN |
-1 |
54 |
-7,474,503 |
| 0 |
2 |
0 |
| 1 |
22 |
4,666,886 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,907,552 |
-10,907,552 |
-3,602,228 |
0.51 |
-0.109 |
-0.101 |
1,431,065 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
-0.103 |
-0.103 |
0 |
| 1 |
15 |
5,887,560 |
5,887,560 |
801,632 |
0.18 |
0.026 |
0.026 |
252,116 |
| CHN |
-1 |
294 |
-46,559,418 |
-46,559,418 |
-66,434,413 |
1.61 |
-0.038 |
-0.038 |
1,905,649 |
| 0 |
9 |
0 |
0 |
0 |
1.47 |
0.012 |
0.034 |
0 |
| 1 |
248 |
50,771,792 |
50,771,792 |
69,112,107 |
1.51 |
0.117 |
0.112 |
7,250,009 |
| HKG |
-1 |
41 |
-4,644,388 |
-4,644,388 |
-5,551,664 |
1.67 |
0.017 |
0.024 |
115,889 |
| 0 |
2 |
0 |
0 |
0 |
0.99 |
0.095 |
0.095 |
0 |
| 1 |
49 |
8,658,000 |
8,658,000 |
10,265,868 |
1.65 |
0.172 |
0.173 |
2,001,724 |
| IDN |
1 |
3 |
710,378 |
710,378 |
143,174 |
0.25 |
-0.024 |
-0.043 |
-3,480 |
| IND |
1 |
4 |
1,938,670 |
1,938,670 |
246,192 |
0.13 |
0.099 |
0.094 |
182,337 |
| JPN |
-1 |
115 |
-26,690,262 |
-26,690,262 |
-15,584,184 |
0.63 |
-0.086 |
-0.086 |
2,544,697 |
| 0 |
7 |
0 |
0 |
0 |
0.80 |
-0.012 |
-0.015 |
0 |
| 1 |
78 |
23,908,645 |
23,908,645 |
10,282,838 |
0.52 |
0.021 |
0.019 |
782,164 |
| MYS |
1 |
5 |
982,118 |
982,118 |
173,689 |
0.17 |
-0.016 |
-0.014 |
-21,814 |
| NZL |
-1 |
1 |
-944,104 |
-944,104 |
35,655 |
-0.04 |
-0.117 |
-0.117 |
110,429 |
| PHL |
1 |
1 |
37,162 |
37,162 |
10,348 |
0.28 |
0.158 |
0.158 |
5,854 |
| SGP |
-1 |
5 |
-802,359 |
-802,359 |
-264,875 |
0.37 |
-0.049 |
-0.032 |
58,020 |
| 1 |
6 |
1,333,642 |
1,333,642 |
180,234 |
0.19 |
0.048 |
0.050 |
98,639 |
| THA |
-1 |
13 |
-4,466,535 |
-4,466,535 |
-651,536 |
0.19 |
-0.133 |
-0.142 |
648,610 |
| 1 |
2 |
197,763 |
197,763 |
23,766 |
0.10 |
0.021 |
0.021 |
1,725 |
| TWN |
-1 |
54 |
-7,474,503 |
-7,474,503 |
-3,222,717 |
0.50 |
-0.093 |
-0.086 |
694,650 |
| 0 |
2 |
0 |
0 |
0 |
0.30 |
-0.048 |
-0.048 |
0 |
| 1 |
22 |
4,666,886 |
4,666,886 |
1,887,526 |
0.50 |
0.056 |
0.053 |
335,998 |