Generated at 16:39 on Sunday 12/15/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
576 |
-101,294,898 |
| 0 |
18 |
0 |
| 1 |
430 |
99,019,995 |
|
target_notional |
| target_notional |
-2,274,903 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-502,215 |
-2,274,903 |
18,326,116 |
200,314,893 |
1 |
-0.003 |
-0.011 |
0.091 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-94,191,552 |
| 0 |
0 |
| 1 |
93,689,337 |
|
alpha_notional |
| alpha_notional |
18,326,116 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,294,015 |
| 0 |
0 |
| 1 |
11,032,101 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,015,459 |
16,442,558 |
1 |
-0.305 |
0.082 |
| CHN |
553 |
5,409,963 |
96,208,911 |
1 |
0.056 |
0.480 |
| HKG |
95 |
4,520,729 |
13,770,398 |
1 |
0.328 |
0.069 |
| IDN |
3 |
704,640 |
704,640 |
1 |
1.000 |
0.004 |
| IND |
4 |
987,432 |
987,432 |
1 |
1.000 |
0.005 |
| JPN |
209 |
-2,644,906 |
51,426,279 |
1 |
-0.051 |
0.257 |
| MYS |
5 |
980,139 |
980,139 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-947,929 |
947,929 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
37,148 |
37,148 |
1 |
1.000 |
0.000 |
| SGP |
11 |
504,970 |
2,151,301 |
1 |
0.235 |
0.011 |
| THA |
16 |
-4,127,851 |
4,658,574 |
1 |
-0.886 |
0.023 |
| TWN |
78 |
-2,683,782 |
11,999,582 |
1 |
-0.224 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-10,729,008 |
| 0 |
3 |
0 |
| 1 |
14 |
5,713,550 |
| CHN |
-1 |
302 |
-45,399,474 |
| 0 |
6 |
0 |
| 1 |
245 |
50,809,437 |
| HKG |
-1 |
46 |
-4,624,834 |
| 0 |
2 |
0 |
| 1 |
47 |
9,145,564 |
| IDN |
1 |
3 |
704,640 |
| IND |
1 |
4 |
987,432 |
| JPN |
-1 |
123 |
-27,035,593 |
| 0 |
6 |
0 |
| 1 |
80 |
24,390,687 |
| MYS |
1 |
5 |
980,139 |
| NZL |
-1 |
1 |
-947,929 |
| PHL |
1 |
1 |
37,148 |
| SGP |
-1 |
5 |
-823,165 |
| 1 |
6 |
1,328,135 |
| THA |
-1 |
14 |
-4,393,212 |
| 1 |
2 |
265,362 |
| TWN |
-1 |
54 |
-7,341,682 |
| 0 |
1 |
0 |
| 1 |
23 |
4,657,900 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-10,729,008 |
-10,729,008 |
-3,476,529 |
0.51 |
-0.107 |
-0.107 |
1,395,800 |
| 0 |
3 |
0 |
0 |
0 |
0.29 |
-0.031 |
-0.042 |
0 |
| 1 |
14 |
5,713,550 |
5,713,550 |
817,670 |
0.19 |
0.019 |
0.023 |
189,602 |
| CHN |
-1 |
302 |
-45,399,474 |
-45,399,474 |
-65,614,631 |
1.62 |
-0.040 |
-0.040 |
1,950,200 |
| 0 |
6 |
0 |
0 |
0 |
1.39 |
0.034 |
0.043 |
0 |
| 1 |
245 |
50,809,437 |
50,809,437 |
69,238,149 |
1.51 |
0.117 |
0.111 |
7,470,639 |
| HKG |
-1 |
46 |
-4,624,834 |
-4,624,834 |
-5,535,053 |
1.61 |
0.025 |
0.030 |
67,223 |
| 0 |
2 |
0 |
0 |
0 |
1.55 |
0.068 |
0.068 |
0 |
| 1 |
47 |
9,145,564 |
9,145,564 |
10,520,172 |
1.61 |
0.175 |
0.172 |
2,075,386 |
| IDN |
1 |
3 |
704,640 |
704,640 |
141,687 |
0.25 |
-0.026 |
-0.042 |
-8,652 |
| IND |
1 |
4 |
987,432 |
987,432 |
159,665 |
0.13 |
0.047 |
0.037 |
85,642 |
| JPN |
-1 |
123 |
-27,035,593 |
-27,035,593 |
-15,545,255 |
0.60 |
-0.083 |
-0.079 |
2,424,985 |
| 0 |
6 |
0 |
0 |
0 |
0.96 |
-0.012 |
-0.004 |
0 |
| 1 |
80 |
24,390,687 |
24,390,687 |
10,547,847 |
0.52 |
0.021 |
0.017 |
876,761 |
| MYS |
1 |
5 |
980,139 |
980,139 |
169,932 |
0.17 |
-0.019 |
-0.012 |
-29,313 |
| NZL |
-1 |
1 |
-947,929 |
-947,929 |
35,800 |
-0.04 |
-0.119 |
-0.119 |
112,709 |
| PHL |
1 |
1 |
37,148 |
37,148 |
10,344 |
0.28 |
0.110 |
0.110 |
4,103 |
| SGP |
-1 |
5 |
-823,165 |
-823,165 |
-280,266 |
0.37 |
-0.064 |
-0.051 |
70,407 |
| 1 |
6 |
1,328,135 |
1,328,135 |
179,441 |
0.19 |
0.037 |
0.034 |
79,270 |
| THA |
-1 |
14 |
-4,393,212 |
-4,393,212 |
-641,305 |
0.18 |
-0.121 |
-0.123 |
601,101 |
| 1 |
2 |
265,362 |
265,362 |
25,142 |
0.10 |
0.024 |
0.024 |
6,806 |
| TWN |
-1 |
54 |
-7,341,682 |
-7,341,682 |
-3,134,313 |
0.50 |
-0.087 |
-0.086 |
671,590 |
| 0 |
1 |
0 |
0 |
0 |
0.32 |
-0.121 |
-0.121 |
0 |
| 1 |
23 |
4,657,900 |
4,657,900 |
1,879,287 |
0.47 |
0.051 |
0.048 |
281,858 |