Generated at 15:16 on Monday 12/16/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
589 |
-101,140,922 |
| 0 |
28 |
0 |
| 1 |
432 |
99,326,965 |
|
target_notional |
| target_notional |
-1,813,957 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-422,699 |
-1,813,957 |
18,499,201 |
200,467,887 |
1 |
-0.002 |
-0.009 |
0.092 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-94,009,637 |
| 0 |
0 |
| 1 |
93,586,938 |
|
alpha_notional |
| alpha_notional |
18,499,201 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,361,117 |
| 0 |
0 |
| 1 |
11,138,084 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,017,056 |
15,750,388 |
1 |
-0.319 |
0.079 |
| CHN |
559 |
5,219,326 |
96,287,586 |
1 |
0.054 |
0.480 |
| HKG |
96 |
4,778,571 |
13,852,078 |
1 |
0.345 |
0.069 |
| IDN |
3 |
694,171 |
694,171 |
1 |
1.000 |
0.003 |
| IND |
4 |
1,277,296 |
1,277,296 |
1 |
1.000 |
0.006 |
| JPN |
223 |
-3,393,788 |
52,386,201 |
1 |
-0.065 |
0.261 |
| MYS |
5 |
963,772 |
963,772 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-951,867 |
951,867 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
37,429 |
37,429 |
1 |
1.000 |
0.000 |
| SGP |
11 |
496,774 |
2,144,670 |
1 |
0.232 |
0.011 |
| THA |
19 |
-3,345,322 |
4,250,532 |
1 |
-0.787 |
0.021 |
| TWN |
78 |
-2,560,353 |
11,858,986 |
1 |
-0.216 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,383,722 |
| 0 |
1 |
0 |
| 1 |
15 |
5,366,666 |
| CHN |
-1 |
306 |
-45,534,130 |
| 0 |
7 |
0 |
| 1 |
246 |
50,753,456 |
| HKG |
-1 |
46 |
-4,536,754 |
| 0 |
3 |
0 |
| 1 |
47 |
9,315,324 |
| IDN |
1 |
3 |
694,171 |
| IND |
0 |
1 |
0 |
| 1 |
3 |
1,277,296 |
| JPN |
-1 |
131 |
-27,889,995 |
| 0 |
12 |
0 |
| 1 |
80 |
24,496,207 |
| MYS |
1 |
5 |
963,772 |
| NZL |
-1 |
1 |
-951,867 |
| PHL |
1 |
1 |
37,429 |
| SGP |
-1 |
5 |
-823,948 |
| 1 |
6 |
1,320,722 |
| THA |
-1 |
15 |
-3,797,927 |
| 0 |
2 |
0 |
| 1 |
2 |
452,605 |
| TWN |
-1 |
52 |
-7,209,669 |
| 0 |
2 |
0 |
| 1 |
24 |
4,649,316 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,383,722 |
-10,383,722 |
-3,268,130 |
0.53 |
-0.107 |
-0.104 |
1,363,015 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
0.005 |
0.005 |
0 |
| 1 |
15 |
5,366,666 |
5,366,666 |
838,256 |
0.24 |
0.012 |
0.023 |
124,520 |
| CHN |
-1 |
306 |
-45,534,130 |
-45,534,130 |
-65,353,855 |
1.62 |
-0.043 |
-0.043 |
2,081,394 |
| 0 |
7 |
0 |
0 |
0 |
1.34 |
-0.048 |
-0.066 |
0 |
| 1 |
246 |
50,753,456 |
50,753,456 |
69,005,601 |
1.51 |
0.115 |
0.108 |
7,393,123 |
| HKG |
-1 |
46 |
-4,536,754 |
-4,536,754 |
-5,418,692 |
1.59 |
0.035 |
0.038 |
24,323 |
| 0 |
3 |
0 |
0 |
0 |
1.47 |
0.084 |
0.070 |
0 |
| 1 |
47 |
9,315,324 |
9,315,324 |
10,704,602 |
1.61 |
0.176 |
0.180 |
2,081,634 |
| IDN |
1 |
3 |
694,171 |
694,171 |
140,954 |
0.25 |
0.009 |
0.019 |
11,195 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.07 |
0.009 |
0.009 |
0 |
| 1 |
3 |
1,277,296 |
1,277,296 |
214,013 |
0.16 |
0.090 |
0.057 |
162,559 |
| JPN |
-1 |
131 |
-27,889,995 |
-27,889,995 |
-15,925,883 |
0.59 |
-0.085 |
-0.085 |
2,609,493 |
| 0 |
12 |
0 |
0 |
0 |
0.75 |
-0.036 |
-0.030 |
0 |
| 1 |
80 |
24,496,207 |
24,496,207 |
10,433,742 |
0.49 |
0.021 |
0.016 |
970,444 |
| MYS |
1 |
5 |
963,772 |
963,772 |
162,930 |
0.17 |
-0.010 |
-0.011 |
-16,980 |
| NZL |
-1 |
1 |
-951,867 |
-951,867 |
35,948 |
-0.04 |
-0.119 |
-0.119 |
112,829 |
| PHL |
1 |
1 |
37,429 |
37,429 |
10,422 |
0.28 |
0.135 |
0.135 |
5,045 |
| SGP |
-1 |
5 |
-823,948 |
-823,948 |
-284,864 |
0.37 |
-0.062 |
-0.053 |
71,393 |
| 1 |
6 |
1,320,722 |
1,320,722 |
178,392 |
0.19 |
0.039 |
0.038 |
79,936 |
| THA |
-1 |
15 |
-3,797,927 |
-3,797,927 |
-727,914 |
0.19 |
-0.118 |
-0.123 |
490,910 |
| 0 |
2 |
0 |
0 |
0 |
0.06 |
-0.120 |
-0.120 |
0 |
| 1 |
2 |
452,605 |
452,605 |
28,889 |
0.10 |
0.031 |
0.031 |
19,865 |
| TWN |
-1 |
52 |
-7,209,669 |
-7,209,669 |
-3,052,430 |
0.48 |
-0.080 |
-0.079 |
606,637 |
| 0 |
2 |
0 |
0 |
0 |
0.98 |
-0.007 |
-0.007 |
0 |
| 1 |
24 |
4,649,316 |
4,649,316 |
1,869,137 |
0.46 |
0.061 |
0.050 |
306,744 |