Generated at 15:17 on Tuesday 12/17/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
580 |
-102,188,154 |
| 0 |
30 |
0 |
| 1 |
425 |
99,503,062 |
|
target_notional |
| target_notional |
-2,685,092 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,229,693 |
-2,685,092 |
19,293,448 |
201,691,216 |
1 |
-0.011 |
-0.013 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,768,530 |
| 0 |
0 |
| 1 |
93,538,837 |
|
alpha_notional |
| alpha_notional |
19,293,448 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,182,165 |
| 0 |
0 |
| 1 |
11,111,283 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,018,084 |
14,972,493 |
1 |
-0.335 |
0.074 |
| CHN |
552 |
3,603,994 |
97,392,601 |
1 |
0.037 |
0.483 |
| HKG |
93 |
5,085,911 |
13,856,333 |
1 |
0.367 |
0.069 |
| IDN |
3 |
676,220 |
676,220 |
1 |
1.000 |
0.003 |
| IND |
3 |
1,458,644 |
1,458,644 |
1 |
1.000 |
0.007 |
| JPN |
220 |
-3,136,609 |
52,639,390 |
1 |
-0.060 |
0.261 |
| MYS |
5 |
948,159 |
948,159 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-951,868 |
951,868 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
35,957 |
35,957 |
1 |
1.000 |
0.000 |
| SGP |
11 |
507,136 |
2,137,687 |
1 |
0.237 |
0.011 |
| THA |
20 |
-3,216,241 |
4,628,574 |
1 |
-0.695 |
0.023 |
| TWN |
77 |
-2,665,594 |
11,980,569 |
1 |
-0.222 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-9,995,288 |
| 0 |
4 |
0 |
| 1 |
14 |
4,977,205 |
| CHN |
-1 |
298 |
-46,894,303 |
| 0 |
9 |
0 |
| 1 |
245 |
50,498,297 |
| HKG |
-1 |
44 |
-4,385,211 |
| 0 |
2 |
0 |
| 1 |
47 |
9,471,122 |
| IDN |
1 |
3 |
676,220 |
| IND |
0 |
1 |
0 |
| 1 |
2 |
1,458,644 |
| JPN |
-1 |
132 |
-27,888,000 |
| 0 |
13 |
0 |
| 1 |
75 |
24,751,391 |
| MYS |
1 |
5 |
948,159 |
| NZL |
-1 |
1 |
-951,868 |
| PHL |
1 |
1 |
35,957 |
| SGP |
-1 |
5 |
-815,275 |
| 1 |
6 |
1,322,412 |
| THA |
-1 |
16 |
-3,922,408 |
| 0 |
1 |
0 |
| 1 |
3 |
706,167 |
| TWN |
-1 |
53 |
-7,323,081 |
| 1 |
24 |
4,657,488 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-9,995,288 |
-9,995,288 |
-3,028,022 |
0.53 |
-0.129 |
-0.125 |
1,455,822 |
| 0 |
4 |
0 |
0 |
0 |
0.32 |
-0.042 |
-0.041 |
0 |
| 1 |
14 |
4,977,205 |
4,977,205 |
857,994 |
0.25 |
-0.006 |
-0.014 |
16,269 |
| CHN |
-1 |
298 |
-46,894,303 |
-46,894,303 |
-67,384,884 |
1.61 |
-0.043 |
-0.041 |
2,624,871 |
| 0 |
9 |
0 |
0 |
0 |
1.76 |
0.021 |
0.039 |
0 |
| 1 |
245 |
50,498,297 |
50,498,297 |
68,581,623 |
1.51 |
0.114 |
0.111 |
7,042,029 |
| HKG |
-1 |
44 |
-4,385,211 |
-4,385,211 |
-5,261,358 |
1.58 |
0.039 |
0.039 |
-448 |
| 0 |
2 |
0 |
0 |
0 |
1.91 |
0.062 |
0.062 |
0 |
| 1 |
47 |
9,471,122 |
9,471,122 |
10,745,748 |
1.61 |
0.185 |
0.181 |
2,263,920 |
| IDN |
1 |
3 |
676,220 |
676,220 |
136,592 |
0.25 |
0.020 |
0.032 |
18,573 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.14 |
0.043 |
0.043 |
0 |
| 1 |
2 |
1,458,644 |
1,458,644 |
255,620 |
0.17 |
0.140 |
0.140 |
277,298 |
| JPN |
-1 |
132 |
-27,888,000 |
-27,888,000 |
-15,975,334 |
0.60 |
-0.089 |
-0.085 |
2,705,472 |
| 0 |
13 |
0 |
0 |
0 |
0.61 |
-0.028 |
-0.027 |
0 |
| 1 |
75 |
24,751,391 |
24,751,391 |
10,694,124 |
0.48 |
0.024 |
0.012 |
1,026,590 |
| MYS |
1 |
5 |
948,159 |
948,159 |
159,060 |
0.17 |
-0.008 |
-0.008 |
-15,564 |
| NZL |
-1 |
1 |
-951,868 |
-951,868 |
35,948 |
-0.04 |
-0.144 |
-0.144 |
137,173 |
| PHL |
1 |
1 |
35,957 |
35,957 |
10,013 |
0.28 |
0.237 |
0.237 |
8,506 |
| SGP |
-1 |
5 |
-815,275 |
-815,275 |
-281,792 |
0.37 |
-0.054 |
-0.045 |
65,567 |
| 1 |
6 |
1,322,412 |
1,322,412 |
178,905 |
0.19 |
0.046 |
0.050 |
84,434 |
| THA |
-1 |
16 |
-3,922,408 |
-3,922,408 |
-761,860 |
0.19 |
-0.113 |
-0.112 |
476,465 |
| 0 |
1 |
0 |
0 |
0 |
-0.05 |
-0.145 |
-0.145 |
0 |
| 1 |
3 |
706,167 |
706,167 |
40,704 |
0.09 |
0.072 |
0.071 |
48,420 |
| TWN |
-1 |
53 |
-7,323,081 |
-7,323,081 |
-3,097,614 |
0.48 |
-0.091 |
-0.081 |
716,221 |
| 1 |
24 |
4,657,488 |
4,657,488 |
1,878,455 |
0.46 |
0.054 |
0.048 |
340,809 |