Generated at 15:20 on Wednesday 12/18/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
582 |
-101,556,742 |
| 0 |
28 |
0 |
| 1 |
422 |
99,537,917 |
|
target_notional |
| target_notional |
-2,018,825 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-802,382 |
-2,018,825 |
18,510,946 |
201,094,660 |
1 |
-0.004 |
-0.010 |
0.092 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-94,567,863 |
| 0 |
0 |
| 1 |
93,765,481 |
|
alpha_notional |
| alpha_notional |
18,510,946 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,879,147 |
| 0 |
0 |
| 1 |
10,631,799 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-5,018,227 |
14,665,950 |
1 |
-0.342 |
0.073 |
| CHN |
547 |
3,983,480 |
96,779,925 |
1 |
0.041 |
0.481 |
| HKG |
92 |
5,149,570 |
13,861,638 |
1 |
0.371 |
0.069 |
| IDN |
3 |
672,101 |
672,101 |
1 |
1.000 |
0.003 |
| IND |
5 |
1,540,849 |
1,540,849 |
1 |
1.000 |
0.008 |
| JPN |
223 |
-2,901,961 |
52,662,997 |
1 |
-0.055 |
0.262 |
| MYS |
5 |
940,863 |
940,863 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-951,863 |
951,863 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,189 |
36,189 |
1 |
1.000 |
0.000 |
| SGP |
12 |
575,201 |
2,171,149 |
1 |
0.265 |
0.011 |
| THA |
21 |
-3,328,726 |
4,664,628 |
1 |
-0.714 |
0.023 |
| TWN |
77 |
-2,702,105 |
12,132,313 |
1 |
-0.223 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-9,842,089 |
| 1 |
14 |
4,823,861 |
| CHN |
-1 |
294 |
-46,398,222 |
| 0 |
11 |
0 |
| 1 |
242 |
50,381,702 |
| HKG |
-1 |
42 |
-4,356,034 |
| 0 |
3 |
0 |
| 1 |
47 |
9,505,604 |
| IDN |
1 |
3 |
672,101 |
| IND |
1 |
5 |
1,540,849 |
| JPN |
-1 |
140 |
-27,782,479 |
| 0 |
12 |
0 |
| 1 |
71 |
24,880,518 |
| MYS |
1 |
5 |
940,863 |
| NZL |
-1 |
1 |
-951,863 |
| PHL |
1 |
1 |
36,189 |
| SGP |
-1 |
5 |
-797,974 |
| 1 |
7 |
1,373,175 |
| THA |
-1 |
16 |
-3,996,677 |
| 0 |
2 |
0 |
| 1 |
3 |
667,951 |
| TWN |
-1 |
53 |
-7,417,209 |
| 1 |
24 |
4,715,104 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-9,842,089 |
-9,842,089 |
-2,875,539 |
0.53 |
-0.130 |
-0.128 |
1,498,752 |
| 1 |
14 |
4,823,861 |
4,823,861 |
876,118 |
0.25 |
-0.009 |
-0.014 |
-2,607 |
| CHN |
-1 |
294 |
-46,398,222 |
-46,398,222 |
-65,934,859 |
1.61 |
-0.038 |
-0.036 |
2,312,683 |
| 0 |
11 |
0 |
0 |
0 |
1.57 |
0.041 |
0.028 |
0 |
| 1 |
242 |
50,381,702 |
50,381,702 |
68,600,178 |
1.52 |
0.112 |
0.112 |
6,894,536 |
| HKG |
-1 |
42 |
-4,356,034 |
-4,356,034 |
-5,291,920 |
1.63 |
0.029 |
0.036 |
24,370 |
| 0 |
3 |
0 |
0 |
0 |
1.28 |
0.194 |
0.205 |
0 |
| 1 |
47 |
9,505,604 |
9,505,604 |
10,812,263 |
1.61 |
0.171 |
0.178 |
2,097,199 |
| IDN |
1 |
3 |
672,101 |
672,101 |
136,683 |
0.25 |
0.015 |
0.020 |
13,780 |
| IND |
1 |
5 |
1,540,849 |
1,540,849 |
261,901 |
0.12 |
0.112 |
0.110 |
218,453 |
| JPN |
-1 |
140 |
-27,782,479 |
-27,782,479 |
-16,343,672 |
0.61 |
-0.088 |
-0.086 |
2,639,825 |
| 0 |
12 |
0 |
0 |
0 |
0.62 |
-0.018 |
-0.015 |
0 |
| 1 |
71 |
24,880,518 |
24,880,518 |
10,787,921 |
0.47 |
0.024 |
0.014 |
962,657 |
| MYS |
1 |
5 |
940,863 |
940,863 |
157,740 |
0.17 |
-0.002 |
-0.012 |
-8,642 |
| NZL |
-1 |
1 |
-951,863 |
-951,863 |
35,948 |
-0.04 |
-0.139 |
-0.139 |
131,910 |
| PHL |
1 |
1 |
36,189 |
36,189 |
10,077 |
0.28 |
0.168 |
0.168 |
6,085 |
| SGP |
-1 |
5 |
-797,974 |
-797,974 |
-275,213 |
0.37 |
-0.045 |
-0.037 |
58,384 |
| 1 |
7 |
1,373,175 |
1,373,175 |
187,070 |
0.19 |
0.051 |
0.055 |
88,387 |
| THA |
-1 |
16 |
-3,996,677 |
-3,996,677 |
-726,157 |
0.17 |
-0.129 |
-0.123 |
527,790 |
| 0 |
2 |
0 |
0 |
0 |
0.18 |
-0.067 |
-0.067 |
0 |
| 1 |
3 |
667,951 |
667,951 |
34,254 |
0.09 |
0.060 |
0.061 |
41,639 |
| TWN |
-1 |
53 |
-7,417,209 |
-7,417,209 |
-3,141,258 |
0.48 |
-0.089 |
-0.078 |
684,121 |
| 1 |
24 |
4,715,104 |
4,715,104 |
1,901,275 |
0.46 |
0.048 |
0.044 |
320,314 |