Generated at 15:19 on Thursday 12/19/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
580 |
-100,950,382 |
| 0 |
25 |
0 |
| 1 |
428 |
99,575,740 |
|
target_notional |
| target_notional |
-1,374,642 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,023,374 |
-1,374,642 |
18,733,669 |
200,526,121 |
1 |
-0.005 |
-0.007 |
0.093 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,128,308 |
| 0 |
0 |
| 1 |
94,104,933 |
|
alpha_notional |
| alpha_notional |
18,733,669 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,955,800 |
| 0 |
0 |
| 1 |
10,777,869 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
47 |
-5,016,472 |
14,183,346 |
1 |
-0.354 |
0.071 |
| CHN |
543 |
4,401,083 |
96,292,242 |
1 |
0.046 |
0.480 |
| HKG |
88 |
5,130,108 |
13,825,465 |
1 |
0.371 |
0.069 |
| IDN |
3 |
655,762 |
655,762 |
1 |
1.000 |
0.003 |
| IND |
6 |
2,221,288 |
2,221,288 |
1 |
1.000 |
0.011 |
| JPN |
230 |
-3,393,944 |
52,604,603 |
1 |
-0.065 |
0.262 |
| MYS |
5 |
940,175 |
940,175 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-951,866 |
951,866 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
35,829 |
35,829 |
1 |
1.000 |
0.000 |
| SGP |
12 |
728,231 |
2,209,222 |
1 |
0.330 |
0.011 |
| THA |
19 |
-3,414,347 |
4,658,212 |
1 |
-0.733 |
0.023 |
| TWN |
77 |
-2,697,021 |
11,934,643 |
1 |
-0.226 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-9,599,909 |
| 0 |
2 |
0 |
| 1 |
13 |
4,583,437 |
| CHN |
-1 |
295 |
-45,945,579 |
| 0 |
6 |
0 |
| 1 |
242 |
50,346,662 |
| HKG |
-1 |
41 |
-4,347,679 |
| 1 |
47 |
9,477,786 |
| IDN |
1 |
3 |
655,762 |
| IND |
0 |
1 |
0 |
| 1 |
5 |
2,221,288 |
| JPN |
-1 |
138 |
-27,999,273 |
| 0 |
13 |
0 |
| 1 |
79 |
24,605,330 |
| MYS |
1 |
5 |
940,175 |
| NZL |
-1 |
1 |
-951,866 |
| PHL |
1 |
1 |
35,829 |
| SGP |
-1 |
4 |
-740,495 |
| 0 |
1 |
0 |
| 1 |
7 |
1,468,726 |
| THA |
-1 |
15 |
-4,036,280 |
| 0 |
1 |
0 |
| 1 |
3 |
621,932 |
| TWN |
-1 |
53 |
-7,315,832 |
| 0 |
1 |
0 |
| 1 |
23 |
4,618,811 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-9,599,909 |
-9,599,909 |
-2,759,339 |
0.51 |
-0.119 |
-0.110 |
1,364,863 |
| 0 |
2 |
0 |
0 |
0 |
0.10 |
-0.027 |
-0.027 |
0 |
| 1 |
13 |
4,583,437 |
4,583,437 |
863,007 |
0.26 |
0.006 |
-0.001 |
99,313 |
| CHN |
-1 |
295 |
-45,945,579 |
-45,945,579 |
-66,531,281 |
1.60 |
-0.035 |
-0.031 |
2,371,789 |
| 0 |
6 |
0 |
0 |
0 |
1.92 |
-0.014 |
-0.043 |
0 |
| 1 |
242 |
50,346,662 |
50,346,662 |
69,103,578 |
1.52 |
0.112 |
0.111 |
6,906,769 |
| HKG |
-1 |
41 |
-4,347,679 |
-4,347,679 |
-5,316,764 |
1.60 |
0.037 |
0.039 |
62,211 |
| 1 |
47 |
9,477,786 |
9,477,786 |
10,713,105 |
1.61 |
0.177 |
0.180 |
2,214,929 |
| IDN |
1 |
3 |
655,762 |
655,762 |
132,787 |
0.25 |
0.017 |
0.023 |
14,121 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.07 |
0.033 |
0.033 |
0 |
| 1 |
5 |
2,221,288 |
2,221,288 |
382,135 |
0.14 |
0.131 |
0.139 |
465,244 |
| JPN |
-1 |
138 |
-27,999,273 |
-27,999,273 |
-16,405,756 |
0.61 |
-0.093 |
-0.091 |
2,758,657 |
| 0 |
13 |
0 |
0 |
0 |
0.48 |
-0.020 |
-0.013 |
0 |
| 1 |
79 |
24,605,330 |
24,605,330 |
10,638,991 |
0.49 |
0.019 |
0.013 |
641,611 |
| MYS |
1 |
5 |
940,175 |
940,175 |
157,208 |
0.17 |
-0.015 |
-0.029 |
-23,305 |
| NZL |
-1 |
1 |
-951,866 |
-951,866 |
35,948 |
-0.04 |
-0.130 |
-0.130 |
123,748 |
| PHL |
1 |
1 |
35,829 |
35,829 |
9,977 |
0.28 |
0.151 |
0.151 |
5,406 |
| SGP |
-1 |
4 |
-740,495 |
-740,495 |
-257,439 |
0.36 |
-0.052 |
-0.061 |
56,287 |
| 0 |
1 |
0 |
0 |
0 |
0.40 |
0.001 |
0.001 |
0 |
| 1 |
7 |
1,468,726 |
1,468,726 |
204,421 |
0.19 |
0.048 |
0.051 |
92,159 |
| THA |
-1 |
15 |
-4,036,280 |
-4,036,280 |
-777,593 |
0.19 |
-0.130 |
-0.131 |
530,539 |
| 0 |
1 |
0 |
0 |
0 |
-0.05 |
-0.196 |
-0.196 |
0 |
| 1 |
3 |
621,932 |
621,932 |
30,923 |
0.09 |
0.043 |
0.017 |
19,246 |
| TWN |
-1 |
53 |
-7,315,832 |
-7,315,832 |
-3,101,667 |
0.48 |
-0.091 |
-0.086 |
686,773 |
| 0 |
1 |
0 |
0 |
0 |
-0.17 |
0.096 |
0.096 |
0 |
| 1 |
23 |
4,618,811 |
4,618,811 |
1,868,801 |
0.49 |
0.047 |
0.042 |
342,376 |