Generated at 15:17 on Sunday 12/22/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
603 |
-102,056,145 |
| 0 |
31 |
0 |
| 1 |
431 |
99,813,465 |
|
target_notional |
| target_notional |
-2,242,680 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,456,611 |
-2,242,680 |
18,948,757 |
201,869,610 |
1 |
-0.017 |
-0.011 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-97,506,195 |
| 0 |
0 |
| 1 |
94,049,584 |
|
alpha_notional |
| alpha_notional |
18,948,757 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,413,024 |
| 0 |
0 |
| 1 |
10,535,733 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,014,247 |
14,689,222 |
1 |
-0.341 |
0.073 |
| CHN |
565 |
3,445,892 |
97,666,304 |
1 |
0.035 |
0.484 |
| HKG |
89 |
5,413,845 |
13,718,770 |
1 |
0.395 |
0.068 |
| IDN |
3 |
648,480 |
648,480 |
1 |
1.000 |
0.003 |
| IND |
9 |
2,624,907 |
2,624,907 |
1 |
1.000 |
0.013 |
| JPN |
233 |
-4,595,610 |
51,494,512 |
1 |
-0.089 |
0.255 |
| MYS |
5 |
935,807 |
935,807 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-951,159 |
951,159 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,442 |
36,442 |
1 |
1.000 |
0.000 |
| SGP |
11 |
1,047,597 |
2,220,559 |
1 |
0.472 |
0.011 |
| THA |
20 |
-3,505,285 |
4,655,928 |
1 |
-0.753 |
0.023 |
| TWN |
79 |
-2,306,203 |
12,204,376 |
1 |
-0.189 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-9,851,734 |
| 0 |
2 |
0 |
| 1 |
12 |
4,837,487 |
| CHN |
-1 |
317 |
-47,110,206 |
| 0 |
6 |
0 |
| 1 |
242 |
50,556,098 |
| HKG |
-1 |
38 |
-4,152,462 |
| 0 |
4 |
0 |
| 1 |
47 |
9,566,307 |
| IDN |
1 |
3 |
648,480 |
| IND |
0 |
1 |
0 |
| 1 |
8 |
2,624,907 |
| JPN |
-1 |
139 |
-28,045,061 |
| 0 |
16 |
0 |
| 1 |
78 |
23,449,451 |
| MYS |
1 |
5 |
935,807 |
| NZL |
-1 |
1 |
-951,159 |
| PHL |
1 |
1 |
36,442 |
| SGP |
-1 |
3 |
-586,481 |
| 0 |
2 |
0 |
| 1 |
6 |
1,634,078 |
| THA |
-1 |
17 |
-4,080,606 |
| 1 |
3 |
575,321 |
| TWN |
-1 |
53 |
-7,255,290 |
| 1 |
26 |
4,949,086 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-9,851,734 |
-9,851,734 |
-2,753,721 |
0.48 |
-0.116 |
-0.114 |
1,444,216 |
| 0 |
2 |
0 |
0 |
0 |
0.25 |
-0.041 |
-0.041 |
0 |
| 1 |
12 |
4,837,487 |
4,837,487 |
782,190 |
0.24 |
0.013 |
0.025 |
177,281 |
| CHN |
-1 |
317 |
-47,110,206 |
-47,110,206 |
-69,017,425 |
1.61 |
-0.034 |
-0.036 |
2,367,086 |
| 0 |
6 |
0 |
0 |
0 |
1.65 |
0.007 |
0.005 |
0 |
| 1 |
242 |
50,556,098 |
50,556,098 |
69,459,604 |
1.52 |
0.110 |
0.109 |
6,860,672 |
| HKG |
-1 |
38 |
-4,152,462 |
-4,152,462 |
-5,057,374 |
1.65 |
0.041 |
0.036 |
17,610 |
| 0 |
4 |
0 |
0 |
0 |
1.67 |
0.041 |
0.065 |
0 |
| 1 |
47 |
9,566,307 |
9,566,307 |
10,923,324 |
1.61 |
0.179 |
0.185 |
2,140,429 |
| IDN |
1 |
3 |
648,480 |
648,480 |
129,671 |
0.25 |
0.006 |
0.013 |
6,566 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.07 |
0.024 |
0.024 |
0 |
| 1 |
8 |
2,624,907 |
2,624,907 |
459,878 |
0.19 |
0.116 |
0.125 |
542,143 |
| JPN |
-1 |
139 |
-28,045,061 |
-28,045,061 |
-16,620,111 |
0.62 |
-0.102 |
-0.100 |
3,157,361 |
| 0 |
16 |
0 |
0 |
0 |
0.64 |
-0.041 |
-0.036 |
0 |
| 1 |
78 |
23,449,451 |
23,449,451 |
9,829,119 |
0.48 |
0.004 |
0.001 |
359,897 |
| MYS |
1 |
5 |
935,807 |
935,807 |
155,547 |
0.17 |
-0.020 |
-0.035 |
-29,439 |
| NZL |
-1 |
1 |
-951,159 |
-951,159 |
35,922 |
-0.04 |
-0.156 |
-0.156 |
148,287 |
| PHL |
1 |
1 |
36,442 |
36,442 |
10,148 |
0.28 |
0.118 |
0.118 |
4,301 |
| SGP |
-1 |
3 |
-586,481 |
-586,481 |
-221,593 |
0.42 |
-0.070 |
-0.078 |
51,219 |
| 0 |
2 |
0 |
0 |
0 |
0.13 |
0.037 |
0.037 |
0 |
| 1 |
6 |
1,634,078 |
1,634,078 |
271,858 |
0.21 |
0.054 |
0.048 |
115,264 |
| THA |
-1 |
17 |
-4,080,606 |
-4,080,606 |
-777,141 |
0.16 |
-0.132 |
-0.127 |
584,510 |
| 1 |
3 |
575,321 |
575,321 |
28,346 |
0.09 |
0.027 |
0.004 |
7,336 |
| TWN |
-1 |
53 |
-7,255,290 |
-7,255,290 |
-3,069,978 |
0.48 |
-0.087 |
-0.086 |
640,377 |
| 1 |
26 |
4,949,086 |
4,949,086 |
1,999,899 |
0.44 |
0.056 |
0.048 |
351,281 |