Generated at 15:29 on Monday 12/23/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
566 |
-101,906,933 |
| 0 |
56 |
0 |
| 1 |
423 |
100,790,104 |
|
target_notional |
| target_notional |
-1,116,829 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-987,464 |
-1,116,829 |
19,275,707 |
202,697,037 |
1 |
-0.005 |
-0.006 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,590,179 |
| 0 |
0 |
| 1 |
94,602,715 |
|
alpha_notional |
| alpha_notional |
19,275,707 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,420,865 |
| 0 |
0 |
| 1 |
10,854,841 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-5,062,964 |
14,754,369 |
1 |
-0.343 |
0.073 |
| CHN |
563 |
3,755,526 |
97,250,067 |
1 |
0.039 |
0.480 |
| HKG |
87 |
5,862,306 |
14,070,365 |
1 |
0.417 |
0.069 |
| IDN |
3 |
650,470 |
650,470 |
1 |
1.000 |
0.003 |
| IND |
10 |
3,232,549 |
3,232,549 |
1 |
1.000 |
0.016 |
| JPN |
218 |
-3,926,843 |
51,251,086 |
1 |
-0.077 |
0.253 |
| MYS |
5 |
931,067 |
931,067 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-961,352 |
961,352 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
37,189 |
37,189 |
1 |
1.000 |
0.000 |
| SGP |
10 |
1,201,511 |
2,350,187 |
1 |
0.511 |
0.012 |
| THA |
21 |
-4,428,445 |
4,709,217 |
1 |
-0.940 |
0.023 |
| TWN |
79 |
-2,384,725 |
12,476,001 |
1 |
-0.191 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-9,908,667 |
| 1 |
12 |
4,845,703 |
| CHN |
-1 |
294 |
-46,747,270 |
| 0 |
30 |
0 |
| 1 |
239 |
50,502,797 |
| HKG |
-1 |
37 |
-4,104,029 |
| 0 |
3 |
0 |
| 1 |
47 |
9,966,335 |
| IDN |
1 |
3 |
650,470 |
| IND |
0 |
1 |
0 |
| 1 |
9 |
3,232,549 |
| JPN |
-1 |
126 |
-27,588,964 |
| 0 |
18 |
0 |
| 1 |
74 |
23,662,122 |
| MYS |
1 |
5 |
931,067 |
| NZL |
-1 |
1 |
-961,352 |
| PHL |
1 |
1 |
37,189 |
| SGP |
-1 |
3 |
-574,338 |
| 0 |
1 |
0 |
| 1 |
6 |
1,775,849 |
| THA |
-1 |
17 |
-4,568,831 |
| 0 |
3 |
0 |
| 1 |
1 |
140,386 |
| TWN |
-1 |
53 |
-7,430,363 |
| 1 |
26 |
5,045,638 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-9,908,667 |
-9,908,667 |
-2,763,175 |
0.48 |
-0.099 |
-0.099 |
1,189,766 |
| 1 |
12 |
4,845,703 |
4,845,703 |
769,688 |
0.24 |
0.022 |
0.037 |
181,053 |
| CHN |
-1 |
294 |
-46,747,270 |
-46,747,270 |
-67,516,807 |
1.60 |
-0.044 |
-0.043 |
2,799,109 |
| 0 |
30 |
0 |
0 |
0 |
1.62 |
0.004 |
0.019 |
0 |
| 1 |
239 |
50,502,797 |
50,502,797 |
69,495,543 |
1.52 |
0.102 |
0.102 |
6,422,049 |
| HKG |
-1 |
37 |
-4,104,029 |
-4,104,029 |
-4,943,345 |
1.64 |
0.042 |
0.045 |
-22,154 |
| 0 |
3 |
0 |
0 |
0 |
1.63 |
0.067 |
0.082 |
0 |
| 1 |
47 |
9,966,335 |
9,966,335 |
11,215,051 |
1.61 |
0.187 |
0.197 |
2,476,192 |
| IDN |
1 |
3 |
650,470 |
650,470 |
132,617 |
0.25 |
-0.027 |
-0.030 |
-11,350 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.024 |
0.024 |
0 |
| 1 |
9 |
3,232,549 |
3,232,549 |
566,583 |
0.18 |
0.146 |
0.163 |
632,442 |
| JPN |
-1 |
126 |
-27,588,964 |
-27,588,964 |
-16,258,053 |
0.61 |
-0.094 |
-0.093 |
2,806,366 |
| 0 |
18 |
0 |
0 |
0 |
0.71 |
-0.036 |
-0.037 |
0 |
| 1 |
74 |
23,662,122 |
23,662,122 |
9,922,026 |
0.47 |
0.018 |
0.013 |
724,561 |
| MYS |
1 |
5 |
931,067 |
931,067 |
154,292 |
0.17 |
0.016 |
0.009 |
6,858 |
| NZL |
-1 |
1 |
-961,352 |
-961,352 |
36,307 |
-0.04 |
-0.143 |
-0.143 |
137,666 |
| PHL |
1 |
1 |
37,189 |
37,189 |
10,356 |
0.28 |
0.123 |
0.123 |
4,591 |
| SGP |
-1 |
3 |
-574,338 |
-574,338 |
-219,119 |
0.42 |
-0.072 |
-0.088 |
50,849 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
0.063 |
0.063 |
0 |
| 1 |
6 |
1,775,849 |
1,775,849 |
303,594 |
0.21 |
0.064 |
0.058 |
138,004 |
| THA |
-1 |
17 |
-4,568,831 |
-4,568,831 |
-762,097 |
0.14 |
-0.147 |
-0.150 |
726,380 |
| 0 |
3 |
0 |
0 |
0 |
0.15 |
-0.016 |
-0.014 |
0 |
| 1 |
1 |
140,386 |
140,386 |
2,960 |
0.02 |
0.019 |
0.019 |
2,605 |
| TWN |
-1 |
53 |
-7,430,363 |
-7,430,363 |
-3,139,144 |
0.48 |
-0.102 |
-0.091 |
730,904 |
| 1 |
26 |
5,045,638 |
5,045,638 |
2,030,006 |
0.44 |
0.043 |
0.032 |
277,837 |