Generated at 15:36 on Tuesday 12/24/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
562 |
-104,019,727 |
| 0 |
12 |
0 |
| 1 |
431 |
102,325,367 |
|
target_notional |
| target_notional |
-1,694,360 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,062,863 |
-1,694,360 |
19,077,728 |
206,345,095 |
1 |
-0.005 |
-0.008 |
0.092 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-97,131,754 |
| 0 |
0 |
| 1 |
96,068,891 |
|
alpha_notional |
| alpha_notional |
19,077,728 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,393,157 |
| 0 |
0 |
| 1 |
10,684,571 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-5,084,985 |
14,827,254 |
1 |
-0.343 |
0.072 |
| CHN |
531 |
3,163,281 |
99,648,196 |
1 |
0.032 |
0.483 |
| HKG |
84 |
5,987,698 |
14,286,408 |
1 |
0.419 |
0.069 |
| IDN |
3 |
649,834 |
649,834 |
1 |
1.000 |
0.003 |
| IND |
9 |
3,230,358 |
3,230,358 |
1 |
1.000 |
0.016 |
| JPN |
216 |
-3,090,078 |
51,246,330 |
1 |
-0.060 |
0.248 |
| MYS |
5 |
942,808 |
942,808 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-945,837 |
945,837 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
37,319 |
37,319 |
1 |
1.000 |
0.000 |
| SGP |
9 |
1,210,975 |
2,364,423 |
1 |
0.512 |
0.011 |
| THA |
20 |
-5,090,491 |
5,573,856 |
1 |
-0.913 |
0.027 |
| TWN |
79 |
-2,682,932 |
12,570,161 |
1 |
-0.213 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-9,956,119 |
| 1 |
12 |
4,871,135 |
| CHN |
-1 |
292 |
-48,242,458 |
| 1 |
239 |
51,405,738 |
| HKG |
-1 |
37 |
-4,149,355 |
| 1 |
47 |
10,137,053 |
| IDN |
1 |
3 |
649,834 |
| IND |
1 |
9 |
3,230,358 |
| JPN |
-1 |
125 |
-27,168,204 |
| 0 |
10 |
0 |
| 1 |
81 |
24,078,126 |
| MYS |
1 |
5 |
942,808 |
| NZL |
-1 |
1 |
-945,837 |
| PHL |
1 |
1 |
37,319 |
| SGP |
-1 |
3 |
-576,724 |
| 1 |
6 |
1,787,699 |
| THA |
-1 |
16 |
-5,332,173 |
| 0 |
2 |
0 |
| 1 |
2 |
241,682 |
| TWN |
-1 |
53 |
-7,626,546 |
| 1 |
26 |
4,943,614 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-9,956,119 |
-9,956,119 |
-2,776,065 |
0.48 |
-0.105 |
-0.102 |
1,239,962 |
| 1 |
12 |
4,871,135 |
4,871,135 |
773,129 |
0.24 |
0.020 |
0.031 |
152,450 |
| CHN |
-1 |
292 |
-48,242,458 |
-48,242,458 |
-69,182,806 |
1.60 |
-0.042 |
-0.037 |
2,697,607 |
| 1 |
239 |
51,405,738 |
51,405,738 |
70,724,919 |
1.52 |
0.101 |
0.101 |
6,333,543 |
| HKG |
-1 |
37 |
-4,149,355 |
-4,149,355 |
-5,076,436 |
1.64 |
0.025 |
0.023 |
11,493 |
| 1 |
47 |
10,137,053 |
10,137,053 |
11,392,112 |
1.61 |
0.177 |
0.170 |
2,425,805 |
| IDN |
1 |
3 |
649,834 |
649,834 |
130,649 |
0.25 |
0.000 |
0.010 |
8,885 |
| IND |
1 |
9 |
3,230,358 |
3,230,358 |
566,075 |
0.18 |
0.109 |
0.118 |
432,200 |
| JPN |
-1 |
125 |
-27,168,204 |
-27,168,204 |
-15,870,129 |
0.59 |
-0.088 |
-0.085 |
2,622,707 |
| 0 |
10 |
0 |
0 |
0 |
0.80 |
-0.012 |
-0.008 |
0 |
| 1 |
81 |
24,078,126 |
24,078,126 |
10,039,983 |
0.49 |
0.027 |
0.020 |
897,650 |
| MYS |
1 |
5 |
942,808 |
942,808 |
156,016 |
0.17 |
0.012 |
0.003 |
-521 |
| NZL |
-1 |
1 |
-945,837 |
-945,837 |
35,721 |
-0.04 |
-0.154 |
-0.154 |
145,308 |
| PHL |
1 |
1 |
37,319 |
37,319 |
10,392 |
0.28 |
0.139 |
0.139 |
5,205 |
| SGP |
-1 |
3 |
-576,724 |
-576,724 |
-220,489 |
0.42 |
-0.073 |
-0.091 |
50,659 |
| 1 |
6 |
1,787,699 |
1,787,699 |
305,875 |
0.21 |
0.064 |
0.062 |
139,324 |
| THA |
-1 |
16 |
-5,332,173 |
-5,332,173 |
-782,296 |
0.17 |
-0.160 |
-0.156 |
910,605 |
| 0 |
2 |
0 |
0 |
0 |
-0.04 |
-0.058 |
-0.058 |
0 |
| 1 |
2 |
241,682 |
241,682 |
8,864 |
0.11 |
0.009 |
0.009 |
3,449 |
| TWN |
-1 |
53 |
-7,626,546 |
-7,626,546 |
-3,235,372 |
0.48 |
-0.097 |
-0.093 |
713,356 |
| 1 |
26 |
4,943,614 |
4,943,614 |
1,960,877 |
0.44 |
0.047 |
0.046 |
286,581 |