Generated at 16:15 on Wednesday 12/25/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-104,416,543 |
| 0 |
8 |
0 |
| 1 |
433 |
103,269,100 |
|
target_notional |
| target_notional |
-1,147,444 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-750,055 |
-1,147,444 |
19,179,028 |
207,685,643 |
1 |
-0.004 |
-0.006 |
0.092 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-96,971,804 |
| 0 |
0 |
| 1 |
96,221,749 |
|
alpha_notional |
| alpha_notional |
19,179,028 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,221,333 |
| 0 |
0 |
| 1 |
10,957,695 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-5,076,263 |
14,801,824 |
1 |
-0.343 |
0.071 |
| CHN |
531 |
3,452,587 |
99,161,379 |
1 |
0.035 |
0.478 |
| HKG |
84 |
5,989,741 |
14,291,283 |
1 |
0.419 |
0.069 |
| IDN |
3 |
649,232 |
649,232 |
1 |
1.000 |
0.003 |
| IND |
9 |
3,184,183 |
3,184,183 |
1 |
1.000 |
0.015 |
| JPN |
215 |
-2,971,472 |
52,857,205 |
1 |
-0.056 |
0.255 |
| MYS |
5 |
943,438 |
943,438 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-946,585 |
946,585 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
37,319 |
37,319 |
1 |
1.000 |
0.000 |
| SGP |
9 |
1,340,232 |
2,452,619 |
1 |
0.546 |
0.012 |
| THA |
20 |
-5,109,636 |
5,833,563 |
1 |
-0.876 |
0.028 |
| TWN |
80 |
-2,622,214 |
12,509,007 |
1 |
-0.210 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-9,939,043 |
| 1 |
12 |
4,862,780 |
| CHN |
-1 |
292 |
-47,854,396 |
| 1 |
239 |
51,306,983 |
| HKG |
-1 |
37 |
-4,150,771 |
| 1 |
47 |
10,140,512 |
| IDN |
1 |
3 |
649,232 |
| IND |
1 |
9 |
3,184,183 |
| JPN |
-1 |
125 |
-27,914,338 |
| 0 |
8 |
0 |
| 1 |
82 |
24,942,867 |
| MYS |
1 |
5 |
943,438 |
| NZL |
-1 |
1 |
-946,585 |
| PHL |
1 |
1 |
37,319 |
| SGP |
-1 |
3 |
-556,194 |
| 1 |
6 |
1,896,426 |
| THA |
-1 |
18 |
-5,471,600 |
| 1 |
2 |
361,964 |
| TWN |
-1 |
53 |
-7,565,610 |
| 1 |
27 |
4,943,397 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-9,939,043 |
-9,939,043 |
-2,771,304 |
0.48 |
-0.100 |
-0.103 |
1,205,310 |
| 1 |
12 |
4,862,780 |
4,862,780 |
771,803 |
0.24 |
0.023 |
0.034 |
144,845 |
| CHN |
-1 |
292 |
-47,854,396 |
-47,854,396 |
-68,437,065 |
1.60 |
-0.042 |
-0.038 |
2,506,149 |
| 1 |
239 |
51,306,983 |
51,306,983 |
70,615,075 |
1.52 |
0.102 |
0.102 |
6,325,707 |
| HKG |
-1 |
37 |
-4,150,771 |
-4,150,771 |
-5,078,169 |
1.64 |
0.022 |
0.022 |
17,422 |
| 1 |
47 |
10,140,512 |
10,140,512 |
11,395,999 |
1.61 |
0.172 |
0.174 |
2,318,610 |
| IDN |
1 |
3 |
649,232 |
649,232 |
130,528 |
0.25 |
0.004 |
0.011 |
12,374 |
| IND |
1 |
9 |
3,184,183 |
3,184,183 |
559,002 |
0.18 |
0.107 |
0.100 |
453,939 |
| JPN |
-1 |
125 |
-27,914,338 |
-27,914,338 |
-16,449,315 |
0.59 |
-0.087 |
-0.082 |
2,702,341 |
| 0 |
8 |
0 |
0 |
0 |
0.54 |
-0.027 |
-0.010 |
0 |
| 1 |
82 |
24,942,867 |
24,942,867 |
10,290,092 |
0.49 |
0.035 |
0.025 |
1,223,085 |
| MYS |
1 |
5 |
943,438 |
943,438 |
156,120 |
0.17 |
0.015 |
0.000 |
-59 |
| NZL |
-1 |
1 |
-946,585 |
-946,585 |
35,749 |
-0.04 |
-0.149 |
-0.149 |
140,936 |
| PHL |
1 |
1 |
37,319 |
37,319 |
10,392 |
0.28 |
0.151 |
0.151 |
5,620 |
| SGP |
-1 |
3 |
-556,194 |
-556,194 |
-215,459 |
0.42 |
-0.072 |
-0.089 |
49,311 |
| 1 |
6 |
1,896,426 |
1,896,426 |
330,894 |
0.21 |
0.067 |
0.065 |
154,406 |
| THA |
-1 |
18 |
-5,471,600 |
-5,471,600 |
-834,067 |
0.18 |
-0.159 |
-0.157 |
890,008 |
| 1 |
2 |
361,964 |
361,964 |
29,245 |
0.11 |
0.005 |
0.005 |
1,311 |
| TWN |
-1 |
53 |
-7,565,610 |
-7,565,610 |
-3,202,901 |
0.48 |
-0.100 |
-0.092 |
708,886 |
| 1 |
27 |
4,943,397 |
4,943,397 |
1,932,599 |
0.44 |
0.049 |
0.044 |
317,858 |