Generated at 16:25 on Thursday 12/26/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
559 |
-107,016,309 |
| 0 |
30 |
0 |
| 1 |
431 |
102,705,428 |
|
target_notional |
| target_notional |
-4,310,880 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,712,557 |
-4,310,880 |
20,225,336 |
209,721,737 |
1 |
-0.008 |
-0.021 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-97,987,365 |
| 0 |
0 |
| 1 |
96,274,808 |
|
alpha_notional |
| alpha_notional |
20,225,336 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,057,685 |
| 0 |
0 |
| 1 |
11,167,651 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-5,193,604 |
14,027,762 |
1 |
-0.370 |
0.067 |
| CHN |
542 |
1,201,637 |
101,650,831 |
1 |
0.012 |
0.485 |
| HKG |
92 |
6,269,382 |
14,465,884 |
1 |
0.433 |
0.069 |
| IDN |
3 |
649,232 |
649,232 |
1 |
1.000 |
0.003 |
| IND |
11 |
2,724,180 |
2,724,180 |
1 |
1.000 |
0.013 |
| JPN |
209 |
-3,978,154 |
52,963,268 |
1 |
-0.075 |
0.253 |
| MYS |
5 |
945,859 |
945,859 |
1 |
1.000 |
0.005 |
| NZL |
1 |
-985,996 |
985,996 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,500 |
36,500 |
1 |
1.000 |
0.000 |
| SGP |
9 |
1,641,840 |
2,727,798 |
1 |
0.602 |
0.013 |
| THA |
20 |
-5,197,240 |
5,917,300 |
1 |
-0.878 |
0.028 |
| TWN |
80 |
-2,405,565 |
12,608,176 |
1 |
-0.191 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-9,610,683 |
| 0 |
5 |
0 |
| 1 |
12 |
4,417,079 |
| CHN |
-1 |
295 |
-50,224,597 |
| 0 |
6 |
0 |
| 1 |
241 |
51,426,234 |
| HKG |
-1 |
42 |
-4,098,251 |
| 0 |
2 |
0 |
| 1 |
48 |
10,367,633 |
| IDN |
1 |
3 |
649,232 |
| IND |
0 |
2 |
0 |
| 1 |
9 |
2,724,180 |
| JPN |
-1 |
119 |
-28,470,711 |
| 0 |
13 |
0 |
| 1 |
77 |
24,492,557 |
| MYS |
1 |
5 |
945,859 |
| NZL |
-1 |
1 |
-985,996 |
| PHL |
1 |
1 |
36,500 |
| SGP |
-1 |
2 |
-542,979 |
| 0 |
1 |
0 |
| 1 |
6 |
2,184,819 |
| THA |
-1 |
18 |
-5,557,270 |
| 1 |
2 |
360,030 |
| TWN |
-1 |
52 |
-7,506,870 |
| 0 |
1 |
0 |
| 1 |
27 |
5,101,305 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-9,610,683 |
-9,610,683 |
-2,666,105 |
0.48 |
-0.110 |
-0.107 |
1,216,491 |
| 0 |
5 |
0 |
0 |
0 |
0.50 |
-0.060 |
-0.060 |
0 |
| 1 |
12 |
4,417,079 |
4,417,079 |
736,768 |
0.24 |
0.013 |
0.016 |
73,497 |
| CHN |
-1 |
295 |
-50,224,597 |
-50,224,597 |
-69,171,059 |
1.59 |
-0.041 |
-0.036 |
2,812,977 |
| 0 |
6 |
0 |
0 |
0 |
1.34 |
0.011 |
0.009 |
0 |
| 1 |
241 |
51,426,234 |
51,426,234 |
70,628,644 |
1.52 |
0.111 |
0.107 |
6,990,099 |
| HKG |
-1 |
42 |
-4,098,251 |
-4,098,251 |
-5,239,541 |
1.68 |
0.019 |
0.013 |
39,853 |
| 0 |
2 |
0 |
0 |
0 |
0.49 |
0.088 |
0.088 |
0 |
| 1 |
48 |
10,367,633 |
10,367,633 |
11,615,807 |
1.61 |
0.174 |
0.179 |
2,308,952 |
| IDN |
1 |
3 |
649,232 |
649,232 |
130,528 |
0.25 |
0.006 |
0.013 |
12,080 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.08 |
0.034 |
0.034 |
0 |
| 1 |
9 |
2,724,180 |
2,724,180 |
489,753 |
0.20 |
0.090 |
0.068 |
381,814 |
| JPN |
-1 |
119 |
-28,470,711 |
-28,470,711 |
-16,686,241 |
0.60 |
-0.100 |
-0.095 |
3,178,879 |
| 0 |
13 |
0 |
0 |
0 |
0.62 |
-0.056 |
-0.057 |
0 |
| 1 |
77 |
24,492,557 |
24,492,557 |
10,089,117 |
0.48 |
0.023 |
0.019 |
890,178 |
| MYS |
1 |
5 |
945,859 |
945,859 |
157,260 |
0.17 |
-0.000 |
-0.013 |
-10,023 |
| NZL |
-1 |
1 |
-985,996 |
-985,996 |
37,237 |
-0.04 |
-0.156 |
-0.156 |
153,785 |
| PHL |
1 |
1 |
36,500 |
36,500 |
10,164 |
0.28 |
0.224 |
0.224 |
8,169 |
| SGP |
-1 |
2 |
-542,979 |
-542,979 |
-214,779 |
0.51 |
-0.114 |
-0.114 |
56,814 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
-0.028 |
-0.028 |
0 |
| 1 |
6 |
2,184,819 |
2,184,819 |
381,500 |
0.21 |
0.067 |
0.066 |
181,451 |
| THA |
-1 |
18 |
-5,557,270 |
-5,557,270 |
-842,493 |
0.18 |
-0.150 |
-0.140 |
887,863 |
| 1 |
2 |
360,030 |
360,030 |
29,036 |
0.11 |
0.001 |
0.001 |
1,261 |
| TWN |
-1 |
52 |
-7,506,870 |
-7,506,870 |
-3,184,100 |
0.49 |
-0.096 |
-0.085 |
709,447 |
| 0 |
1 |
0 |
0 |
0 |
0.14 |
0.023 |
0.023 |
0 |
| 1 |
27 |
5,101,305 |
5,101,305 |
2,006,231 |
0.44 |
0.050 |
0.043 |
330,173 |