Generated at 15:59 on Sunday 12/29/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-106,701,728 |
| 0 |
20 |
0 |
| 1 |
434 |
103,585,882 |
|
target_notional |
| target_notional |
-3,115,846 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,456,800 |
-3,115,846 |
20,167,291 |
210,287,610 |
1 |
-0.007 |
-0.015 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-98,203,228 |
| 0 |
0 |
| 1 |
96,746,428 |
|
alpha_notional |
| alpha_notional |
20,167,291 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,829,432 |
| 0 |
0 |
| 1 |
11,337,859 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
41 |
-5,242,103 |
13,722,880 |
1 |
-0.382 |
0.065 |
| CHN |
548 |
2,492,982 |
101,350,599 |
1 |
0.025 |
0.482 |
| HKG |
94 |
6,491,351 |
14,715,516 |
1 |
0.441 |
0.070 |
| IDN |
3 |
658,361 |
658,361 |
1 |
1.000 |
0.003 |
| IND |
12 |
2,920,539 |
2,920,539 |
1 |
1.000 |
0.014 |
| JPN |
203 |
-4,888,181 |
53,646,222 |
1 |
-0.091 |
0.255 |
| MYS |
5 |
850,581 |
850,581 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-994,739 |
994,739 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,589 |
36,589 |
1 |
1.000 |
0.000 |
| SGP |
8 |
2,028,552 |
3,115,301 |
1 |
0.651 |
0.015 |
| THA |
22 |
-5,232,199 |
5,697,436 |
1 |
-0.918 |
0.027 |
| TWN |
79 |
-2,212,859 |
12,554,126 |
1 |
-0.176 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-9,482,492 |
| 1 |
12 |
4,240,388 |
| CHN |
-1 |
298 |
-49,428,808 |
| 0 |
4 |
0 |
| 1 |
246 |
51,921,791 |
| HKG |
-1 |
41 |
-4,112,082 |
| 0 |
4 |
0 |
| 1 |
49 |
10,603,433 |
| IDN |
1 |
3 |
658,361 |
| IND |
1 |
12 |
2,920,539 |
| JPN |
-1 |
122 |
-29,267,202 |
| 0 |
8 |
0 |
| 1 |
73 |
24,379,021 |
| MYS |
0 |
1 |
0 |
| 1 |
4 |
850,581 |
| NZL |
-1 |
1 |
-994,739 |
| PHL |
1 |
1 |
36,589 |
| SGP |
-1 |
2 |
-543,375 |
| 1 |
6 |
2,571,927 |
| THA |
-1 |
19 |
-5,464,818 |
| 0 |
2 |
0 |
| 1 |
1 |
232,619 |
| TWN |
-1 |
51 |
-7,383,492 |
| 0 |
1 |
0 |
| 1 |
27 |
5,170,633 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-9,482,492 |
-9,482,492 |
-2,707,963 |
0.48 |
-0.107 |
-0.102 |
1,140,552 |
| 1 |
12 |
4,240,388 |
4,240,388 |
725,660 |
0.24 |
0.012 |
0.013 |
86,441 |
| CHN |
-1 |
298 |
-49,428,808 |
-49,428,808 |
-68,487,066 |
1.59 |
-0.039 |
-0.037 |
2,418,846 |
| 0 |
4 |
0 |
0 |
0 |
1.41 |
0.057 |
0.079 |
0 |
| 1 |
246 |
51,921,791 |
51,921,791 |
71,070,011 |
1.52 |
0.108 |
0.105 |
6,964,791 |
| HKG |
-1 |
41 |
-4,112,082 |
-4,112,082 |
-5,555,229 |
1.69 |
0.015 |
0.012 |
49,067 |
| 0 |
4 |
0 |
0 |
0 |
1.47 |
0.055 |
0.068 |
0 |
| 1 |
49 |
10,603,433 |
10,603,433 |
11,668,206 |
1.62 |
0.178 |
0.182 |
2,493,304 |
| IDN |
1 |
3 |
658,361 |
658,361 |
134,624 |
0.25 |
-0.013 |
-0.029 |
1,750 |
| IND |
1 |
12 |
2,920,539 |
2,920,539 |
517,496 |
0.25 |
0.113 |
0.117 |
395,172 |
| JPN |
-1 |
122 |
-29,267,202 |
-29,267,202 |
-17,441,144 |
0.60 |
-0.106 |
-0.101 |
3,533,800 |
| 0 |
8 |
0 |
0 |
0 |
0.47 |
-0.047 |
-0.049 |
0 |
| 1 |
73 |
24,379,021 |
24,379,021 |
9,984,593 |
0.48 |
0.016 |
0.007 |
784,658 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.07 |
-0.010 |
-0.010 |
0 |
| 1 |
4 |
850,581 |
850,581 |
148,874 |
0.19 |
0.002 |
0.005 |
-10,279 |
| NZL |
-1 |
1 |
-994,739 |
-994,739 |
37,568 |
-0.04 |
-0.138 |
-0.138 |
137,330 |
| PHL |
1 |
1 |
36,589 |
36,589 |
10,188 |
0.28 |
0.293 |
0.293 |
10,728 |
| SGP |
-1 |
2 |
-543,375 |
-543,375 |
-215,108 |
0.51 |
-0.112 |
-0.112 |
54,600 |
| 1 |
6 |
2,571,927 |
2,571,927 |
445,809 |
0.21 |
0.069 |
0.069 |
217,954 |
| THA |
-1 |
19 |
-5,464,818 |
-5,464,818 |
-675,272 |
0.16 |
-0.144 |
-0.135 |
837,261 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
-0.142 |
-0.142 |
0 |
| 1 |
1 |
232,619 |
232,619 |
4,904 |
0.02 |
0.022 |
0.022 |
5,156 |
| TWN |
-1 |
51 |
-7,383,492 |
-7,383,492 |
-3,132,554 |
0.49 |
-0.088 |
-0.082 |
655,342 |
| 0 |
1 |
0 |
0 |
0 |
0.47 |
-0.167 |
-0.167 |
0 |
| 1 |
27 |
5,170,633 |
5,170,633 |
2,036,061 |
0.44 |
0.058 |
0.052 |
388,184 |