Generated at 15:17 on Monday 12/30/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
570 |
-108,180,745 |
| 0 |
16 |
0 |
| 1 |
437 |
105,460,708 |
|
target_notional |
| target_notional |
-2,720,037 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,196,254 |
-2,720,037 |
20,491,282 |
213,641,453 |
1 |
-0.015 |
-0.013 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-101,551,092 |
| 0 |
0 |
| 1 |
98,354,838 |
|
alpha_notional |
| alpha_notional |
20,491,282 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,041,066 |
| 0 |
0 |
| 1 |
11,450,216 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-5,289,013 |
14,188,916 |
1 |
-0.373 |
0.066 |
| CHN |
547 |
3,433,075 |
102,847,616 |
1 |
0.033 |
0.481 |
| HKG |
100 |
5,935,726 |
15,666,761 |
1 |
0.379 |
0.073 |
| IDN |
3 |
653,609 |
653,609 |
1 |
1.000 |
0.003 |
| IND |
17 |
3,245,667 |
3,245,667 |
1 |
1.000 |
0.015 |
| JPN |
195 |
-5,006,791 |
53,478,175 |
1 |
-0.094 |
0.250 |
| MYS |
5 |
853,871 |
853,871 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-1,004,972 |
1,004,972 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,589 |
36,589 |
1 |
1.000 |
0.000 |
| SGP |
8 |
2,061,375 |
3,150,047 |
1 |
0.654 |
0.015 |
| THA |
21 |
-5,460,029 |
5,927,230 |
1 |
-0.921 |
0.028 |
| TWN |
79 |
-2,154,637 |
12,563,492 |
1 |
-0.171 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-9,738,964 |
| 0 |
1 |
0 |
| 1 |
13 |
4,449,952 |
| CHN |
-1 |
293 |
-49,707,270 |
| 0 |
11 |
0 |
| 1 |
243 |
53,140,346 |
| HKG |
-1 |
49 |
-4,865,518 |
| 0 |
2 |
0 |
| 1 |
49 |
10,801,243 |
| IDN |
1 |
3 |
653,609 |
| IND |
1 |
17 |
3,245,667 |
| JPN |
-1 |
122 |
-29,242,483 |
| 1 |
73 |
24,235,692 |
| MYS |
0 |
1 |
0 |
| 1 |
4 |
853,871 |
| NZL |
-1 |
1 |
-1,004,972 |
| PHL |
1 |
1 |
36,589 |
| SGP |
-1 |
2 |
-544,336 |
| 1 |
6 |
2,605,711 |
| THA |
-1 |
20 |
-5,693,629 |
| 1 |
1 |
233,600 |
| TWN |
-1 |
51 |
-7,359,064 |
| 0 |
1 |
0 |
| 1 |
27 |
5,204,427 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-9,738,964 |
-9,738,964 |
-2,779,382 |
0.52 |
-0.110 |
-0.105 |
1,194,811 |
| 0 |
1 |
0 |
0 |
0 |
0.35 |
-0.020 |
-0.020 |
0 |
| 1 |
13 |
4,449,952 |
4,449,952 |
753,789 |
0.24 |
0.017 |
0.019 |
109,799 |
| CHN |
-1 |
293 |
-49,707,270 |
-49,707,270 |
-70,661,164 |
1.59 |
-0.042 |
-0.038 |
2,781,847 |
| 0 |
11 |
0 |
0 |
0 |
1.52 |
0.017 |
0.037 |
0 |
| 1 |
243 |
53,140,346 |
53,140,346 |
72,202,179 |
1.51 |
0.105 |
0.102 |
6,898,908 |
| HKG |
-1 |
49 |
-4,865,518 |
-4,865,518 |
-6,513,766 |
1.67 |
0.012 |
0.011 |
57,774 |
| 0 |
2 |
0 |
0 |
0 |
1.24 |
0.043 |
0.043 |
0 |
| 1 |
49 |
10,801,243 |
10,801,243 |
12,016,684 |
1.62 |
0.176 |
0.184 |
2,535,815 |
| IDN |
1 |
3 |
653,609 |
653,609 |
134,235 |
0.25 |
0.008 |
-0.005 |
13,443 |
| IND |
1 |
17 |
3,245,667 |
3,245,667 |
652,664 |
0.26 |
0.123 |
0.120 |
502,936 |
| JPN |
-1 |
122 |
-29,242,483 |
-29,242,483 |
-17,511,602 |
0.60 |
-0.099 |
-0.095 |
3,321,445 |
| 1 |
73 |
24,235,692 |
24,235,692 |
9,920,549 |
0.48 |
0.017 |
0.007 |
703,433 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.07 |
-0.012 |
-0.012 |
0 |
| 1 |
4 |
853,871 |
853,871 |
149,459 |
0.19 |
0.006 |
0.010 |
-7,937 |
| NZL |
-1 |
1 |
-1,004,972 |
-1,004,972 |
37,954 |
-0.04 |
-0.150 |
-0.150 |
150,397 |
| PHL |
1 |
1 |
36,589 |
36,589 |
10,188 |
0.28 |
0.260 |
0.260 |
9,510 |
| SGP |
-1 |
2 |
-544,336 |
-544,336 |
-215,401 |
0.51 |
-0.108 |
-0.108 |
55,677 |
| 1 |
6 |
2,605,711 |
2,605,711 |
454,440 |
0.21 |
0.062 |
0.063 |
200,360 |
| THA |
-1 |
20 |
-5,693,629 |
-5,693,629 |
-757,401 |
0.17 |
-0.150 |
-0.144 |
904,545 |
| 1 |
1 |
233,600 |
233,600 |
4,925 |
0.02 |
0.001 |
0.001 |
258 |
| TWN |
-1 |
51 |
-7,359,064 |
-7,359,064 |
-3,124,099 |
0.49 |
-0.079 |
-0.080 |
572,272 |
| 0 |
1 |
0 |
0 |
0 |
1.22 |
0.083 |
0.083 |
0 |
| 1 |
27 |
5,204,427 |
5,204,427 |
2,055,725 |
0.44 |
0.069 |
0.065 |
483,690 |