Generated at 07:53 on Wednesday 01/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
571 |
-106,517,231 |
| 0 |
14 |
0 |
| 1 |
437 |
105,368,828 |
|
target_notional |
| target_notional |
-1,148,403 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-825,655 |
-1,148,403 |
20,540,709 |
211,886,059 |
1 |
-0.004 |
-0.005 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-99,154,591 |
| 0 |
0 |
| 1 |
98,328,936 |
|
alpha_notional |
| alpha_notional |
20,540,709 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,894,027 |
| 0 |
0 |
| 1 |
11,646,682 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-5,298,041 |
14,059,069 |
1 |
-0.377 |
0.066 |
| CHN |
543 |
4,757,484 |
101,669,441 |
1 |
0.047 |
0.480 |
| HKG |
99 |
5,641,362 |
15,920,002 |
1 |
0.354 |
0.075 |
| IDN |
3 |
653,609 |
653,609 |
1 |
1.000 |
0.003 |
| IND |
17 |
3,335,241 |
3,335,241 |
1 |
1.000 |
0.016 |
| JPN |
200 |
-4,861,908 |
52,910,534 |
1 |
-0.092 |
0.250 |
| MYS |
4 |
843,532 |
843,532 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-999,956 |
999,956 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
36,589 |
36,589 |
1 |
1.000 |
0.000 |
| SGP |
8 |
2,134,259 |
3,170,531 |
1 |
0.673 |
0.015 |
| THA |
22 |
-5,228,536 |
5,695,737 |
1 |
-0.918 |
0.027 |
| TWN |
79 |
-2,137,531 |
12,567,309 |
1 |
-0.170 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-9,678,555 |
| 1 |
13 |
4,380,514 |
| CHN |
-1 |
298 |
-48,455,978 |
| 0 |
1 |
0 |
| 1 |
244 |
53,213,462 |
| HKG |
-1 |
48 |
-5,139,320 |
| 0 |
2 |
0 |
| 1 |
49 |
10,780,682 |
| IDN |
1 |
3 |
653,609 |
| IND |
0 |
1 |
0 |
| 1 |
16 |
3,335,241 |
| JPN |
-1 |
121 |
-28,886,221 |
| 0 |
6 |
0 |
| 1 |
73 |
24,024,313 |
| MYS |
1 |
4 |
843,532 |
| NZL |
-1 |
1 |
-999,956 |
| PHL |
1 |
1 |
36,589 |
| SGP |
-1 |
2 |
-518,136 |
| 1 |
6 |
2,652,395 |
| THA |
-1 |
18 |
-5,462,136 |
| 0 |
3 |
0 |
| 1 |
1 |
233,600 |
| TWN |
-1 |
51 |
-7,352,420 |
| 0 |
1 |
0 |
| 1 |
27 |
5,214,889 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-9,678,555 |
-9,678,555 |
-2,770,723 |
0.52 |
-0.110 |
-0.104 |
1,207,615 |
| 1 |
13 |
4,380,514 |
4,380,514 |
728,562 |
0.24 |
0.017 |
0.028 |
149,124 |
| CHN |
-1 |
298 |
-48,455,978 |
-48,455,978 |
-68,637,595 |
1.59 |
-0.044 |
-0.040 |
2,828,010 |
| 0 |
1 |
0 |
0 |
0 |
2.33 |
0.026 |
0.026 |
0 |
| 1 |
244 |
53,213,462 |
53,213,462 |
71,615,469 |
1.51 |
0.107 |
0.103 |
7,172,417 |
| HKG |
-1 |
48 |
-5,139,320 |
-5,139,320 |
-6,829,460 |
1.66 |
0.007 |
0.002 |
79,868 |
| 0 |
2 |
0 |
0 |
0 |
2.03 |
0.031 |
0.031 |
0 |
| 1 |
49 |
10,780,682 |
10,780,682 |
12,096,770 |
1.62 |
0.169 |
0.182 |
2,413,410 |
| IDN |
1 |
3 |
653,609 |
653,609 |
165,435 |
0.30 |
0.014 |
0.002 |
16,390 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.24 |
0.040 |
0.040 |
0 |
| 1 |
16 |
3,335,241 |
3,335,241 |
827,848 |
0.33 |
0.127 |
0.121 |
524,218 |
| JPN |
-1 |
121 |
-28,886,221 |
-28,886,221 |
-17,067,117 |
0.59 |
-0.099 |
-0.097 |
3,220,490 |
| 0 |
6 |
0 |
0 |
0 |
0.74 |
-0.066 |
-0.053 |
0 |
| 1 |
73 |
24,024,313 |
24,024,313 |
10,134,963 |
0.49 |
0.017 |
0.010 |
713,787 |
| MYS |
1 |
4 |
843,532 |
843,532 |
170,827 |
0.22 |
0.005 |
0.010 |
-8,821 |
| NZL |
-1 |
1 |
-999,956 |
-999,956 |
82,744 |
-0.08 |
-0.154 |
-0.154 |
153,725 |
| PHL |
1 |
1 |
36,589 |
36,589 |
10,353 |
0.28 |
0.231 |
0.231 |
8,454 |
| SGP |
-1 |
2 |
-518,136 |
-518,136 |
-210,112 |
0.53 |
-0.114 |
-0.114 |
56,323 |
| 1 |
6 |
2,652,395 |
2,652,395 |
475,159 |
0.22 |
0.058 |
0.055 |
191,394 |
| THA |
-1 |
18 |
-5,462,136 |
-5,462,136 |
-671,638 |
0.15 |
-0.133 |
-0.122 |
809,031 |
| 0 |
3 |
0 |
0 |
0 |
0.50 |
-0.170 |
-0.182 |
0 |
| 1 |
1 |
233,600 |
233,600 |
12,024 |
0.05 |
0.000 |
0.000 |
29 |
| TWN |
-1 |
51 |
-7,352,420 |
-7,352,420 |
-3,026,080 |
0.48 |
-0.074 |
-0.070 |
536,581 |
| 0 |
1 |
0 |
0 |
0 |
1.16 |
0.096 |
0.096 |
0 |
| 1 |
27 |
5,214,889 |
5,214,889 |
2,091,526 |
0.43 |
0.070 |
0.060 |
466,280 |