Generated at 15:40 on Wednesday 01/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
597 |
-109,191,971 |
| 0 |
14 |
0 |
| 1 |
444 |
107,752,622 |
|
target_notional |
| target_notional |
-1,439,350 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-720,544 |
-1,439,350 |
20,350,009 |
216,944,593 |
1 |
-0.003 |
-0.007 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-100,618,987 |
| 0 |
0 |
| 1 |
99,898,443 |
|
alpha_notional |
| alpha_notional |
20,350,009 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,112,154 |
| 0 |
0 |
| 1 |
11,237,855 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,394,029 |
15,807,867 |
1 |
-0.341 |
0.073 |
| CHN |
562 |
5,537,482 |
103,554,025 |
1 |
0.053 |
0.477 |
| HKG |
107 |
4,842,129 |
15,842,910 |
1 |
0.306 |
0.073 |
| IDN |
4 |
724,649 |
724,649 |
1 |
1.000 |
0.003 |
| IND |
17 |
3,615,307 |
3,615,307 |
1 |
1.000 |
0.017 |
| JPN |
195 |
-5,038,393 |
53,815,728 |
1 |
-0.094 |
0.248 |
| MYS |
4 |
842,634 |
842,634 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-991,063 |
991,063 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
56,649 |
56,649 |
1 |
1.000 |
0.000 |
| SGP |
8 |
1,995,129 |
3,218,560 |
1 |
0.620 |
0.015 |
| THA |
23 |
-5,250,342 |
5,736,298 |
1 |
-0.915 |
0.026 |
| TWN |
82 |
-2,354,839 |
12,714,240 |
1 |
-0.185 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-10,600,948 |
| 1 |
15 |
5,206,919 |
| CHN |
-1 |
306 |
-49,008,271 |
| 0 |
7 |
0 |
| 1 |
249 |
54,545,753 |
| HKG |
-1 |
56 |
-5,500,391 |
| 0 |
2 |
0 |
| 1 |
49 |
10,342,520 |
| IDN |
1 |
4 |
724,649 |
| IND |
0 |
2 |
0 |
| 1 |
15 |
3,615,307 |
| JPN |
-1 |
122 |
-29,427,061 |
| 1 |
73 |
24,388,667 |
| MYS |
1 |
4 |
842,634 |
| NZL |
-1 |
1 |
-991,063 |
| PHL |
1 |
1 |
56,649 |
| SGP |
-1 |
2 |
-611,716 |
| 1 |
6 |
2,606,844 |
| THA |
-1 |
19 |
-5,493,320 |
| 0 |
3 |
0 |
| 1 |
1 |
242,978 |
| TWN |
-1 |
55 |
-7,534,540 |
| 1 |
27 |
5,179,701 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-10,600,948 |
-10,600,948 |
-3,030,142 |
0.54 |
-0.118 |
-0.111 |
1,411,781 |
| 1 |
15 |
5,206,919 |
5,206,919 |
816,827 |
0.23 |
0.012 |
0.013 |
167,174 |
| CHN |
-1 |
306 |
-49,008,271 |
-49,008,271 |
-68,928,496 |
1.61 |
-0.030 |
-0.026 |
2,054,204 |
| 0 |
7 |
0 |
0 |
0 |
1.38 |
0.064 |
0.072 |
0 |
| 1 |
249 |
54,545,753 |
54,545,753 |
73,598,890 |
1.51 |
0.120 |
0.117 |
7,925,677 |
| HKG |
-1 |
56 |
-5,500,391 |
-5,500,391 |
-7,296,306 |
1.64 |
0.018 |
0.020 |
138,815 |
| 0 |
2 |
0 |
0 |
0 |
1.50 |
0.029 |
0.029 |
0 |
| 1 |
49 |
10,342,520 |
10,342,520 |
11,353,851 |
1.62 |
0.142 |
0.146 |
1,700,423 |
| IDN |
1 |
4 |
724,649 |
724,649 |
165,471 |
0.22 |
0.039 |
0.035 |
29,252 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.35 |
0.033 |
0.033 |
0 |
| 1 |
15 |
3,615,307 |
3,615,307 |
890,994 |
0.32 |
0.097 |
0.077 |
635,812 |
| JPN |
-1 |
122 |
-29,427,061 |
-29,427,061 |
-17,348,316 |
0.59 |
-0.108 |
-0.108 |
3,563,886 |
| 1 |
73 |
24,388,667 |
24,388,667 |
10,319,715 |
0.49 |
0.004 |
-0.003 |
427,835 |
| MYS |
1 |
4 |
842,634 |
842,634 |
170,712 |
0.22 |
-0.000 |
0.012 |
-7,564 |
| NZL |
-1 |
1 |
-991,063 |
-991,063 |
81,387 |
-0.08 |
-0.148 |
-0.148 |
146,833 |
| PHL |
1 |
1 |
56,649 |
56,649 |
16,176 |
0.29 |
0.247 |
0.247 |
13,974 |
| SGP |
-1 |
2 |
-611,716 |
-611,716 |
-270,172 |
0.52 |
-0.161 |
-0.161 |
94,254 |
| 1 |
6 |
2,606,844 |
2,606,844 |
462,910 |
0.22 |
0.011 |
0.012 |
54,762 |
| THA |
-1 |
19 |
-5,493,320 |
-5,493,320 |
-679,255 |
0.17 |
-0.132 |
-0.122 |
800,042 |
| 0 |
3 |
0 |
0 |
0 |
0.50 |
-0.175 |
-0.185 |
0 |
| 1 |
1 |
242,978 |
242,978 |
12,358 |
0.05 |
0.004 |
0.004 |
903 |
| TWN |
-1 |
55 |
-7,534,540 |
-7,534,540 |
-3,123,093 |
0.48 |
-0.123 |
-0.123 |
899,730 |
| 1 |
27 |
5,179,701 |
5,179,701 |
2,090,539 |
0.43 |
0.026 |
0.020 |
289,607 |