Generated at 15:50 on Thursday 01/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
618 |
-110,346,371 |
| 0 |
27 |
0 |
| 1 |
438 |
108,199,864 |
|
target_notional |
| target_notional |
-2,146,508 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-787,969 |
-2,146,508 |
20,133,457 |
218,546,235 |
1 |
-0.004 |
-0.010 |
0.092 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-101,188,171 |
| 0 |
0 |
| 1 |
100,400,202 |
|
alpha_notional |
| alpha_notional |
20,133,457 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,995,660 |
| 0 |
0 |
| 1 |
11,137,798 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-5,457,517 |
16,147,851 |
1 |
-0.338 |
0.074 |
| CHN |
578 |
6,118,585 |
104,516,124 |
1 |
0.059 |
0.478 |
| HKG |
109 |
4,122,283 |
15,343,814 |
1 |
0.269 |
0.070 |
| IDN |
4 |
732,718 |
732,718 |
1 |
1.000 |
0.003 |
| IND |
17 |
3,725,424 |
3,725,424 |
1 |
1.000 |
0.017 |
| JPN |
195 |
-5,038,388 |
53,815,722 |
1 |
-0.094 |
0.246 |
| MYS |
4 |
849,739 |
849,739 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-1,028,279 |
1,028,279 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
58,388 |
58,388 |
1 |
1.000 |
0.000 |
| SGP |
8 |
1,922,054 |
3,259,123 |
1 |
0.590 |
0.015 |
| THA |
24 |
-5,403,379 |
6,026,711 |
1 |
-0.897 |
0.028 |
| TWN |
87 |
-2,723,472 |
13,017,680 |
1 |
-0.209 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-10,802,684 |
| 0 |
2 |
0 |
| 1 |
16 |
5,345,167 |
| CHN |
-1 |
321 |
-49,198,770 |
| 0 |
12 |
0 |
| 1 |
245 |
55,317,354 |
| HKG |
-1 |
56 |
-5,610,766 |
| 0 |
6 |
0 |
| 1 |
47 |
9,733,048 |
| IDN |
1 |
4 |
732,718 |
| IND |
0 |
2 |
0 |
| 1 |
15 |
3,725,424 |
| JPN |
-1 |
122 |
-29,427,055 |
| 1 |
73 |
24,388,667 |
| MYS |
1 |
4 |
849,739 |
| NZL |
-1 |
1 |
-1,028,279 |
| PHL |
1 |
1 |
58,388 |
| SGP |
-1 |
2 |
-668,534 |
| 1 |
6 |
2,590,588 |
| THA |
-1 |
20 |
-5,715,045 |
| 0 |
2 |
0 |
| 1 |
2 |
311,666 |
| TWN |
-1 |
59 |
-7,870,576 |
| 0 |
3 |
0 |
| 1 |
25 |
5,147,104 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-10,802,684 |
-10,802,684 |
-3,214,490 |
0.53 |
-0.122 |
-0.116 |
1,438,833 |
| 0 |
2 |
0 |
0 |
0 |
0.74 |
-0.096 |
-0.096 |
0 |
| 1 |
16 |
5,345,167 |
5,345,167 |
817,972 |
0.19 |
-0.013 |
-0.009 |
24,745 |
| CHN |
-1 |
321 |
-49,198,770 |
-49,198,770 |
-68,537,728 |
1.63 |
-0.031 |
-0.029 |
2,049,135 |
| 0 |
12 |
0 |
0 |
0 |
1.51 |
0.014 |
0.001 |
0 |
| 1 |
245 |
55,317,354 |
55,317,354 |
75,630,632 |
1.51 |
0.123 |
0.120 |
8,363,742 |
| HKG |
-1 |
56 |
-5,610,766 |
-5,610,766 |
-7,679,077 |
1.65 |
0.019 |
0.023 |
122,616 |
| 0 |
6 |
0 |
0 |
0 |
1.48 |
0.076 |
0.072 |
0 |
| 1 |
47 |
9,733,048 |
9,733,048 |
9,779,158 |
1.59 |
0.147 |
0.145 |
1,605,594 |
| IDN |
1 |
4 |
732,718 |
732,718 |
167,659 |
0.22 |
0.026 |
0.031 |
23,712 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.17 |
0.048 |
0.048 |
0 |
| 1 |
15 |
3,725,424 |
3,725,424 |
940,041 |
0.32 |
0.085 |
0.084 |
523,407 |
| JPN |
-1 |
122 |
-29,427,055 |
-29,427,055 |
-17,352,069 |
0.59 |
-0.105 |
-0.106 |
3,457,604 |
| 1 |
73 |
24,388,667 |
24,388,667 |
10,319,764 |
0.49 |
0.002 |
-0.003 |
417,070 |
| MYS |
1 |
4 |
849,739 |
849,739 |
171,041 |
0.22 |
-0.005 |
-0.007 |
-18,645 |
| NZL |
-1 |
1 |
-1,028,279 |
-1,028,279 |
84,444 |
-0.08 |
-0.144 |
-0.144 |
147,904 |
| PHL |
1 |
1 |
58,388 |
58,388 |
16,671 |
0.29 |
0.121 |
0.121 |
7,084 |
| SGP |
-1 |
2 |
-668,534 |
-668,534 |
-312,703 |
0.52 |
-0.161 |
-0.161 |
104,345 |
| 1 |
6 |
2,590,588 |
2,590,588 |
461,237 |
0.22 |
0.011 |
0.005 |
64,199 |
| THA |
-1 |
20 |
-5,715,045 |
-5,715,045 |
-719,295 |
0.22 |
-0.134 |
-0.135 |
856,418 |
| 0 |
2 |
0 |
0 |
0 |
0.45 |
-0.085 |
-0.085 |
0 |
| 1 |
2 |
311,666 |
311,666 |
33,741 |
0.20 |
0.006 |
0.006 |
-10,064 |
| TWN |
-1 |
59 |
-7,870,576 |
-7,870,576 |
-3,432,659 |
0.48 |
-0.113 |
-0.114 |
816,020 |
| 0 |
3 |
0 |
0 |
0 |
0.73 |
-0.009 |
-0.025 |
0 |
| 1 |
25 |
5,147,104 |
5,147,104 |
2,062,285 |
0.43 |
0.017 |
0.007 |
136,953 |