Generated at 15:17 on Sunday 01/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-110,166,444 |
| 0 |
41 |
0 |
| 1 |
435 |
107,540,937 |
|
target_notional |
| target_notional |
-2,625,507 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-595,211 |
-2,625,507 |
20,355,171 |
217,707,381 |
1 |
-0.003 |
-0.012 |
0.093 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-101,101,091 |
| 0 |
0 |
| 1 |
100,505,880 |
|
alpha_notional |
| alpha_notional |
20,355,171 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,193,627 |
| 0 |
0 |
| 1 |
11,161,544 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-5,450,563 |
16,205,845 |
1 |
-0.336 |
0.074 |
| CHN |
573 |
5,240,865 |
104,487,878 |
1 |
0.050 |
0.480 |
| HKG |
104 |
3,773,540 |
16,256,458 |
1 |
0.232 |
0.075 |
| IDN |
4 |
729,332 |
729,332 |
1 |
1.000 |
0.003 |
| IND |
18 |
4,104,795 |
4,104,795 |
1 |
1.000 |
0.019 |
| JPN |
204 |
-4,360,070 |
51,773,133 |
1 |
-0.084 |
0.238 |
| MYS |
4 |
837,017 |
837,017 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-1,027,578 |
1,027,578 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
58,455 |
58,455 |
1 |
1.000 |
0.000 |
| SGP |
9 |
1,506,074 |
3,106,214 |
1 |
0.485 |
0.014 |
| THA |
22 |
-5,422,208 |
6,265,160 |
1 |
-0.865 |
0.029 |
| TWN |
84 |
-2,606,945 |
12,847,295 |
1 |
-0.203 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,828,204 |
| 0 |
6 |
0 |
| 1 |
19 |
5,377,641 |
| CHN |
-1 |
314 |
-49,623,506 |
| 0 |
12 |
0 |
| 1 |
247 |
54,864,372 |
| HKG |
-1 |
55 |
-6,241,459 |
| 0 |
3 |
0 |
| 1 |
46 |
10,014,999 |
| IDN |
1 |
4 |
729,332 |
| IND |
0 |
5 |
0 |
| 1 |
13 |
4,104,795 |
| JPN |
-1 |
123 |
-28,066,602 |
| 0 |
13 |
0 |
| 1 |
68 |
23,706,531 |
| MYS |
1 |
4 |
837,017 |
| NZL |
-1 |
1 |
-1,027,578 |
| PHL |
1 |
1 |
58,455 |
| SGP |
-1 |
3 |
-800,070 |
| 1 |
6 |
2,306,144 |
| THA |
-1 |
20 |
-5,843,684 |
| 1 |
2 |
421,476 |
| TWN |
-1 |
57 |
-7,727,120 |
| 0 |
2 |
0 |
| 1 |
25 |
5,120,175 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-10,828,204 |
-10,828,204 |
-3,225,523 |
0.51 |
-0.128 |
-0.122 |
1,519,904 |
| 0 |
6 |
0 |
0 |
0 |
0.32 |
-0.051 |
-0.047 |
0 |
| 1 |
19 |
5,377,641 |
5,377,641 |
1,554,365 |
0.26 |
0.008 |
0.014 |
122,125 |
| CHN |
-1 |
314 |
-49,623,506 |
-49,623,506 |
-68,094,532 |
1.62 |
-0.029 |
-0.026 |
2,406,603 |
| 0 |
12 |
0 |
0 |
0 |
1.60 |
0.015 |
0.006 |
0 |
| 1 |
247 |
54,864,372 |
54,864,372 |
75,256,490 |
1.52 |
0.122 |
0.120 |
8,204,690 |
| HKG |
-1 |
55 |
-6,241,459 |
-6,241,459 |
-8,632,827 |
1.64 |
0.022 |
0.032 |
146,987 |
| 0 |
3 |
0 |
0 |
0 |
1.89 |
0.091 |
0.100 |
0 |
| 1 |
46 |
10,014,999 |
10,014,999 |
9,984,939 |
1.62 |
0.151 |
0.149 |
1,633,589 |
| IDN |
1 |
4 |
729,332 |
729,332 |
165,689 |
0.22 |
0.035 |
0.042 |
28,259 |
| IND |
0 |
5 |
0 |
0 |
0 |
0.39 |
0.003 |
0.005 |
0 |
| 1 |
13 |
4,104,795 |
4,104,795 |
920,916 |
0.27 |
0.093 |
0.101 |
665,601 |
| JPN |
-1 |
123 |
-28,066,602 |
-28,066,602 |
-16,713,585 |
0.62 |
-0.107 |
-0.105 |
3,156,065 |
| 0 |
13 |
0 |
0 |
0 |
0.61 |
-0.042 |
-0.030 |
0 |
| 1 |
68 |
23,706,531 |
23,706,531 |
9,900,936 |
0.48 |
-0.003 |
-0.006 |
237,564 |
| MYS |
1 |
4 |
837,017 |
837,017 |
169,156 |
0.22 |
-0.006 |
-0.004 |
-16,742 |
| NZL |
-1 |
1 |
-1,027,578 |
-1,027,578 |
84,386 |
-0.08 |
-0.156 |
-0.156 |
159,923 |
| PHL |
1 |
1 |
58,455 |
58,455 |
16,690 |
0.29 |
0.152 |
0.152 |
8,892 |
| SGP |
-1 |
3 |
-800,070 |
-800,070 |
-388,542 |
0.43 |
-0.161 |
-0.161 |
147,328 |
| 1 |
6 |
2,306,144 |
2,306,144 |
410,925 |
0.22 |
-0.002 |
-0.009 |
22,516 |
| THA |
-1 |
20 |
-5,843,684 |
-5,843,684 |
-754,833 |
0.22 |
-0.131 |
-0.126 |
819,072 |
| 1 |
2 |
421,476 |
421,476 |
73,696 |
0.20 |
0.030 |
0.030 |
8,782 |
| TWN |
-1 |
57 |
-7,727,120 |
-7,727,120 |
-3,367,437 |
0.49 |
-0.114 |
-0.104 |
837,078 |
| 0 |
2 |
0 |
0 |
0 |
0.41 |
-0.020 |
-0.020 |
0 |
| 1 |
25 |
5,120,175 |
5,120,175 |
2,052,078 |
0.43 |
0.029 |
0.033 |
246,268 |