Generated at 15:27 on Monday 01/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-112,441,898 |
| 0 |
33 |
0 |
| 1 |
432 |
108,614,992 |
|
target_notional |
| target_notional |
-3,826,906 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,306,854 |
-3,826,906 |
20,650,683 |
221,056,889 |
1 |
-0.010 |
-0.017 |
0.093 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-104,083,224 |
| 0 |
0 |
| 1 |
101,776,369 |
|
alpha_notional |
| alpha_notional |
20,650,683 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,406,530 |
| 0 |
0 |
| 1 |
11,244,152 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-5,500,456 |
16,766,121 |
1 |
-0.328 |
0.076 |
| CHN |
567 |
4,032,785 |
106,845,505 |
1 |
0.038 |
0.483 |
| HKG |
101 |
3,665,584 |
16,185,398 |
1 |
0.226 |
0.073 |
| IDN |
4 |
713,527 |
713,527 |
1 |
1.000 |
0.003 |
| IND |
17 |
4,243,203 |
4,243,203 |
1 |
1.000 |
0.019 |
| JPN |
208 |
-3,662,329 |
51,629,007 |
1 |
-0.071 |
0.234 |
| MYS |
4 |
829,269 |
829,269 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-1,037,720 |
1,037,720 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
60,094 |
60,094 |
1 |
1.000 |
0.000 |
| SGP |
9 |
1,231,619 |
2,949,306 |
1 |
0.418 |
0.013 |
| THA |
23 |
-5,495,153 |
6,602,949 |
1 |
-0.832 |
0.030 |
| TWN |
83 |
-2,907,329 |
13,194,788 |
1 |
-0.220 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,133,289 |
| 0 |
4 |
0 |
| 1 |
15 |
5,632,833 |
| CHN |
-1 |
306 |
-51,406,360 |
| 0 |
16 |
0 |
| 1 |
245 |
55,439,145 |
| HKG |
-1 |
54 |
-6,259,907 |
| 0 |
1 |
0 |
| 1 |
46 |
9,925,491 |
| IDN |
1 |
4 |
713,527 |
| IND |
0 |
4 |
0 |
| 1 |
13 |
4,243,203 |
| JPN |
-1 |
130 |
-27,645,668 |
| 0 |
6 |
0 |
| 1 |
72 |
23,983,339 |
| MYS |
1 |
4 |
829,269 |
| NZL |
-1 |
1 |
-1,037,720 |
| PHL |
1 |
1 |
60,094 |
| SGP |
-1 |
3 |
-858,844 |
| 1 |
6 |
2,090,462 |
| THA |
-1 |
21 |
-6,049,051 |
| 1 |
2 |
553,898 |
| TWN |
-1 |
58 |
-8,051,058 |
| 0 |
1 |
0 |
| 1 |
24 |
5,143,730 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,133,289 |
-11,133,289 |
-3,357,538 |
0.51 |
-0.129 |
-0.124 |
1,542,845 |
| 0 |
4 |
0 |
0 |
0 |
0.25 |
-0.057 |
-0.054 |
0 |
| 1 |
15 |
5,632,833 |
5,632,833 |
2,044,603 |
0.26 |
0.015 |
0.020 |
215,577 |
| CHN |
-1 |
306 |
-51,406,360 |
-51,406,360 |
-70,775,217 |
1.63 |
-0.036 |
-0.033 |
2,629,108 |
| 0 |
16 |
0 |
0 |
0 |
1.44 |
0.064 |
0.074 |
0 |
| 1 |
245 |
55,439,145 |
55,439,145 |
76,193,108 |
1.51 |
0.123 |
0.119 |
8,378,539 |
| HKG |
-1 |
54 |
-6,259,907 |
-6,259,907 |
-8,754,346 |
1.65 |
0.024 |
0.029 |
137,029 |
| 0 |
1 |
0 |
0 |
0 |
0.82 |
0.114 |
0.114 |
0 |
| 1 |
46 |
9,925,491 |
9,925,491 |
9,903,718 |
1.62 |
0.145 |
0.149 |
1,519,835 |
| IDN |
1 |
4 |
713,527 |
713,527 |
161,409 |
0.22 |
0.044 |
0.046 |
35,862 |
| IND |
0 |
4 |
0 |
0 |
0 |
0.35 |
0.006 |
0.021 |
0 |
| 1 |
13 |
4,243,203 |
4,243,203 |
973,377 |
0.28 |
0.088 |
0.088 |
507,310 |
| JPN |
-1 |
130 |
-27,645,668 |
-27,645,668 |
-16,581,746 |
0.62 |
-0.103 |
-0.103 |
3,065,849 |
| 0 |
6 |
0 |
0 |
0 |
0.54 |
-0.034 |
-0.036 |
0 |
| 1 |
72 |
23,983,339 |
23,983,339 |
9,772,228 |
0.48 |
0.003 |
0.001 |
364,662 |
| MYS |
1 |
4 |
829,269 |
829,269 |
167,986 |
0.22 |
-0.014 |
-0.011 |
-18,649 |
| NZL |
-1 |
1 |
-1,037,720 |
-1,037,720 |
85,219 |
-0.08 |
-0.161 |
-0.161 |
167,099 |
| PHL |
1 |
1 |
60,094 |
60,094 |
17,159 |
0.29 |
0.072 |
0.072 |
4,344 |
| SGP |
-1 |
3 |
-858,844 |
-858,844 |
-432,288 |
0.43 |
-0.161 |
-0.167 |
161,076 |
| 1 |
6 |
2,090,462 |
2,090,462 |
374,112 |
0.22 |
-0.004 |
-0.009 |
17,268 |
| THA |
-1 |
21 |
-6,049,051 |
-6,049,051 |
-737,077 |
0.20 |
-0.120 |
-0.134 |
741,060 |
| 1 |
2 |
553,898 |
553,898 |
120,098 |
0.20 |
0.026 |
0.026 |
16,954 |
| TWN |
-1 |
58 |
-8,051,058 |
-8,051,058 |
-3,530,231 |
0.49 |
-0.122 |
-0.120 |
962,465 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
-0.128 |
-0.128 |
0 |
| 1 |
24 |
5,143,730 |
5,143,730 |
2,048,572 |
0.42 |
0.019 |
0.011 |
202,449 |