Generated at 16:05 on Tuesday 01/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-113,007,757 |
| 0 |
21 |
0 |
| 1 |
442 |
110,748,039 |
|
target_notional |
| target_notional |
-2,259,717 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-777,272 |
-2,259,717 |
20,861,425 |
223,755,796 |
1 |
-0.003 |
-0.010 |
0.093 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-105,229,594 |
| 0 |
0 |
| 1 |
104,452,322 |
|
alpha_notional |
| alpha_notional |
20,861,425 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,147,811 |
| 0 |
0 |
| 1 |
11,713,614 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,598,339 |
15,964,309 |
1 |
-0.351 |
0.071 |
| CHN |
553 |
6,183,301 |
107,455,650 |
1 |
0.058 |
0.480 |
| HKG |
103 |
3,263,035 |
15,819,039 |
1 |
0.206 |
0.071 |
| IDN |
4 |
841,394 |
841,394 |
1 |
1.000 |
0.004 |
| IND |
16 |
4,526,565 |
4,526,565 |
1 |
1.000 |
0.020 |
| JPN |
224 |
-3,997,016 |
54,612,512 |
1 |
-0.073 |
0.244 |
| MYS |
4 |
822,341 |
822,341 |
1 |
1.000 |
0.004 |
| NZL |
1 |
-1,056,586 |
1,056,586 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
58,565 |
58,565 |
1 |
1.000 |
0.000 |
| SGP |
9 |
1,220,760 |
2,999,008 |
1 |
0.407 |
0.013 |
| THA |
23 |
-5,598,938 |
6,294,591 |
1 |
-0.889 |
0.028 |
| TWN |
83 |
-2,924,800 |
13,305,235 |
1 |
-0.220 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,781,324 |
| 0 |
4 |
0 |
| 1 |
13 |
5,182,985 |
| CHN |
-1 |
304 |
-50,636,175 |
| 0 |
5 |
0 |
| 1 |
244 |
56,819,476 |
| HKG |
-1 |
55 |
-6,278,002 |
| 1 |
48 |
9,541,037 |
| IDN |
1 |
4 |
841,394 |
| IND |
0 |
1 |
0 |
| 1 |
15 |
4,526,565 |
| JPN |
-1 |
134 |
-29,304,764 |
| 0 |
8 |
0 |
| 1 |
82 |
25,307,748 |
| MYS |
1 |
4 |
822,341 |
| NZL |
-1 |
1 |
-1,056,586 |
| PHL |
1 |
1 |
58,565 |
| SGP |
-1 |
3 |
-889,124 |
| 1 |
6 |
2,109,884 |
| THA |
-1 |
21 |
-5,946,765 |
| 0 |
1 |
0 |
| 1 |
1 |
347,826 |
| TWN |
-1 |
57 |
-8,115,017 |
| 0 |
2 |
0 |
| 1 |
24 |
5,190,217 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,781,324 |
-10,781,324 |
-3,392,275 |
0.49 |
-0.130 |
-0.122 |
1,494,128 |
| 0 |
4 |
0 |
0 |
0 |
0.31 |
-0.082 |
-0.041 |
0 |
| 1 |
13 |
5,182,985 |
5,182,985 |
2,100,378 |
0.29 |
0.003 |
-0.000 |
156,306 |
| CHN |
-1 |
304 |
-50,636,175 |
-50,636,175 |
-70,157,662 |
1.64 |
-0.032 |
-0.029 |
2,338,315 |
| 0 |
5 |
0 |
0 |
0 |
1.44 |
0.047 |
0.058 |
0 |
| 1 |
244 |
56,819,476 |
56,819,476 |
78,438,371 |
1.51 |
0.123 |
0.118 |
8,947,853 |
| HKG |
-1 |
55 |
-6,278,002 |
-6,278,002 |
-8,801,632 |
1.65 |
0.027 |
0.027 |
58,009 |
| 1 |
48 |
9,541,037 |
9,541,037 |
9,613,849 |
1.61 |
0.146 |
0.146 |
1,462,483 |
| IDN |
1 |
4 |
841,394 |
841,394 |
159,666 |
0.22 |
0.070 |
0.070 |
59,137 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.08 |
-0.054 |
-0.054 |
0 |
| 1 |
15 |
4,526,565 |
4,526,565 |
1,013,837 |
0.28 |
0.091 |
0.087 |
608,866 |
| JPN |
-1 |
134 |
-29,304,764 |
-29,304,764 |
-18,180,452 |
0.64 |
-0.106 |
-0.106 |
3,272,784 |
| 0 |
8 |
0 |
0 |
0 |
0.56 |
-0.018 |
-0.008 |
0 |
| 1 |
82 |
25,307,748 |
25,307,748 |
10,476,486 |
0.50 |
-0.000 |
-0.001 |
266,934 |
| MYS |
1 |
4 |
822,341 |
822,341 |
166,196 |
0.22 |
-0.006 |
-0.006 |
-12,281 |
| NZL |
-1 |
1 |
-1,056,586 |
-1,056,586 |
86,769 |
-0.08 |
-0.149 |
-0.149 |
157,738 |
| PHL |
1 |
1 |
58,565 |
58,565 |
16,722 |
0.29 |
0.127 |
0.127 |
7,459 |
| SGP |
-1 |
3 |
-889,124 |
-889,124 |
-455,106 |
0.43 |
-0.149 |
-0.154 |
155,002 |
| 1 |
6 |
2,109,884 |
2,109,884 |
376,468 |
0.22 |
0.000 |
-0.003 |
30,477 |
| THA |
-1 |
21 |
-5,946,765 |
-5,946,765 |
-767,187 |
0.20 |
-0.120 |
-0.127 |
746,598 |
| 0 |
1 |
0 |
0 |
0 |
0.36 |
-0.129 |
-0.129 |
0 |
| 1 |
1 |
347,826 |
347,826 |
17,692 |
0.05 |
0.018 |
0.018 |
6,276 |
| TWN |
-1 |
57 |
-8,115,017 |
-8,115,017 |
-3,562,049 |
0.50 |
-0.112 |
-0.108 |
925,237 |
| 0 |
2 |
0 |
0 |
0 |
0.15 |
-0.080 |
-0.080 |
0 |
| 1 |
24 |
5,190,217 |
5,190,217 |
2,072,656 |
0.42 |
0.019 |
0.023 |
180,106 |