Generated at 16:18 on Wednesday 01/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-116,401,732 |
| 0 |
17 |
0 |
| 1 |
438 |
112,516,385 |
|
target_notional |
| target_notional |
-3,885,348 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,270,476 |
-3,885,348 |
21,560,055 |
228,918,117 |
1 |
-0.010 |
-0.017 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,945,094 |
| 0 |
0 |
| 1 |
106,674,618 |
|
alpha_notional |
| alpha_notional |
21,560,055 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,527,768 |
| 0 |
0 |
| 1 |
12,032,287 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-5,698,849 |
16,163,115 |
1 |
-0.353 |
0.071 |
| CHN |
565 |
4,908,640 |
110,517,287 |
1 |
0.044 |
0.483 |
| HKG |
103 |
3,266,125 |
15,814,238 |
1 |
0.207 |
0.069 |
| IDN |
4 |
844,009 |
844,009 |
1 |
1.000 |
0.004 |
| IND |
16 |
4,516,767 |
4,516,767 |
1 |
1.000 |
0.020 |
| JPN |
225 |
-3,586,523 |
57,039,072 |
1 |
-0.063 |
0.249 |
| MYS |
4 |
688,713 |
688,713 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,075,459 |
1,075,459 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
57,966 |
57,966 |
1 |
1.000 |
0.000 |
| SGP |
9 |
722,937 |
2,499,788 |
1 |
0.289 |
0.011 |
| THA |
24 |
-5,662,467 |
6,483,335 |
1 |
-0.873 |
0.028 |
| TWN |
81 |
-2,867,208 |
13,218,366 |
1 |
-0.217 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,930,982 |
| 0 |
1 |
0 |
| 1 |
12 |
5,232,133 |
| CHN |
-1 |
320 |
-52,804,323 |
| 1 |
245 |
57,712,963 |
| HKG |
-1 |
53 |
-6,274,057 |
| 0 |
2 |
0 |
| 1 |
48 |
9,540,182 |
| IDN |
1 |
4 |
844,009 |
| IND |
1 |
16 |
4,516,767 |
| JPN |
-1 |
135 |
-30,312,797 |
| 0 |
12 |
0 |
| 1 |
78 |
26,726,274 |
| MYS |
0 |
1 |
0 |
| 1 |
3 |
688,713 |
| NZL |
-1 |
1 |
-1,075,459 |
| PHL |
1 |
1 |
57,966 |
| SGP |
-1 |
3 |
-888,426 |
| 0 |
1 |
0 |
| 1 |
5 |
1,611,362 |
| THA |
-1 |
22 |
-6,072,901 |
| 1 |
2 |
410,434 |
| TWN |
-1 |
57 |
-8,042,787 |
| 1 |
24 |
5,175,579 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,930,982 |
-10,930,982 |
-3,421,555 |
0.49 |
-0.137 |
-0.124 |
1,603,231 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.022 |
-0.022 |
0 |
| 1 |
12 |
5,232,133 |
5,232,133 |
2,193,620 |
0.30 |
-0.001 |
0.007 |
112,812 |
| CHN |
-1 |
320 |
-52,804,323 |
-52,804,323 |
-73,212,699 |
1.63 |
-0.037 |
-0.034 |
2,447,490 |
| 1 |
245 |
57,712,963 |
57,712,963 |
79,824,223 |
1.51 |
0.120 |
0.116 |
8,928,369 |
| HKG |
-1 |
53 |
-6,274,057 |
-6,274,057 |
-8,830,394 |
1.65 |
0.031 |
0.035 |
55,328 |
| 0 |
2 |
0 |
0 |
0 |
1.74 |
0.125 |
0.125 |
0 |
| 1 |
48 |
9,540,182 |
9,540,182 |
9,597,467 |
1.61 |
0.155 |
0.158 |
1,591,205 |
| IDN |
1 |
4 |
844,009 |
844,009 |
158,276 |
0.22 |
0.054 |
0.052 |
49,114 |
| IND |
1 |
16 |
4,516,767 |
4,516,767 |
974,545 |
0.28 |
0.082 |
0.074 |
469,260 |
| JPN |
-1 |
135 |
-30,312,797 |
-30,312,797 |
-18,779,473 |
0.63 |
-0.106 |
-0.106 |
3,454,728 |
| 0 |
12 |
0 |
0 |
0 |
0.50 |
-0.045 |
-0.052 |
0 |
| 1 |
78 |
26,726,274 |
26,726,274 |
11,424,626 |
0.52 |
0.012 |
0.006 |
636,397 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.54 |
-0.036 |
-0.036 |
0 |
| 1 |
3 |
688,713 |
688,713 |
94,396 |
0.11 |
0.025 |
0.030 |
1,430 |
| NZL |
-1 |
1 |
-1,075,459 |
-1,075,459 |
88,319 |
-0.08 |
-0.155 |
-0.155 |
166,331 |
| PHL |
1 |
1 |
57,966 |
57,966 |
16,551 |
0.29 |
0.129 |
0.129 |
7,451 |
| SGP |
-1 |
3 |
-888,426 |
-888,426 |
-454,429 |
0.43 |
-0.155 |
-0.167 |
156,378 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
-0.049 |
-0.049 |
0 |
| 1 |
5 |
1,611,362 |
1,611,362 |
297,064 |
0.23 |
-0.003 |
-0.003 |
22,641 |
| THA |
-1 |
22 |
-6,072,901 |
-6,072,901 |
-814,438 |
0.21 |
-0.113 |
-0.119 |
749,244 |
| 1 |
2 |
410,434 |
410,434 |
27,749 |
0.12 |
0.018 |
0.018 |
3,073 |
| TWN |
-1 |
57 |
-8,042,787 |
-8,042,787 |
-3,520,425 |
0.50 |
-0.109 |
-0.104 |
895,040 |
| 1 |
24 |
5,175,579 |
5,175,579 |
2,066,101 |
0.42 |
0.025 |
0.023 |
210,537 |