Generated at 16:11 on Thursday 01/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
631 |
-118,788,865 |
| 0 |
20 |
0 |
| 1 |
440 |
114,347,021 |
|
target_notional |
| target_notional |
-4,441,844 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,688,557 |
-4,441,844 |
21,867,521 |
233,135,886 |
1 |
-0.012 |
-0.019 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-111,435,354 |
| 0 |
0 |
| 1 |
108,746,797 |
|
alpha_notional |
| alpha_notional |
21,867,521 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,594,217 |
| 0 |
0 |
| 1 |
12,273,304 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-5,789,233 |
16,316,521 |
1 |
-0.355 |
0.070 |
| CHN |
580 |
4,407,816 |
112,708,492 |
1 |
0.039 |
0.483 |
| HKG |
102 |
3,243,464 |
15,683,703 |
1 |
0.207 |
0.067 |
| IDN |
4 |
850,588 |
850,588 |
1 |
1.000 |
0.004 |
| IND |
16 |
4,532,162 |
4,532,162 |
1 |
1.000 |
0.019 |
| JPN |
221 |
-3,491,466 |
58,949,322 |
1 |
-0.059 |
0.253 |
| MYS |
3 |
687,684 |
687,684 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,094,325 |
1,094,325 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
58,003 |
58,003 |
1 |
1.000 |
0.000 |
| SGP |
8 |
685,133 |
2,434,510 |
1 |
0.281 |
0.010 |
| THA |
25 |
-5,799,042 |
6,965,527 |
1 |
-0.833 |
0.030 |
| TWN |
81 |
-2,732,628 |
12,855,049 |
1 |
-0.213 |
0.055 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-11,052,877 |
| 0 |
2 |
0 |
| 1 |
11 |
5,263,644 |
| CHN |
-1 |
324 |
-54,150,338 |
| 0 |
8 |
0 |
| 1 |
248 |
58,558,154 |
| HKG |
-1 |
53 |
-6,220,119 |
| 0 |
1 |
0 |
| 1 |
48 |
9,463,584 |
| IDN |
1 |
4 |
850,588 |
| IND |
1 |
16 |
4,532,162 |
| JPN |
-1 |
136 |
-31,220,394 |
| 0 |
6 |
0 |
| 1 |
79 |
27,728,928 |
| MYS |
1 |
3 |
687,684 |
| NZL |
-1 |
1 |
-1,094,325 |
| PHL |
1 |
1 |
58,003 |
| SGP |
-1 |
3 |
-874,688 |
| 0 |
1 |
0 |
| 1 |
4 |
1,559,822 |
| THA |
-1 |
22 |
-6,382,284 |
| 0 |
1 |
0 |
| 1 |
2 |
583,242 |
| TWN |
-1 |
56 |
-7,793,839 |
| 0 |
1 |
0 |
| 1 |
24 |
5,061,211 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-11,052,877 |
-11,052,877 |
-3,386,252 |
0.46 |
-0.132 |
-0.123 |
1,587,130 |
| 0 |
2 |
0 |
0 |
0 |
0.13 |
-0.146 |
-0.146 |
0 |
| 1 |
11 |
5,263,644 |
5,263,644 |
2,126,991 |
0.33 |
-0.007 |
-0.006 |
80,967 |
| CHN |
-1 |
324 |
-54,150,338 |
-54,150,338 |
-75,472,307 |
1.62 |
-0.037 |
-0.037 |
2,419,679 |
| 0 |
8 |
0 |
0 |
0 |
1.75 |
0.002 |
0.016 |
0 |
| 1 |
248 |
58,558,154 |
58,558,154 |
81,104,512 |
1.50 |
0.121 |
0.117 |
8,991,863 |
| HKG |
-1 |
53 |
-6,220,119 |
-6,220,119 |
-8,755,423 |
1.65 |
0.031 |
0.026 |
125,753 |
| 0 |
1 |
0 |
0 |
0 |
1.17 |
0.211 |
0.211 |
0 |
| 1 |
48 |
9,463,584 |
9,463,584 |
9,570,526 |
1.61 |
0.148 |
0.155 |
1,502,285 |
| IDN |
1 |
4 |
850,588 |
850,588 |
159,226 |
0.22 |
0.036 |
0.040 |
30,391 |
| IND |
1 |
16 |
4,532,162 |
4,532,162 |
983,797 |
0.28 |
0.088 |
0.093 |
552,234 |
| JPN |
-1 |
136 |
-31,220,394 |
-31,220,394 |
-19,177,262 |
0.63 |
-0.103 |
-0.098 |
3,502,441 |
| 0 |
6 |
0 |
0 |
0 |
0.48 |
-0.037 |
-0.030 |
0 |
| 1 |
79 |
27,728,928 |
27,728,928 |
12,347,793 |
0.54 |
0.014 |
0.008 |
795,865 |
| MYS |
1 |
3 |
687,684 |
687,684 |
94,287 |
0.11 |
0.019 |
0.009 |
-1,778 |
| NZL |
-1 |
1 |
-1,094,325 |
-1,094,325 |
89,868 |
-0.08 |
-0.169 |
-0.169 |
185,192 |
| PHL |
1 |
1 |
58,003 |
58,003 |
16,561 |
0.29 |
0.136 |
0.136 |
7,865 |
| SGP |
-1 |
3 |
-874,688 |
-874,688 |
-447,321 |
0.43 |
-0.145 |
-0.163 |
144,619 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
-0.030 |
-0.030 |
0 |
| 1 |
4 |
1,559,822 |
1,559,822 |
288,163 |
0.24 |
0.002 |
-0.005 |
25,696 |
| THA |
-1 |
22 |
-6,382,284 |
-6,382,284 |
-912,907 |
0.18 |
-0.115 |
-0.118 |
862,890 |
| 0 |
1 |
0 |
0 |
0 |
0.73 |
-0.048 |
-0.048 |
0 |
| 1 |
2 |
583,242 |
583,242 |
36,500 |
0.12 |
0.009 |
0.009 |
25,329 |
| TWN |
-1 |
56 |
-7,793,839 |
-7,793,839 |
-3,373,751 |
0.49 |
-0.090 |
-0.082 |
766,512 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.087 |
-0.087 |
0 |
| 1 |
24 |
5,061,211 |
5,061,211 |
2,018,441 |
0.42 |
0.037 |
0.037 |
262,587 |