Generated at 15:50 on Thursday 01/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
621 |
-116,348,809 |
| 0 |
25 |
0 |
| 1 |
435 |
112,415,635 |
|
target_notional |
| target_notional |
-3,933,174 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,042,418 |
-3,933,174 |
21,495,075 |
228,764,444 |
1 |
-0.009 |
-0.017 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,925,686 |
| 0 |
0 |
| 1 |
106,883,269 |
|
alpha_notional |
| alpha_notional |
21,495,075 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,428,599 |
| 0 |
0 |
| 1 |
12,066,476 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,686,225 |
15,971,432 |
1 |
-0.356 |
0.070 |
| CHN |
572 |
4,750,985 |
110,386,566 |
1 |
0.043 |
0.483 |
| HKG |
101 |
3,260,131 |
15,581,992 |
1 |
0.209 |
0.068 |
| IDN |
4 |
850,588 |
850,588 |
1 |
1.000 |
0.004 |
| IND |
16 |
4,410,293 |
4,410,293 |
1 |
1.000 |
0.019 |
| JPN |
221 |
-3,432,913 |
57,683,752 |
1 |
-0.060 |
0.252 |
| MYS |
3 |
687,684 |
687,684 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,075,454 |
1,075,454 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
58,003 |
58,003 |
1 |
1.000 |
0.000 |
| SGP |
8 |
674,021 |
2,423,398 |
1 |
0.278 |
0.011 |
| THA |
25 |
-5,701,096 |
6,783,672 |
1 |
-0.840 |
0.030 |
| TWN |
81 |
-2,729,191 |
12,851,612 |
1 |
-0.212 |
0.056 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,828,828 |
| 0 |
3 |
0 |
| 1 |
11 |
5,142,604 |
| CHN |
-1 |
319 |
-52,817,791 |
| 0 |
8 |
0 |
| 1 |
245 |
57,568,775 |
| HKG |
-1 |
53 |
-6,160,931 |
| 1 |
48 |
9,421,061 |
| IDN |
1 |
4 |
850,588 |
| IND |
1 |
16 |
4,410,293 |
| JPN |
-1 |
133 |
-30,558,332 |
| 0 |
11 |
0 |
| 1 |
77 |
27,125,419 |
| MYS |
1 |
3 |
687,684 |
| NZL |
-1 |
1 |
-1,075,454 |
| PHL |
1 |
1 |
58,003 |
| SGP |
-1 |
3 |
-874,688 |
| 0 |
1 |
0 |
| 1 |
4 |
1,548,710 |
| THA |
-1 |
22 |
-6,242,384 |
| 0 |
1 |
0 |
| 1 |
2 |
541,288 |
| TWN |
-1 |
56 |
-7,790,401 |
| 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 |
34 |
-10,828,828 |
-10,828,828 |
-3,338,597 |
0.46 |
-0.134 |
-0.125 |
1,561,129 |
| 0 |
3 |
0 |
0 |
0 |
0.20 |
-0.126 |
-0.085 |
0 |
| 1 |
11 |
5,142,604 |
5,142,604 |
2,084,765 |
0.33 |
-0.007 |
-0.006 |
81,319 |
| CHN |
-1 |
319 |
-52,817,791 |
-52,817,791 |
-73,490,922 |
1.62 |
-0.036 |
-0.037 |
2,369,867 |
| 0 |
8 |
0 |
0 |
0 |
1.60 |
-0.005 |
0.016 |
0 |
| 1 |
245 |
57,568,775 |
57,568,775 |
79,725,962 |
1.51 |
0.120 |
0.116 |
8,820,908 |
| HKG |
-1 |
53 |
-6,160,931 |
-6,160,931 |
-8,672,376 |
1.65 |
0.031 |
0.026 |
130,664 |
| 1 |
48 |
9,421,061 |
9,421,061 |
9,524,380 |
1.61 |
0.148 |
0.155 |
1,498,553 |
| IDN |
1 |
4 |
850,588 |
850,588 |
159,226 |
0.22 |
0.036 |
0.040 |
30,391 |
| IND |
1 |
16 |
4,410,293 |
4,410,293 |
953,975 |
0.28 |
0.088 |
0.093 |
543,354 |
| JPN |
-1 |
133 |
-30,558,332 |
-30,558,332 |
-18,803,608 |
0.64 |
-0.104 |
-0.100 |
3,430,679 |
| 0 |
11 |
0 |
0 |
0 |
0.45 |
-0.051 |
-0.046 |
0 |
| 1 |
77 |
27,125,419 |
27,125,419 |
11,988,480 |
0.54 |
0.016 |
0.010 |
773,750 |
| MYS |
1 |
3 |
687,684 |
687,684 |
94,287 |
0.11 |
0.019 |
0.009 |
-1,778 |
| NZL |
-1 |
1 |
-1,075,454 |
-1,075,454 |
88,318 |
-0.08 |
-0.169 |
-0.169 |
181,999 |
| 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 |
1,548,710 |
1,548,710 |
283,692 |
0.24 |
0.002 |
-0.005 |
25,777 |
| THA |
-1 |
22 |
-6,242,384 |
-6,242,384 |
-890,688 |
0.18 |
-0.115 |
-0.118 |
843,080 |
| 0 |
1 |
0 |
0 |
0 |
0.73 |
-0.048 |
-0.048 |
0 |
| 1 |
2 |
541,288 |
541,288 |
33,500 |
0.12 |
0.009 |
0.009 |
23,749 |
| TWN |
-1 |
56 |
-7,790,401 |
-7,790,401 |
-3,370,494 |
0.49 |
-0.090 |
-0.082 |
766,563 |
| 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 |