Generated at 15:18 on Thursday 01/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-116,136,100 |
| 0 |
21 |
0 |
| 1 |
439 |
112,558,066 |
|
target_notional |
| target_notional |
-3,578,034 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,913,781 |
-3,578,034 |
21,530,428 |
228,694,167 |
1 |
-0.008 |
-0.016 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,874,814 |
| 0 |
0 |
| 1 |
106,961,033 |
|
alpha_notional |
| alpha_notional |
21,530,428 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,444,454 |
| 0 |
0 |
| 1 |
12,085,974 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,689,451 |
15,962,548 |
1 |
-0.356 |
0.070 |
| CHN |
573 |
5,008,899 |
110,292,558 |
1 |
0.045 |
0.482 |
| HKG |
101 |
3,235,729 |
15,532,290 |
1 |
0.208 |
0.068 |
| IDN |
4 |
850,588 |
850,588 |
1 |
1.000 |
0.004 |
| IND |
16 |
4,508,289 |
4,508,289 |
1 |
1.000 |
0.020 |
| JPN |
221 |
-3,408,570 |
57,797,694 |
1 |
-0.059 |
0.253 |
| 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 |
672,243 |
2,421,620 |
1 |
0.278 |
0.011 |
| THA |
25 |
-5,700,240 |
6,659,265 |
1 |
-0.856 |
0.029 |
| TWN |
81 |
-2,725,753 |
12,848,175 |
1 |
-0.212 |
0.056 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,826,000 |
| 0 |
3 |
0 |
| 1 |
11 |
5,136,549 |
| CHN |
-1 |
318 |
-52,641,830 |
| 0 |
7 |
0 |
| 1 |
248 |
57,650,728 |
| HKG |
-1 |
53 |
-6,148,280 |
| 1 |
48 |
9,384,010 |
| IDN |
1 |
4 |
850,588 |
| IND |
1 |
16 |
4,508,289 |
| JPN |
-1 |
136 |
-30,603,132 |
| 0 |
7 |
0 |
| 1 |
78 |
27,194,562 |
| 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 |
1,546,932 |
| THA |
-1 |
21 |
-6,179,753 |
| 0 |
2 |
0 |
| 1 |
2 |
479,512 |
| TWN |
-1 |
56 |
-7,786,964 |
| 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 |
-10,826,000 |
-10,826,000 |
-3,338,577 |
0.46 |
-0.133 |
-0.125 |
1,559,427 |
| 0 |
3 |
0 |
0 |
0 |
0.20 |
-0.124 |
-0.083 |
0 |
| 1 |
11 |
5,136,549 |
5,136,549 |
2,088,668 |
0.33 |
-0.003 |
0.002 |
98,087 |
| CHN |
-1 |
318 |
-52,641,830 |
-52,641,830 |
-73,447,582 |
1.63 |
-0.037 |
-0.036 |
2,324,968 |
| 0 |
7 |
0 |
0 |
0 |
1.75 |
-0.011 |
-0.016 |
0 |
| 1 |
248 |
57,650,728 |
57,650,728 |
79,772,094 |
1.50 |
0.120 |
0.116 |
8,810,709 |
| HKG |
-1 |
53 |
-6,148,280 |
-6,148,280 |
-8,659,491 |
1.65 |
0.031 |
0.030 |
101,905 |
| 1 |
48 |
9,384,010 |
9,384,010 |
9,497,381 |
1.61 |
0.149 |
0.154 |
1,511,278 |
| IDN |
1 |
4 |
850,588 |
850,588 |
159,226 |
0.22 |
0.034 |
0.038 |
28,757 |
| IND |
1 |
16 |
4,508,289 |
4,508,289 |
984,449 |
0.28 |
0.091 |
0.097 |
563,472 |
| JPN |
-1 |
136 |
-30,603,132 |
-30,603,132 |
-18,820,038 |
0.63 |
-0.104 |
-0.098 |
3,462,534 |
| 0 |
7 |
0 |
0 |
0 |
0.44 |
-0.039 |
-0.036 |
0 |
| 1 |
78 |
27,194,562 |
27,194,562 |
12,015,703 |
0.55 |
0.015 |
0.013 |
779,441 |
| MYS |
1 |
3 |
687,684 |
687,684 |
94,287 |
0.11 |
0.017 |
0.011 |
-3,756 |
| NZL |
-1 |
1 |
-1,075,454 |
-1,075,454 |
88,318 |
-0.08 |
-0.169 |
-0.169 |
181,862 |
| PHL |
1 |
1 |
58,003 |
58,003 |
16,561 |
0.29 |
0.131 |
0.131 |
7,595 |
| SGP |
-1 |
3 |
-874,688 |
-874,688 |
-447,321 |
0.43 |
-0.150 |
-0.167 |
149,803 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
-0.029 |
-0.029 |
0 |
| 1 |
4 |
1,546,932 |
1,546,932 |
282,977 |
0.24 |
-0.002 |
-0.010 |
20,957 |
| THA |
-1 |
21 |
-6,179,753 |
-6,179,753 |
-882,886 |
0.17 |
-0.125 |
-0.127 |
871,356 |
| 0 |
2 |
0 |
0 |
0 |
0.54 |
-0.028 |
-0.028 |
0 |
| 1 |
2 |
479,512 |
479,512 |
31,247 |
0.12 |
-0.003 |
-0.003 |
10,710 |
| TWN |
-1 |
56 |
-7,786,964 |
-7,786,964 |
-3,367,237 |
0.49 |
-0.094 |
-0.088 |
792,599 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.090 |
-0.090 |
0 |
| 1 |
24 |
5,061,211 |
5,061,211 |
2,018,441 |
0.42 |
0.036 |
0.037 |
258,723 |