Generated at 15:17 on Sunday 01/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
617 |
-117,172,123 |
| 0 |
31 |
0 |
| 1 |
446 |
114,378,613 |
|
target_notional |
| target_notional |
-2,793,511 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-208,395 |
-2,793,511 |
22,145,684 |
231,550,736 |
1 |
-0.001 |
-0.012 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,548,620 |
| 0 |
0 |
| 1 |
108,340,224 |
|
alpha_notional |
| alpha_notional |
22,145,684 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,839,453 |
| 0 |
0 |
| 1 |
12,306,231 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-5,788,083 |
15,722,720 |
1 |
-0.368 |
0.068 |
| CHN |
574 |
5,184,793 |
111,161,910 |
1 |
0.047 |
0.480 |
| HKG |
102 |
3,850,408 |
15,239,810 |
1 |
0.253 |
0.066 |
| IDN |
4 |
853,683 |
853,683 |
1 |
1.000 |
0.004 |
| IND |
21 |
4,220,326 |
4,220,326 |
1 |
1.000 |
0.018 |
| JPN |
227 |
-2,952,546 |
60,365,809 |
1 |
-0.049 |
0.261 |
| MYS |
3 |
688,602 |
688,602 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,093,589 |
1,093,589 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
57,824 |
57,824 |
1 |
1.000 |
0.000 |
| SGP |
7 |
641,477 |
2,377,557 |
1 |
0.270 |
0.010 |
| THA |
25 |
-5,797,626 |
7,064,293 |
1 |
-0.821 |
0.031 |
| TWN |
80 |
-2,658,782 |
12,704,614 |
1 |
-0.209 |
0.055 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-10,755,401 |
| 0 |
3 |
0 |
| 1 |
10 |
4,967,318 |
| CHN |
-1 |
313 |
-52,988,558 |
| 0 |
10 |
0 |
| 1 |
251 |
58,173,352 |
| HKG |
-1 |
52 |
-5,694,701 |
| 0 |
1 |
0 |
| 1 |
49 |
9,545,109 |
| IDN |
1 |
4 |
853,683 |
| IND |
0 |
2 |
0 |
| 1 |
19 |
4,220,326 |
| JPN |
-1 |
135 |
-31,659,177 |
| 0 |
14 |
0 |
| 1 |
78 |
28,706,632 |
| MYS |
1 |
3 |
688,602 |
| NZL |
-1 |
1 |
-1,093,589 |
| PHL |
1 |
1 |
57,824 |
| SGP |
-1 |
3 |
-868,040 |
| 1 |
4 |
1,509,517 |
| THA |
-1 |
21 |
-6,430,959 |
| 0 |
1 |
0 |
| 1 |
3 |
633,334 |
| TWN |
-1 |
56 |
-7,681,698 |
| 1 |
24 |
5,022,916 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-10,755,401 |
-10,755,401 |
-3,367,611 |
0.46 |
-0.123 |
-0.114 |
1,449,046 |
| 0 |
3 |
0 |
0 |
0 |
0.39 |
-0.109 |
-0.083 |
0 |
| 1 |
10 |
4,967,318 |
4,967,318 |
1,924,718 |
0.30 |
-0.008 |
-0.009 |
56,180 |
| CHN |
-1 |
313 |
-52,988,558 |
-52,988,558 |
-73,586,701 |
1.62 |
-0.038 |
-0.034 |
2,671,341 |
| 0 |
10 |
0 |
0 |
0 |
1.64 |
-0.000 |
-0.004 |
0 |
| 1 |
251 |
58,173,352 |
58,173,352 |
80,550,841 |
1.50 |
0.121 |
0.120 |
9,091,579 |
| HKG |
-1 |
52 |
-5,694,701 |
-5,694,701 |
-7,692,235 |
1.66 |
0.030 |
0.027 |
50,105 |
| 0 |
1 |
0 |
0 |
0 |
1.12 |
0.121 |
0.121 |
0 |
| 1 |
49 |
9,545,109 |
9,545,109 |
9,644,914 |
1.60 |
0.144 |
0.144 |
1,457,680 |
| IDN |
1 |
4 |
853,683 |
853,683 |
161,042 |
0.22 |
0.042 |
0.042 |
36,494 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.23 |
-0.012 |
-0.012 |
0 |
| 1 |
19 |
4,220,326 |
4,220,326 |
958,376 |
0.28 |
0.099 |
0.115 |
377,774 |
| JPN |
-1 |
135 |
-31,659,177 |
-31,659,177 |
-19,294,585 |
0.63 |
-0.102 |
-0.099 |
3,636,421 |
| 0 |
14 |
0 |
0 |
0 |
0.56 |
-0.033 |
-0.025 |
0 |
| 1 |
78 |
28,706,632 |
28,706,632 |
12,667,923 |
0.54 |
0.016 |
0.015 |
981,822 |
| MYS |
1 |
3 |
688,602 |
688,602 |
94,413 |
0.11 |
0.006 |
-0.002 |
-7,489 |
| NZL |
-1 |
1 |
-1,093,589 |
-1,093,589 |
89,807 |
-0.08 |
-0.175 |
-0.175 |
191,766 |
| PHL |
1 |
1 |
57,824 |
57,824 |
16,510 |
0.29 |
0.075 |
0.075 |
4,329 |
| SGP |
-1 |
3 |
-868,040 |
-868,040 |
-443,170 |
0.43 |
-0.139 |
-0.160 |
137,544 |
| 1 |
4 |
1,509,517 |
1,509,517 |
276,643 |
0.24 |
0.011 |
0.004 |
48,699 |
| THA |
-1 |
21 |
-6,430,959 |
-6,430,959 |
-924,410 |
0.17 |
-0.133 |
-0.135 |
940,353 |
| 0 |
1 |
0 |
0 |
0 |
0.36 |
-0.042 |
-0.042 |
0 |
| 1 |
3 |
633,334 |
633,334 |
44,545 |
0.26 |
-0.003 |
0.004 |
2,526 |
| TWN |
-1 |
56 |
-7,681,698 |
-7,681,698 |
-3,329,714 |
0.49 |
-0.092 |
-0.086 |
762,876 |
| 1 |
24 |
5,022,916 |
5,022,916 |
2,000,299 |
0.42 |
0.034 |
0.025 |
256,635 |