Generated at 15:18 on Monday 01/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
617 |
-117,334,663 |
| 0 |
29 |
0 |
| 1 |
452 |
114,315,146 |
|
target_notional |
| target_notional |
-3,019,518 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-311,783 |
-3,019,518 |
22,496,306 |
231,649,809 |
1 |
-0.001 |
-0.013 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,922,969 |
| 0 |
0 |
| 1 |
108,611,186 |
|
alpha_notional |
| alpha_notional |
22,496,306 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,297,369 |
| 0 |
0 |
| 1 |
12,198,936 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-5,796,041 |
15,392,115 |
1 |
-0.377 |
0.066 |
| CHN |
565 |
5,282,892 |
111,285,080 |
1 |
0.047 |
0.480 |
| HKG |
101 |
4,120,209 |
15,274,911 |
1 |
0.270 |
0.066 |
| IDN |
5 |
1,181,935 |
1,181,935 |
1 |
1.000 |
0.005 |
| IND |
26 |
4,446,867 |
4,446,867 |
1 |
1.000 |
0.019 |
| JPN |
232 |
-3,961,398 |
60,236,279 |
1 |
-0.066 |
0.260 |
| MYS |
3 |
688,956 |
688,956 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,094,315 |
1,094,315 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
56,839 |
56,839 |
1 |
1.000 |
0.000 |
| SGP |
7 |
588,852 |
2,329,253 |
1 |
0.253 |
0.010 |
| THA |
25 |
-5,803,056 |
7,425,190 |
1 |
-0.782 |
0.032 |
| TWN |
81 |
-2,731,259 |
12,238,070 |
1 |
-0.223 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-10,594,078 |
| 0 |
2 |
0 |
| 1 |
12 |
4,798,037 |
| CHN |
-1 |
307 |
-53,001,094 |
| 0 |
10 |
0 |
| 1 |
248 |
58,283,986 |
| HKG |
-1 |
52 |
-5,577,351 |
| 1 |
49 |
9,697,560 |
| IDN |
1 |
5 |
1,181,935 |
| IND |
0 |
1 |
0 |
| 1 |
25 |
4,446,867 |
| JPN |
-1 |
141 |
-32,098,838 |
| 0 |
14 |
0 |
| 1 |
77 |
28,137,440 |
| MYS |
1 |
3 |
688,956 |
| NZL |
-1 |
1 |
-1,094,315 |
| PHL |
1 |
1 |
56,839 |
| SGP |
-1 |
3 |
-870,200 |
| 1 |
4 |
1,459,053 |
| THA |
-1 |
20 |
-6,614,123 |
| 0 |
1 |
0 |
| 1 |
4 |
811,067 |
| TWN |
-1 |
56 |
-7,484,664 |
| 0 |
1 |
0 |
| 1 |
24 |
4,753,405 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-10,594,078 |
-10,594,078 |
-3,272,198 |
0.44 |
-0.117 |
-0.113 |
1,367,245 |
| 0 |
2 |
0 |
0 |
0 |
0.34 |
-0.074 |
-0.074 |
0 |
| 1 |
12 |
4,798,037 |
4,798,037 |
1,777,128 |
0.26 |
0.004 |
0.022 |
121,215 |
| CHN |
-1 |
307 |
-53,001,094 |
-53,001,094 |
-74,642,706 |
1.61 |
-0.040 |
-0.038 |
2,909,106 |
| 0 |
10 |
0 |
0 |
0 |
1.71 |
0.023 |
0.021 |
0 |
| 1 |
248 |
58,283,986 |
58,283,986 |
80,655,271 |
1.51 |
0.122 |
0.118 |
9,173,724 |
| HKG |
-1 |
52 |
-5,577,351 |
-5,577,351 |
-7,119,026 |
1.66 |
0.033 |
0.029 |
136,001 |
| 1 |
49 |
9,697,560 |
9,697,560 |
9,867,896 |
1.60 |
0.149 |
0.155 |
1,477,972 |
| IDN |
1 |
5 |
1,181,935 |
1,181,935 |
98,286 |
0.14 |
0.060 |
0.048 |
81,400 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.12 |
-0.027 |
-0.027 |
0 |
| 1 |
25 |
4,446,867 |
4,446,867 |
1,203,158 |
0.31 |
0.106 |
0.112 |
564,587 |
| JPN |
-1 |
141 |
-32,098,838 |
-32,098,838 |
-19,406,638 |
0.61 |
-0.111 |
-0.112 |
3,853,543 |
| 0 |
14 |
0 |
0 |
0 |
0.54 |
-0.040 |
-0.043 |
0 |
| 1 |
77 |
28,137,440 |
28,137,440 |
12,686,751 |
0.54 |
0.004 |
0.002 |
517,755 |
| MYS |
1 |
3 |
688,956 |
688,956 |
94,448 |
0.11 |
-0.006 |
-0.013 |
-11,197 |
| NZL |
-1 |
1 |
-1,094,315 |
-1,094,315 |
89,867 |
-0.08 |
-0.183 |
-0.183 |
199,976 |
| PHL |
1 |
1 |
56,839 |
56,839 |
16,229 |
0.29 |
0.092 |
0.092 |
5,232 |
| SGP |
-1 |
3 |
-870,200 |
-870,200 |
-442,176 |
0.43 |
-0.140 |
-0.166 |
141,548 |
| 1 |
4 |
1,459,053 |
1,459,053 |
256,437 |
0.24 |
0.002 |
-0.006 |
34,771 |
| THA |
-1 |
20 |
-6,614,123 |
-6,614,123 |
-891,949 |
0.17 |
-0.141 |
-0.130 |
974,079 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
-0.071 |
-0.071 |
0 |
| 1 |
4 |
811,067 |
811,067 |
79,310 |
0.22 |
-0.008 |
-0.008 |
-594 |
| TWN |
-1 |
56 |
-7,484,664 |
-7,484,664 |
-3,238,143 |
0.49 |
-0.087 |
-0.083 |
715,873 |
| 0 |
1 |
0 |
0 |
0 |
1.17 |
0.068 |
0.068 |
0 |
| 1 |
24 |
4,753,405 |
4,753,405 |
1,876,273 |
0.42 |
0.034 |
0.026 |
234,072 |