Generated at 15:23 on Tuesday 01/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
615 |
-117,193,168 |
| 0 |
50 |
0 |
| 1 |
433 |
114,615,784 |
|
target_notional |
| target_notional |
-2,577,384 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-354,657 |
-2,577,384 |
22,261,238 |
231,808,952 |
1 |
-0.002 |
-0.011 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,575,770 |
| 0 |
0 |
| 1 |
108,221,113 |
|
alpha_notional |
| alpha_notional |
22,261,238 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,906,946 |
| 0 |
0 |
| 1 |
12,354,291 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-5,797,776 |
15,386,693 |
1 |
-0.377 |
0.066 |
| CHN |
562 |
5,727,212 |
111,267,609 |
1 |
0.051 |
0.480 |
| HKG |
104 |
3,719,122 |
16,304,834 |
1 |
0.228 |
0.070 |
| IDN |
5 |
1,350,449 |
1,350,449 |
1 |
1.000 |
0.006 |
| IND |
28 |
4,692,674 |
4,692,674 |
1 |
1.000 |
0.020 |
| JPN |
229 |
-3,400,334 |
57,281,431 |
1 |
-0.059 |
0.247 |
| MYS |
3 |
688,360 |
688,360 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,094,298 |
1,094,298 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
56,382 |
56,382 |
1 |
1.000 |
0.000 |
| SGP |
7 |
585,618 |
2,339,745 |
1 |
0.250 |
0.010 |
| THA |
24 |
-5,797,027 |
8,514,428 |
1 |
-0.681 |
0.037 |
| TWN |
83 |
-3,307,767 |
12,832,050 |
1 |
-0.258 |
0.055 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-10,592,234 |
| 0 |
4 |
0 |
| 1 |
12 |
4,794,458 |
| CHN |
-1 |
309 |
-52,770,198 |
| 0 |
19 |
0 |
| 1 |
234 |
58,497,411 |
| HKG |
-1 |
54 |
-6,292,856 |
| 0 |
1 |
0 |
| 1 |
49 |
10,011,978 |
| IDN |
1 |
5 |
1,350,449 |
| IND |
0 |
5 |
0 |
| 1 |
23 |
4,692,674 |
| JPN |
-1 |
137 |
-30,340,882 |
| 0 |
17 |
0 |
| 1 |
75 |
26,940,548 |
| MYS |
1 |
3 |
688,360 |
| NZL |
-1 |
1 |
-1,094,298 |
| PHL |
1 |
1 |
56,382 |
| SGP |
-1 |
3 |
-877,064 |
| 1 |
4 |
1,462,681 |
| THA |
-1 |
17 |
-7,155,728 |
| 0 |
2 |
0 |
| 1 |
5 |
1,358,700 |
| TWN |
-1 |
59 |
-8,069,909 |
| 0 |
2 |
0 |
| 1 |
22 |
4,762,142 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-10,592,234 |
-10,592,234 |
-3,336,712 |
0.46 |
-0.126 |
-0.121 |
1,439,821 |
| 0 |
4 |
0 |
0 |
0 |
0.14 |
-0.097 |
-0.094 |
0 |
| 1 |
12 |
4,794,458 |
4,794,458 |
1,329,735 |
0.29 |
0.002 |
0.009 |
106,985 |
| CHN |
-1 |
309 |
-52,770,198 |
-52,770,198 |
-76,093,703 |
1.64 |
-0.039 |
-0.039 |
2,734,035 |
| 0 |
19 |
0 |
0 |
0 |
1.77 |
0.051 |
0.054 |
0 |
| 1 |
234 |
58,497,411 |
58,497,411 |
80,669,042 |
1.49 |
0.120 |
0.116 |
9,139,668 |
| HKG |
-1 |
54 |
-6,292,856 |
-6,292,856 |
-7,419,781 |
1.66 |
0.032 |
0.025 |
179,632 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.174 |
0.174 |
0 |
| 1 |
49 |
10,011,978 |
10,011,978 |
10,404,489 |
1.60 |
0.151 |
0.145 |
1,506,190 |
| IDN |
1 |
5 |
1,350,449 |
1,350,449 |
69,819 |
0.14 |
0.056 |
0.052 |
98,802 |
| IND |
0 |
5 |
0 |
0 |
0 |
0.31 |
-0.003 |
0.007 |
0 |
| 1 |
23 |
4,692,674 |
4,692,674 |
1,193,435 |
0.30 |
0.087 |
0.082 |
580,444 |
| JPN |
-1 |
137 |
-30,340,882 |
-30,340,882 |
-16,979,350 |
0.58 |
-0.096 |
-0.095 |
3,171,914 |
| 0 |
17 |
0 |
0 |
0 |
0.72 |
-0.040 |
-0.040 |
0 |
| 1 |
75 |
26,940,548 |
26,940,548 |
12,124,971 |
0.55 |
0.016 |
0.015 |
691,948 |
| MYS |
1 |
3 |
688,360 |
688,360 |
94,472 |
0.11 |
0.002 |
-0.008 |
-7,083 |
| NZL |
-1 |
1 |
-1,094,298 |
-1,094,298 |
89,866 |
-0.08 |
-0.178 |
-0.178 |
194,744 |
| PHL |
1 |
1 |
56,382 |
56,382 |
16,098 |
0.29 |
0.092 |
0.092 |
5,171 |
| SGP |
-1 |
3 |
-877,064 |
-877,064 |
-445,309 |
0.43 |
-0.135 |
-0.149 |
134,494 |
| 1 |
4 |
1,462,681 |
1,462,681 |
257,164 |
0.24 |
-0.003 |
-0.013 |
33,665 |
| THA |
-1 |
17 |
-7,155,728 |
-7,155,728 |
-844,089 |
0.18 |
-0.148 |
-0.163 |
1,112,907 |
| 0 |
2 |
0 |
0 |
0 |
0.04 |
-0.084 |
-0.084 |
0 |
| 1 |
5 |
1,358,700 |
1,358,700 |
186,755 |
0.25 |
0.016 |
0.004 |
45,168 |
| TWN |
-1 |
59 |
-8,069,909 |
-8,069,909 |
-3,546,691 |
0.48 |
-0.103 |
-0.094 |
939,400 |
| 0 |
2 |
0 |
0 |
0 |
0.57 |
-0.087 |
-0.087 |
0 |
| 1 |
22 |
4,762,142 |
4,762,142 |
1,875,132 |
0.40 |
0.026 |
0.020 |
153,334 |