Generated at 16:05 on Wednesday 01/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-120,464,484 |
| 0 |
23 |
0 |
| 1 |
435 |
116,386,497 |
|
target_notional |
| target_notional |
-4,077,987 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,964,028 |
-4,077,987 |
23,004,519 |
236,850,981 |
1 |
-0.008 |
-0.017 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-111,901,187 |
| 0 |
0 |
| 1 |
109,937,159 |
|
alpha_notional |
| alpha_notional |
23,004,519 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,382,289 |
| 0 |
0 |
| 1 |
12,622,230 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,897,451 |
15,864,626 |
1 |
-0.372 |
0.067 |
| CHN |
549 |
4,451,233 |
114,275,320 |
1 |
0.039 |
0.482 |
| HKG |
103 |
3,896,345 |
16,260,308 |
1 |
0.240 |
0.069 |
| IDN |
5 |
1,302,652 |
1,302,652 |
1 |
1.000 |
0.005 |
| IND |
25 |
4,594,929 |
4,594,929 |
1 |
1.000 |
0.019 |
| JPN |
221 |
-3,084,543 |
57,972,469 |
1 |
-0.053 |
0.245 |
| MYS |
3 |
672,936 |
672,936 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,109,117 |
1,109,117 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
57,183 |
57,183 |
1 |
1.000 |
0.000 |
| SGP |
7 |
574,345 |
2,337,777 |
1 |
0.246 |
0.010 |
| THA |
22 |
-5,897,068 |
9,159,162 |
1 |
-0.644 |
0.039 |
| TWN |
83 |
-3,639,433 |
13,244,501 |
1 |
-0.275 |
0.056 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-10,881,038 |
| 0 |
2 |
0 |
| 1 |
12 |
4,983,588 |
| CHN |
-1 |
306 |
-54,912,044 |
| 0 |
5 |
0 |
| 1 |
238 |
59,363,277 |
| HKG |
-1 |
55 |
-6,181,981 |
| 1 |
48 |
10,078,327 |
| IDN |
0 |
1 |
0 |
| 1 |
4 |
1,302,652 |
| IND |
0 |
7 |
0 |
| 1 |
18 |
4,594,929 |
| JPN |
-1 |
134 |
-30,528,506 |
| 0 |
8 |
0 |
| 1 |
79 |
27,443,963 |
| MYS |
1 |
3 |
672,936 |
| NZL |
-1 |
1 |
-1,109,117 |
| PHL |
1 |
1 |
57,183 |
| SGP |
-1 |
3 |
-881,716 |
| 1 |
4 |
1,456,061 |
| THA |
-1 |
17 |
-7,528,115 |
| 1 |
5 |
1,631,047 |
| TWN |
-1 |
60 |
-8,441,967 |
| 1 |
23 |
4,802,534 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-10,881,038 |
-10,881,038 |
-3,430,709 |
0.45 |
-0.121 |
-0.116 |
1,440,121 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
-0.150 |
-0.150 |
0 |
| 1 |
12 |
4,983,588 |
4,983,588 |
1,193,617 |
0.29 |
0.006 |
0.022 |
163,041 |
| CHN |
-1 |
306 |
-54,912,044 |
-54,912,044 |
-79,162,234 |
1.64 |
-0.039 |
-0.040 |
3,035,275 |
| 0 |
5 |
0 |
0 |
0 |
1.98 |
-0.037 |
-0.036 |
0 |
| 1 |
238 |
59,363,277 |
59,363,277 |
81,516,529 |
1.48 |
0.124 |
0.119 |
9,449,153 |
| HKG |
-1 |
55 |
-6,181,981 |
-6,181,981 |
-7,220,373 |
1.64 |
0.027 |
0.022 |
112,783 |
| 1 |
48 |
10,078,327 |
10,078,327 |
10,713,215 |
1.62 |
0.149 |
0.140 |
1,540,663 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.63 |
0.020 |
0.020 |
0 |
| 1 |
4 |
1,302,652 |
1,302,652 |
-2,183 |
0.02 |
0.020 |
0.017 |
12,071 |
| IND |
0 |
7 |
0 |
0 |
0 |
0.34 |
-0.027 |
-0.022 |
0 |
| 1 |
18 |
4,594,929 |
4,594,929 |
1,069,205 |
0.30 |
0.074 |
0.059 |
553,465 |
| JPN |
-1 |
134 |
-30,528,506 |
-30,528,506 |
-17,050,716 |
0.58 |
-0.096 |
-0.092 |
3,234,881 |
| 0 |
8 |
0 |
0 |
0 |
0.50 |
-0.025 |
-0.015 |
0 |
| 1 |
79 |
27,443,963 |
27,443,963 |
12,915,917 |
0.56 |
0.017 |
0.012 |
636,366 |
| MYS |
1 |
3 |
672,936 |
672,936 |
92,171 |
0.11 |
0.023 |
0.023 |
9,720 |
| NZL |
-1 |
1 |
-1,109,117 |
-1,109,117 |
91,083 |
-0.08 |
-0.183 |
-0.183 |
203,483 |
| PHL |
1 |
1 |
57,183 |
57,183 |
16,327 |
0.29 |
0.076 |
0.076 |
4,365 |
| SGP |
-1 |
3 |
-881,716 |
-881,716 |
-447,913 |
0.43 |
-0.133 |
-0.150 |
131,444 |
| 1 |
4 |
1,456,061 |
1,456,061 |
256,488 |
0.24 |
0.006 |
-0.005 |
46,550 |
| THA |
-1 |
17 |
-7,528,115 |
-7,528,115 |
-871,136 |
0.18 |
-0.157 |
-0.140 |
1,179,244 |
| 1 |
5 |
1,631,047 |
1,631,047 |
280,245 |
0.25 |
-0.007 |
-0.023 |
-12,378 |
| TWN |
-1 |
60 |
-8,441,967 |
-8,441,967 |
-3,809,189 |
0.49 |
-0.106 |
-0.094 |
1,045,056 |
| 1 |
23 |
4,802,534 |
4,802,534 |
1,885,629 |
0.40 |
0.041 |
0.032 |
219,214 |