Generated at 16:58 on Thursday 01/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-119,406,628 |
| 0 |
22 |
0 |
| 1 |
431 |
116,414,732 |
|
target_notional |
| target_notional |
-2,991,896 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-371,235 |
-2,991,896 |
22,911,861 |
235,821,361 |
1 |
-0.002 |
-0.013 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-110,227,037 |
| 0 |
0 |
| 1 |
109,855,802 |
|
alpha_notional |
| alpha_notional |
22,911,861 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,339,308 |
| 0 |
0 |
| 1 |
12,572,553 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-5,897,243 |
15,635,771 |
1 |
-0.377 |
0.066 |
| CHN |
546 |
5,488,550 |
113,221,551 |
1 |
0.048 |
0.480 |
| HKG |
103 |
3,926,209 |
16,373,855 |
1 |
0.240 |
0.069 |
| IDN |
4 |
1,299,316 |
1,299,316 |
1 |
1.000 |
0.006 |
| IND |
20 |
4,311,200 |
4,311,200 |
1 |
1.000 |
0.018 |
| JPN |
219 |
-2,537,221 |
57,740,103 |
1 |
-0.044 |
0.245 |
| MYS |
3 |
672,670 |
672,670 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,113,161 |
1,113,161 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
57,106 |
57,106 |
1 |
1.000 |
0.000 |
| SGP |
7 |
552,844 |
2,341,074 |
1 |
0.236 |
0.010 |
| THA |
22 |
-5,897,763 |
9,463,760 |
1 |
-0.623 |
0.040 |
| TWN |
83 |
-3,854,404 |
13,591,793 |
1 |
-0.284 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-10,766,507 |
| 0 |
2 |
0 |
| 1 |
13 |
4,869,264 |
| CHN |
-1 |
304 |
-53,866,501 |
| 0 |
5 |
0 |
| 1 |
237 |
59,355,051 |
| HKG |
-1 |
54 |
-6,223,823 |
| 0 |
1 |
0 |
| 1 |
48 |
10,150,032 |
| IDN |
1 |
4 |
1,299,316 |
| IND |
0 |
6 |
0 |
| 1 |
14 |
4,311,200 |
| JPN |
-1 |
133 |
-30,138,662 |
| 0 |
6 |
0 |
| 1 |
80 |
27,601,441 |
| MYS |
1 |
3 |
672,670 |
| NZL |
-1 |
1 |
-1,113,161 |
| PHL |
1 |
1 |
57,106 |
| SGP |
-1 |
3 |
-894,115 |
| 0 |
1 |
0 |
| 1 |
3 |
1,446,959 |
| THA |
-1 |
17 |
-7,680,761 |
| 1 |
5 |
1,782,999 |
| TWN |
-1 |
59 |
-8,723,098 |
| 0 |
1 |
0 |
| 1 |
23 |
4,868,695 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-10,766,507 |
-10,766,507 |
-3,448,220 |
0.45 |
-0.120 |
-0.112 |
1,421,467 |
| 0 |
2 |
0 |
0 |
0 |
0.40 |
-0.105 |
-0.105 |
0 |
| 1 |
13 |
4,869,264 |
4,869,264 |
1,175,442 |
0.27 |
0.004 |
0.013 |
91,501 |
| CHN |
-1 |
304 |
-53,866,501 |
-53,866,501 |
-77,812,901 |
1.65 |
-0.039 |
-0.038 |
3,038,338 |
| 0 |
5 |
0 |
0 |
0 |
0.89 |
0.073 |
0.080 |
0 |
| 1 |
237 |
59,355,051 |
59,355,051 |
81,349,393 |
1.49 |
0.124 |
0.120 |
9,355,689 |
| HKG |
-1 |
54 |
-6,223,823 |
-6,223,823 |
-6,942,401 |
1.64 |
0.020 |
0.020 |
193,547 |
| 0 |
1 |
0 |
0 |
0 |
1.60 |
0.171 |
0.171 |
0 |
| 1 |
48 |
10,150,032 |
10,150,032 |
10,835,930 |
1.62 |
0.142 |
0.137 |
1,508,544 |
| IDN |
1 |
4 |
1,299,316 |
1,299,316 |
-5,060 |
0.02 |
0.037 |
0.061 |
13,956 |
| IND |
0 |
6 |
0 |
0 |
0 |
0.35 |
-0.061 |
-0.040 |
0 |
| 1 |
14 |
4,311,200 |
4,311,200 |
939,522 |
0.26 |
0.072 |
0.056 |
499,016 |
| JPN |
-1 |
133 |
-30,138,662 |
-30,138,662 |
-16,771,992 |
0.58 |
-0.093 |
-0.089 |
3,163,654 |
| 0 |
6 |
0 |
0 |
0 |
0.68 |
-0.041 |
-0.051 |
0 |
| 1 |
80 |
27,601,441 |
27,601,441 |
12,955,489 |
0.56 |
0.023 |
0.018 |
782,186 |
| MYS |
1 |
3 |
672,670 |
672,670 |
92,138 |
0.11 |
0.037 |
0.035 |
21,151 |
| NZL |
-1 |
1 |
-1,113,161 |
-1,113,161 |
91,415 |
-0.08 |
-0.173 |
-0.173 |
192,438 |
| PHL |
1 |
1 |
57,106 |
57,106 |
16,305 |
0.29 |
0.060 |
0.060 |
3,435 |
| SGP |
-1 |
3 |
-894,115 |
-894,115 |
-457,540 |
0.43 |
-0.137 |
-0.158 |
139,284 |
| 0 |
1 |
0 |
0 |
0 |
0.40 |
-0.036 |
-0.036 |
0 |
| 1 |
3 |
1,446,959 |
1,446,959 |
250,880 |
0.18 |
0.012 |
0.000 |
45,232 |
| THA |
-1 |
17 |
-7,680,761 |
-7,680,761 |
-894,513 |
0.18 |
-0.144 |
-0.141 |
1,078,848 |
| 1 |
5 |
1,782,999 |
1,782,999 |
332,810 |
0.25 |
0.007 |
-0.013 |
42,999 |
| TWN |
-1 |
59 |
-8,723,098 |
-8,723,098 |
-3,990,885 |
0.49 |
-0.112 |
-0.109 |
1,111,734 |
| 0 |
1 |
0 |
0 |
0 |
0.33 |
-0.099 |
-0.099 |
0 |
| 1 |
23 |
4,868,695 |
4,868,695 |
1,912,952 |
0.40 |
0.036 |
0.023 |
208,845 |