Generated at 15:17 on Monday 01/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-118,952,720 |
| 0 |
22 |
0 |
| 1 |
428 |
116,849,220 |
|
target_notional |
| target_notional |
-2,103,500 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-535,989 |
-2,103,500 |
22,702,388 |
235,801,940 |
1 |
-0.002 |
-0.009 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-111,012,473 |
| 0 |
0 |
| 1 |
110,476,483 |
|
alpha_notional |
| alpha_notional |
22,702,388 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,709,285 |
| 0 |
0 |
| 1 |
12,993,103 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-5,897,779 |
14,329,373 |
1 |
-0.412 |
0.061 |
| CHN |
561 |
7,292,101 |
113,114,339 |
1 |
0.064 |
0.480 |
| HKG |
102 |
3,100,947 |
16,874,792 |
1 |
0.184 |
0.072 |
| IDN |
4 |
1,144,414 |
1,144,414 |
1 |
1.000 |
0.005 |
| IND |
15 |
4,948,588 |
4,948,588 |
1 |
1.000 |
0.021 |
| JPN |
216 |
-2,908,946 |
58,492,575 |
1 |
-0.050 |
0.248 |
| MYS |
3 |
676,078 |
676,078 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,113,160 |
1,113,160 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
57,584 |
57,584 |
1 |
1.000 |
0.000 |
| SGP |
6 |
538,283 |
2,347,651 |
1 |
0.229 |
0.010 |
| THA |
22 |
-5,897,804 |
8,919,161 |
1 |
-0.661 |
0.038 |
| TWN |
83 |
-4,043,806 |
13,784,225 |
1 |
-0.293 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-10,113,576 |
| 0 |
2 |
0 |
| 1 |
11 |
4,215,797 |
| CHN |
-1 |
314 |
-52,911,119 |
| 0 |
8 |
0 |
| 1 |
239 |
60,203,220 |
| HKG |
-1 |
54 |
-6,886,923 |
| 1 |
48 |
9,987,870 |
| IDN |
1 |
4 |
1,144,414 |
| IND |
0 |
4 |
0 |
| 1 |
11 |
4,948,588 |
| JPN |
-1 |
129 |
-30,700,760 |
| 0 |
7 |
0 |
| 1 |
80 |
27,791,814 |
| MYS |
1 |
3 |
676,078 |
| NZL |
-1 |
2 |
-1,113,160 |
| PHL |
1 |
1 |
57,584 |
| SGP |
-1 |
3 |
-904,684 |
| 1 |
3 |
1,442,967 |
| THA |
-1 |
16 |
-7,408,483 |
| 0 |
1 |
0 |
| 1 |
5 |
1,510,678 |
| TWN |
-1 |
60 |
-8,914,016 |
| 1 |
23 |
4,870,210 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-10,113,576 |
-10,113,576 |
-3,329,805 |
0.50 |
-0.117 |
-0.110 |
1,315,211 |
| 0 |
2 |
0 |
0 |
0 |
0.46 |
-0.060 |
-0.060 |
0 |
| 1 |
11 |
4,215,797 |
4,215,797 |
1,051,132 |
0.21 |
-0.007 |
0.009 |
41,042 |
| CHN |
-1 |
314 |
-52,911,119 |
-52,911,119 |
-77,741,348 |
1.65 |
-0.032 |
-0.032 |
2,250,030 |
| 0 |
8 |
0 |
0 |
0 |
1.59 |
0.033 |
0.045 |
0 |
| 1 |
239 |
60,203,220 |
60,203,220 |
81,982,825 |
1.49 |
0.125 |
0.124 |
9,626,824 |
| HKG |
-1 |
54 |
-6,886,923 |
-6,886,923 |
-7,712,110 |
1.64 |
0.025 |
0.024 |
104,523 |
| 1 |
48 |
9,987,870 |
9,987,870 |
10,573,619 |
1.62 |
0.132 |
0.132 |
1,506,228 |
| IDN |
1 |
4 |
1,144,414 |
1,144,414 |
30,704 |
0.02 |
0.033 |
0.069 |
22,143 |
| IND |
0 |
4 |
0 |
0 |
0 |
0.36 |
-0.015 |
-0.010 |
0 |
| 1 |
11 |
4,948,588 |
4,948,588 |
885,499 |
0.19 |
0.099 |
0.086 |
841,987 |
| JPN |
-1 |
129 |
-30,700,760 |
-30,700,760 |
-16,864,457 |
0.56 |
-0.100 |
-0.098 |
3,530,967 |
| 0 |
7 |
0 |
0 |
0 |
0.81 |
-0.069 |
-0.094 |
0 |
| 1 |
80 |
27,791,814 |
27,791,814 |
13,393,829 |
0.56 |
0.016 |
0.011 |
646,382 |
| MYS |
1 |
3 |
676,078 |
676,078 |
92,800 |
0.11 |
0.031 |
0.028 |
7,897 |
| NZL |
-1 |
2 |
-1,113,160 |
-1,113,160 |
91,785 |
-0.11 |
-0.176 |
-0.176 |
200,056 |
| PHL |
1 |
1 |
57,584 |
57,584 |
16,442 |
0.29 |
0.111 |
0.111 |
6,376 |
| SGP |
-1 |
3 |
-904,684 |
-904,684 |
-456,684 |
0.43 |
-0.144 |
-0.146 |
140,416 |
| 1 |
3 |
1,442,967 |
1,442,967 |
249,841 |
0.18 |
-0.000 |
-0.011 |
18,501 |
| THA |
-1 |
16 |
-7,408,483 |
-7,408,483 |
-895,373 |
0.19 |
-0.137 |
-0.149 |
998,396 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
-0.112 |
-0.112 |
0 |
| 1 |
5 |
1,510,678 |
1,510,678 |
285,259 |
0.25 |
0.000 |
-0.012 |
23,099 |
| TWN |
-1 |
60 |
-8,914,016 |
-8,914,016 |
-4,104,480 |
0.49 |
-0.109 |
-0.106 |
1,169,686 |
| 1 |
23 |
4,870,210 |
4,870,210 |
1,914,534 |
0.40 |
0.040 |
0.024 |
252,623 |