Generated at 15:18 on Tuesday 01/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-120,544,817 |
| 0 |
25 |
0 |
| 1 |
432 |
116,760,198 |
|
target_notional |
| target_notional |
-3,784,619 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,871,306 |
-3,784,619 |
23,351,238 |
237,305,014 |
1 |
-0.012 |
-0.016 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-113,619,066 |
| 0 |
0 |
| 1 |
110,747,760 |
|
alpha_notional |
| alpha_notional |
23,351,238 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,329,355 |
| 0 |
0 |
| 1 |
13,021,884 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
43 |
-5,897,732 |
13,990,921 |
1 |
-0.422 |
0.059 |
| CHN |
564 |
6,015,804 |
114,627,692 |
1 |
0.052 |
0.483 |
| HKG |
102 |
2,535,993 |
16,447,748 |
1 |
0.154 |
0.069 |
| IDN |
4 |
989,126 |
989,126 |
1 |
1.000 |
0.004 |
| IND |
14 |
5,559,764 |
5,559,764 |
1 |
1.000 |
0.023 |
| JPN |
220 |
-3,339,144 |
59,111,320 |
1 |
-0.056 |
0.249 |
| MYS |
3 |
692,335 |
692,335 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,113,155 |
1,113,155 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
56,957 |
56,957 |
1 |
1.000 |
0.000 |
| SGP |
6 |
517,951 |
2,394,511 |
1 |
0.216 |
0.010 |
| THA |
21 |
-5,897,925 |
8,400,731 |
1 |
-0.702 |
0.035 |
| TWN |
83 |
-3,904,592 |
13,920,754 |
1 |
-0.280 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-9,944,327 |
| 0 |
2 |
0 |
| 1 |
10 |
4,046,595 |
| CHN |
-1 |
315 |
-54,305,944 |
| 0 |
9 |
0 |
| 1 |
240 |
60,321,748 |
| HKG |
-1 |
52 |
-6,955,877 |
| 0 |
2 |
0 |
| 1 |
48 |
9,491,870 |
| IDN |
1 |
4 |
989,126 |
| IND |
0 |
1 |
0 |
| 1 |
13 |
5,559,764 |
| JPN |
-1 |
129 |
-31,225,232 |
| 0 |
8 |
0 |
| 1 |
83 |
27,886,088 |
| MYS |
1 |
3 |
692,335 |
| NZL |
-1 |
1 |
-1,113,155 |
| 0 |
1 |
0 |
| PHL |
1 |
1 |
56,957 |
| SGP |
-1 |
3 |
-938,280 |
| 1 |
3 |
1,456,231 |
| THA |
-1 |
16 |
-7,149,328 |
| 0 |
1 |
0 |
| 1 |
4 |
1,251,403 |
| TWN |
-1 |
59 |
-8,912,673 |
| 0 |
1 |
0 |
| 1 |
23 |
5,008,081 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-9,944,327 |
-9,944,327 |
-3,374,512 |
0.49 |
-0.119 |
-0.113 |
1,324,180 |
| 0 |
2 |
0 |
0 |
0 |
0.11 |
-0.061 |
-0.061 |
0 |
| 1 |
10 |
4,046,595 |
4,046,595 |
949,839 |
0.23 |
-0.011 |
-0.008 |
23,645 |
| CHN |
-1 |
315 |
-54,305,944 |
-54,305,944 |
-79,937,065 |
1.65 |
-0.032 |
-0.036 |
2,302,179 |
| 0 |
9 |
0 |
0 |
0 |
1.33 |
0.038 |
0.053 |
0 |
| 1 |
240 |
60,321,748 |
60,321,748 |
82,585,563 |
1.49 |
0.127 |
0.125 |
9,720,693 |
| HKG |
-1 |
52 |
-6,955,877 |
-6,955,877 |
-7,867,878 |
1.65 |
0.020 |
0.020 |
206,397 |
| 0 |
2 |
0 |
0 |
0 |
1.44 |
-0.003 |
-0.003 |
0 |
| 1 |
48 |
9,491,870 |
9,491,870 |
10,171,103 |
1.62 |
0.124 |
0.124 |
1,319,830 |
| IDN |
1 |
4 |
989,126 |
989,126 |
80,306 |
0.02 |
0.026 |
0.052 |
60,597 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.40 |
-0.017 |
-0.017 |
0 |
| 1 |
13 |
5,559,764 |
5,559,764 |
946,963 |
0.18 |
0.102 |
0.108 |
865,826 |
| JPN |
-1 |
129 |
-31,225,232 |
-31,225,232 |
-17,041,247 |
0.54 |
-0.103 |
-0.099 |
3,811,681 |
| 0 |
8 |
0 |
0 |
0 |
0.88 |
-0.044 |
-0.038 |
0 |
| 1 |
83 |
27,886,088 |
27,886,088 |
13,452,936 |
0.57 |
0.014 |
0.009 |
679,148 |
| MYS |
1 |
3 |
692,335 |
692,335 |
95,087 |
0.11 |
0.008 |
0.019 |
-8,658 |
| NZL |
-1 |
1 |
-1,113,155 |
-1,113,155 |
91,414 |
-0.08 |
-0.184 |
-0.184 |
204,508 |
| 0 |
1 |
0 |
0 |
0 |
-0.13 |
-0.170 |
-0.170 |
0 |
| PHL |
1 |
1 |
56,957 |
56,957 |
16,263 |
0.29 |
0.131 |
0.131 |
7,454 |
| SGP |
-1 |
3 |
-938,280 |
-938,280 |
-469,559 |
0.43 |
-0.156 |
-0.165 |
158,554 |
| 1 |
3 |
1,456,231 |
1,456,231 |
252,215 |
0.18 |
-0.004 |
-0.014 |
15,585 |
| THA |
-1 |
16 |
-7,149,328 |
-7,149,328 |
-937,349 |
0.19 |
-0.165 |
-0.174 |
1,167,373 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.141 |
-0.141 |
0 |
| 1 |
4 |
1,251,403 |
1,251,403 |
220,059 |
0.26 |
-0.010 |
-0.025 |
40,736 |
| TWN |
-1 |
59 |
-8,912,673 |
-8,912,673 |
-4,082,871 |
0.49 |
-0.104 |
-0.097 |
1,154,483 |
| 0 |
1 |
0 |
0 |
0 |
0.35 |
-0.061 |
-0.061 |
0 |
| 1 |
23 |
5,008,081 |
5,008,081 |
1,977,426 |
0.40 |
0.045 |
0.034 |
297,029 |