Generated at 15:57 on Wednesday 01/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-119,219,360 |
| 0 |
35 |
0 |
| 1 |
430 |
116,803,628 |
|
target_notional |
| target_notional |
-2,415,732 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-508,236 |
-2,415,732 |
23,132,208 |
236,022,988 |
1 |
-0.002 |
-0.010 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-111,394,408 |
| 0 |
0 |
| 1 |
110,886,172 |
|
alpha_notional |
| alpha_notional |
23,132,208 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,620,512 |
| 0 |
0 |
| 1 |
12,511,696 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
41 |
-5,900,762 |
14,146,085 |
1 |
-0.417 |
0.060 |
| CHN |
561 |
7,520,514 |
113,166,207 |
1 |
0.066 |
0.479 |
| HKG |
101 |
2,592,801 |
15,863,934 |
1 |
0.163 |
0.067 |
| IDN |
4 |
1,276,254 |
1,276,254 |
1 |
1.000 |
0.005 |
| IND |
18 |
4,937,599 |
4,937,599 |
1 |
1.000 |
0.021 |
| JPN |
224 |
-3,211,799 |
60,204,925 |
1 |
-0.053 |
0.255 |
| MYS |
3 |
692,038 |
692,038 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,113,167 |
1,113,167 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
57,526 |
57,526 |
1 |
1.000 |
0.000 |
| SGP |
6 |
520,202 |
2,377,768 |
1 |
0.219 |
0.010 |
| THA |
21 |
-5,893,332 |
8,167,330 |
1 |
-0.722 |
0.035 |
| TWN |
82 |
-3,893,608 |
14,020,155 |
1 |
-0.278 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-10,023,423 |
| 0 |
5 |
0 |
| 1 |
8 |
4,122,662 |
| CHN |
-1 |
317 |
-52,822,846 |
| 0 |
6 |
0 |
| 1 |
238 |
60,343,361 |
| HKG |
-1 |
52 |
-6,635,566 |
| 0 |
2 |
0 |
| 1 |
47 |
9,228,367 |
| IDN |
1 |
4 |
1,276,254 |
| IND |
0 |
2 |
0 |
| 1 |
16 |
4,937,599 |
| JPN |
-1 |
122 |
-31,708,362 |
| 0 |
20 |
0 |
| 1 |
82 |
28,496,563 |
| MYS |
1 |
3 |
692,038 |
| NZL |
-1 |
2 |
-1,113,167 |
| PHL |
1 |
1 |
57,526 |
| SGP |
-1 |
3 |
-928,783 |
| 1 |
3 |
1,448,985 |
| THA |
-1 |
16 |
-7,030,331 |
| 1 |
5 |
1,136,999 |
| TWN |
-1 |
59 |
-8,956,882 |
| 1 |
23 |
5,063,273 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
28 |
-10,023,423 |
-10,023,423 |
-3,243,813 |
0.48 |
-0.116 |
-0.110 |
1,307,568 |
| 0 |
5 |
0 |
0 |
0 |
0.43 |
-0.085 |
-0.082 |
0 |
| 1 |
8 |
4,122,662 |
4,122,662 |
1,230,286 |
0.21 |
-0.005 |
-0.000 |
67,312 |
| CHN |
-1 |
317 |
-52,822,846 |
-52,822,846 |
-77,791,569 |
1.65 |
-0.031 |
-0.031 |
2,307,638 |
| 0 |
6 |
0 |
0 |
0 |
1.70 |
0.008 |
0.002 |
0 |
| 1 |
238 |
60,343,361 |
60,343,361 |
82,400,083 |
1.48 |
0.125 |
0.123 |
9,691,398 |
| HKG |
-1 |
52 |
-6,635,566 |
-6,635,566 |
-7,406,968 |
1.64 |
0.024 |
0.028 |
105,997 |
| 0 |
2 |
0 |
0 |
0 |
1.12 |
0.039 |
0.039 |
0 |
| 1 |
47 |
9,228,367 |
9,228,367 |
9,937,215 |
1.64 |
0.132 |
0.130 |
1,263,944 |
| IDN |
1 |
4 |
1,276,254 |
1,276,254 |
77,161 |
0.02 |
0.044 |
0.042 |
105,065 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.15 |
0.037 |
0.037 |
0 |
| 1 |
16 |
4,937,599 |
4,937,599 |
918,508 |
0.24 |
0.084 |
0.097 |
502,221 |
| JPN |
-1 |
122 |
-31,708,362 |
-31,708,362 |
-17,513,729 |
0.54 |
-0.110 |
-0.102 |
4,092,925 |
| 0 |
20 |
0 |
0 |
0 |
0.62 |
-0.045 |
-0.040 |
0 |
| 1 |
82 |
28,496,563 |
28,496,563 |
13,795,610 |
0.58 |
0.013 |
0.007 |
677,362 |
| MYS |
1 |
3 |
692,038 |
692,038 |
94,958 |
0.11 |
-0.005 |
-0.001 |
-12,883 |
| NZL |
-1 |
2 |
-1,113,167 |
-1,113,167 |
91,723 |
-0.11 |
-0.158 |
-0.158 |
184,516 |
| PHL |
1 |
1 |
57,526 |
57,526 |
16,425 |
0.29 |
0.109 |
0.109 |
6,267 |
| SGP |
-1 |
3 |
-928,783 |
-928,783 |
-467,336 |
0.43 |
-0.150 |
-0.162 |
151,569 |
| 1 |
3 |
1,448,985 |
1,448,985 |
250,711 |
0.18 |
0.005 |
0.002 |
18,132 |
| THA |
-1 |
16 |
-7,030,331 |
-7,030,331 |
-949,007 |
0.19 |
-0.170 |
-0.178 |
1,261,346 |
| 1 |
5 |
1,136,999 |
1,136,999 |
163,878 |
0.30 |
-0.033 |
-0.044 |
12,254 |
| TWN |
-1 |
59 |
-8,956,882 |
-8,956,882 |
-4,113,708 |
0.49 |
-0.113 |
-0.106 |
1,208,954 |
| 1 |
23 |
5,063,273 |
5,063,273 |
2,001,336 |
0.40 |
0.028 |
0.024 |
180,624 |