Generated at 17:13 on Monday 01/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
611 |
-126,552,251 |
| 0 |
17 |
0 |
| 1 |
438 |
123,696,981 |
|
target_notional |
| target_notional |
-2,855,270 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,493,217 |
-2,855,270 |
24,457,001 |
250,249,233 |
1 |
-0.006 |
-0.011 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-114,813,675 |
| 0 |
0 |
| 1 |
113,320,458 |
|
alpha_notional |
| alpha_notional |
24,457,001 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,667,879 |
| 0 |
0 |
| 1 |
12,789,123 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-6,220,911 |
14,922,040 |
1 |
-0.417 |
0.060 |
| CHN |
525 |
6,843,043 |
111,917,514 |
1 |
0.061 |
0.447 |
| HKG |
102 |
3,721,578 |
16,415,419 |
1 |
0.227 |
0.066 |
| IDN |
4 |
1,416,713 |
1,416,713 |
1 |
1.000 |
0.006 |
| IND |
22 |
6,644,264 |
6,644,264 |
1 |
1.000 |
0.027 |
| JPN |
252 |
-5,476,983 |
71,771,176 |
1 |
-0.076 |
0.287 |
| MYS |
3 |
705,136 |
705,136 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,174,487 |
1,174,487 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
54,651 |
54,651 |
1 |
1.000 |
0.000 |
| SGP |
6 |
452,517 |
2,454,759 |
1 |
0.184 |
0.010 |
| THA |
25 |
-5,942,115 |
8,792,613 |
1 |
-0.676 |
0.035 |
| TWN |
82 |
-3,878,676 |
13,980,460 |
1 |
-0.277 |
0.056 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,571,476 |
| 1 |
9 |
4,350,565 |
| CHN |
-1 |
292 |
-52,537,235 |
| 1 |
233 |
59,380,279 |
| HKG |
-1 |
53 |
-6,346,921 |
| 0 |
2 |
0 |
| 1 |
47 |
10,068,499 |
| IDN |
1 |
4 |
1,416,713 |
| IND |
0 |
5 |
0 |
| 1 |
17 |
6,644,264 |
| JPN |
-1 |
151 |
-38,624,080 |
| 0 |
8 |
0 |
| 1 |
93 |
33,147,096 |
| MYS |
1 |
3 |
705,136 |
| NZL |
-1 |
2 |
-1,174,487 |
| PHL |
1 |
1 |
54,651 |
| SGP |
-1 |
3 |
-1,001,121 |
| 1 |
3 |
1,453,638 |
| THA |
-1 |
18 |
-7,367,364 |
| 0 |
2 |
0 |
| 1 |
5 |
1,425,249 |
| TWN |
-1 |
59 |
-8,929,568 |
| 1 |
23 |
5,050,892 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,571,476 |
-10,571,476 |
-3,457,438 |
0.46 |
-0.117 |
-0.109 |
1,415,366 |
| 1 |
9 |
4,350,565 |
4,350,565 |
1,437,752 |
0.28 |
-0.012 |
-0.001 |
37,694 |
| CHN |
-1 |
292 |
-52,537,235 |
-52,537,235 |
-76,042,111 |
1.65 |
-0.033 |
-0.032 |
2,552,551 |
| 1 |
233 |
59,380,279 |
59,380,279 |
81,163,817 |
1.48 |
0.126 |
0.123 |
9,144,363 |
| HKG |
-1 |
53 |
-6,346,921 |
-6,346,921 |
-8,221,926 |
1.73 |
0.017 |
0.022 |
113,128 |
| 0 |
2 |
0 |
0 |
0 |
2.53 |
0.027 |
0.027 |
0 |
| 1 |
47 |
10,068,499 |
10,068,499 |
11,539,779 |
1.63 |
0.135 |
0.134 |
1,574,405 |
| IDN |
1 |
4 |
1,416,713 |
1,416,713 |
74,079 |
0.02 |
0.084 |
0.080 |
168,797 |
| IND |
0 |
5 |
0 |
0 |
0 |
0.31 |
-0.066 |
-0.046 |
0 |
| 1 |
17 |
6,644,264 |
6,644,264 |
1,323,945 |
0.22 |
0.115 |
0.107 |
1,150,189 |
| JPN |
-1 |
151 |
-38,624,080 |
-38,624,080 |
-21,559,849 |
0.59 |
-0.109 |
-0.103 |
5,029,714 |
| 0 |
8 |
0 |
0 |
0 |
0.61 |
-0.029 |
0.004 |
0 |
| 1 |
93 |
33,147,096 |
33,147,096 |
15,285,759 |
0.55 |
0.004 |
-0.001 |
480,164 |
| MYS |
1 |
3 |
705,136 |
705,136 |
96,762 |
0.11 |
0.002 |
0.001 |
-3,616 |
| NZL |
-1 |
2 |
-1,174,487 |
-1,174,487 |
96,862 |
-0.11 |
-0.162 |
-0.162 |
217,956 |
| PHL |
1 |
1 |
54,651 |
54,651 |
15,605 |
0.29 |
0.168 |
0.168 |
9,172 |
| SGP |
-1 |
3 |
-1,001,121 |
-1,001,121 |
-500,624 |
0.43 |
-0.149 |
-0.160 |
163,329 |
| 1 |
3 |
1,453,638 |
1,453,638 |
251,750 |
0.18 |
-0.012 |
-0.019 |
-5,046 |
| THA |
-1 |
18 |
-7,367,364 |
-7,367,364 |
-1,029,584 |
0.22 |
-0.149 |
-0.151 |
977,113 |
| 0 |
2 |
0 |
0 |
0 |
0.39 |
-0.136 |
-0.136 |
0 |
| 1 |
5 |
1,425,249 |
1,425,249 |
134,743 |
0.22 |
0.017 |
-0.002 |
76,583 |
| TWN |
-1 |
59 |
-8,929,568 |
-8,929,568 |
-4,099,004 |
0.49 |
-0.119 |
-0.118 |
1,198,722 |
| 1 |
23 |
5,050,892 |
5,050,892 |
1,996,468 |
0.40 |
0.021 |
0.016 |
156,417 |