Generated at 16:48 on Tuesday 01/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
592 |
-127,347,447 |
| 0 |
31 |
0 |
| 1 |
438 |
124,402,242 |
|
target_notional |
| target_notional |
-2,945,205 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,674,202 |
-2,945,205 |
24,788,529 |
251,749,690 |
1 |
-0.007 |
-0.012 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-115,304,754 |
| 0 |
0 |
| 1 |
113,630,552 |
|
alpha_notional |
| alpha_notional |
24,788,529 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,940,432 |
| 0 |
0 |
| 1 |
12,848,096 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-6,223,366 |
14,617,569 |
1 |
-0.426 |
0.058 |
| CHN |
525 |
6,843,088 |
111,917,613 |
1 |
0.061 |
0.445 |
| HKG |
99 |
3,736,852 |
16,449,900 |
1 |
0.227 |
0.065 |
| IDN |
4 |
1,416,713 |
1,416,713 |
1 |
1.000 |
0.006 |
| IND |
19 |
7,134,090 |
7,134,090 |
1 |
1.000 |
0.028 |
| JPN |
254 |
-5,788,350 |
72,532,703 |
1 |
-0.080 |
0.288 |
| MYS |
3 |
700,448 |
700,448 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,174,474 |
1,174,474 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
50,847 |
50,847 |
1 |
1.000 |
0.000 |
| SGP |
6 |
458,538 |
2,452,065 |
1 |
0.187 |
0.010 |
| THA |
24 |
-6,220,915 |
9,322,807 |
1 |
-0.667 |
0.037 |
| TWN |
82 |
-3,878,676 |
13,980,460 |
1 |
-0.277 |
0.056 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,420,467 |
| 0 |
2 |
0 |
| 1 |
8 |
4,197,102 |
| CHN |
-1 |
292 |
-52,537,263 |
| 1 |
233 |
59,380,351 |
| HKG |
-1 |
52 |
-6,356,524 |
| 1 |
47 |
10,093,376 |
| IDN |
1 |
4 |
1,416,713 |
| IND |
0 |
3 |
0 |
| 1 |
16 |
7,134,090 |
| JPN |
-1 |
133 |
-39,160,527 |
| 0 |
26 |
0 |
| 1 |
95 |
33,372,177 |
| MYS |
1 |
3 |
700,448 |
| NZL |
-1 |
2 |
-1,174,474 |
| PHL |
1 |
1 |
50,847 |
| SGP |
-1 |
3 |
-996,764 |
| 1 |
3 |
1,455,302 |
| THA |
-1 |
19 |
-7,771,861 |
| 1 |
5 |
1,550,946 |
| 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 |
32 |
-10,420,467 |
-10,420,467 |
-3,413,533 |
0.45 |
-0.112 |
-0.106 |
1,345,494 |
| 0 |
2 |
0 |
0 |
0 |
0.51 |
-0.060 |
-0.060 |
0 |
| 1 |
8 |
4,197,102 |
4,197,102 |
1,339,972 |
0.31 |
0.006 |
0.014 |
49,919 |
| CHN |
-1 |
292 |
-52,537,263 |
-52,537,263 |
-76,042,176 |
1.65 |
-0.034 |
-0.033 |
2,446,267 |
| 1 |
233 |
59,380,351 |
59,380,351 |
81,163,925 |
1.48 |
0.124 |
0.121 |
9,044,307 |
| HKG |
-1 |
52 |
-6,356,524 |
-6,356,524 |
-8,190,499 |
1.70 |
0.023 |
0.022 |
142,479 |
| 1 |
47 |
10,093,376 |
10,093,376 |
11,615,706 |
1.63 |
0.138 |
0.137 |
1,515,067 |
| IDN |
1 |
4 |
1,416,713 |
1,416,713 |
74,079 |
0.02 |
0.082 |
0.077 |
155,196 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.31 |
-0.072 |
-0.067 |
0 |
| 1 |
16 |
7,134,090 |
7,134,090 |
1,449,099 |
0.22 |
0.125 |
0.116 |
1,338,563 |
| JPN |
-1 |
133 |
-39,160,527 |
-39,160,527 |
-22,073,982 |
0.58 |
-0.117 |
-0.111 |
5,290,120 |
| 0 |
26 |
0 |
0 |
0 |
0.59 |
-0.050 |
-0.055 |
0 |
| 1 |
95 |
33,372,177 |
33,372,177 |
15,451,439 |
0.57 |
0.006 |
-0.002 |
512,320 |
| MYS |
1 |
3 |
700,448 |
700,448 |
96,085 |
0.11 |
0.015 |
0.014 |
6,923 |
| NZL |
-1 |
2 |
-1,174,474 |
-1,174,474 |
97,452 |
-0.11 |
-0.156 |
-0.156 |
201,858 |
| PHL |
1 |
1 |
50,847 |
50,847 |
14,519 |
0.29 |
0.257 |
0.257 |
13,067 |
| SGP |
-1 |
3 |
-996,764 |
-996,764 |
-498,616 |
0.43 |
-0.146 |
-0.157 |
161,946 |
| 1 |
3 |
1,455,302 |
1,455,302 |
251,432 |
0.18 |
-0.019 |
-0.026 |
-9,791 |
| THA |
-1 |
19 |
-7,771,861 |
-7,771,861 |
-1,084,396 |
0.23 |
-0.160 |
-0.170 |
1,135,861 |
| 1 |
5 |
1,550,946 |
1,550,946 |
177,828 |
0.22 |
0.017 |
0.001 |
60,895 |
| TWN |
-1 |
59 |
-8,929,568 |
-8,929,568 |
-4,099,004 |
0.49 |
-0.123 |
-0.122 |
1,216,407 |
| 1 |
23 |
5,050,892 |
5,050,892 |
1,996,468 |
0.40 |
0.022 |
0.014 |
161,629 |