Generated at 15:16 on Wednesday 01/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
588 |
-127,270,833 |
| 0 |
16 |
0 |
| 1 |
429 |
125,168,254 |
|
target_notional |
| target_notional |
-2,102,578 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,195,995 |
-2,102,578 |
24,729,316 |
252,439,087 |
1 |
-0.009 |
-0.008 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-115,913,837 |
| 0 |
0 |
| 1 |
113,717,843 |
|
alpha_notional |
| alpha_notional |
24,729,316 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,662,666 |
| 0 |
0 |
| 1 |
13,066,650 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
41 |
-6,213,788 |
13,946,569 |
1 |
-0.446 |
0.055 |
| CHN |
525 |
6,837,286 |
111,823,356 |
1 |
0.061 |
0.443 |
| HKG |
99 |
3,736,852 |
16,449,900 |
1 |
0.227 |
0.065 |
| IDN |
4 |
1,955,046 |
1,955,046 |
1 |
1.000 |
0.008 |
| IND |
16 |
7,476,336 |
7,476,336 |
1 |
1.000 |
0.030 |
| JPN |
231 |
-6,206,057 |
73,246,355 |
1 |
-0.085 |
0.290 |
| MYS |
3 |
700,448 |
700,448 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,174,463 |
1,174,463 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,533 |
95,533 |
1 |
1.000 |
0.000 |
| SGP |
6 |
458,538 |
2,452,065 |
1 |
0.187 |
0.010 |
| THA |
23 |
-5,889,634 |
9,138,556 |
1 |
-0.644 |
0.036 |
| TWN |
82 |
-3,878,676 |
13,980,460 |
1 |
-0.277 |
0.055 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-10,080,178 |
| 0 |
3 |
0 |
| 1 |
7 |
3,866,390 |
| CHN |
-1 |
292 |
-52,493,035 |
| 1 |
233 |
59,330,321 |
| HKG |
-1 |
52 |
-6,356,524 |
| 1 |
47 |
10,093,376 |
| IDN |
1 |
4 |
1,955,046 |
| IND |
0 |
1 |
0 |
| 1 |
15 |
7,476,336 |
| JPN |
-1 |
131 |
-39,726,206 |
| 0 |
12 |
0 |
| 1 |
88 |
33,520,149 |
| MYS |
1 |
3 |
700,448 |
| NZL |
-1 |
2 |
-1,174,463 |
| PHL |
1 |
1 |
95,533 |
| SGP |
-1 |
3 |
-996,764 |
| 1 |
3 |
1,455,302 |
| THA |
-1 |
18 |
-7,514,095 |
| 1 |
5 |
1,624,461 |
| 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 |
31 |
-10,080,178 |
-10,080,178 |
-3,440,427 |
0.46 |
-0.119 |
-0.122 |
1,342,673 |
| 0 |
3 |
0 |
0 |
0 |
0.37 |
-0.041 |
-0.039 |
0 |
| 1 |
7 |
3,866,390 |
3,866,390 |
1,154,546 |
0.24 |
0.001 |
0.003 |
39,853 |
| CHN |
-1 |
292 |
-52,493,035 |
-52,493,035 |
-75,978,135 |
1.65 |
-0.033 |
-0.033 |
2,389,504 |
| 1 |
233 |
59,330,321 |
59,330,321 |
81,095,532 |
1.48 |
0.124 |
0.121 |
9,033,588 |
| HKG |
-1 |
52 |
-6,356,524 |
-6,356,524 |
-8,190,499 |
1.70 |
0.025 |
0.032 |
148,838 |
| 1 |
47 |
10,093,376 |
10,093,376 |
11,615,706 |
1.63 |
0.138 |
0.142 |
1,548,445 |
| IDN |
1 |
4 |
1,955,046 |
1,955,046 |
65,885 |
0.02 |
0.090 |
0.085 |
229,447 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.50 |
-0.031 |
-0.031 |
0 |
| 1 |
15 |
7,476,336 |
7,476,336 |
1,467,671 |
0.20 |
0.125 |
0.116 |
1,435,189 |
| JPN |
-1 |
131 |
-39,726,206 |
-39,726,206 |
-22,764,336 |
0.59 |
-0.116 |
-0.112 |
5,250,011 |
| 0 |
12 |
0 |
0 |
0 |
0.55 |
-0.067 |
-0.053 |
0 |
| 1 |
88 |
33,520,149 |
33,520,149 |
15,748,430 |
0.55 |
0.006 |
0.001 |
504,017 |
| MYS |
1 |
3 |
700,448 |
700,448 |
96,085 |
0.11 |
0.028 |
0.022 |
13,661 |
| NZL |
-1 |
2 |
-1,174,463 |
-1,174,463 |
97,947 |
-0.11 |
-0.158 |
-0.158 |
194,209 |
| PHL |
1 |
1 |
95,533 |
95,533 |
27,278 |
0.29 |
0.317 |
0.317 |
30,321 |
| SGP |
-1 |
3 |
-996,764 |
-996,764 |
-498,616 |
0.43 |
-0.140 |
-0.147 |
154,763 |
| 1 |
3 |
1,455,302 |
1,455,302 |
251,432 |
0.18 |
-0.014 |
-0.024 |
-3,006 |
| THA |
-1 |
18 |
-7,514,095 |
-7,514,095 |
-1,040,767 |
0.22 |
-0.147 |
-0.149 |
1,026,665 |
| 1 |
5 |
1,624,461 |
1,624,461 |
198,810 |
0.22 |
0.024 |
0.017 |
66,644 |
| TWN |
-1 |
59 |
-8,929,568 |
-8,929,568 |
-4,099,004 |
0.49 |
-0.117 |
-0.117 |
1,156,003 |
| 1 |
23 |
5,050,892 |
5,050,892 |
1,996,468 |
0.40 |
0.023 |
0.012 |
168,494 |