Generated at 16:01 on Thursday 01/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
587 |
-127,008,084 |
| 0 |
19 |
0 |
| 1 |
427 |
124,966,651 |
|
target_notional |
| target_notional |
-2,041,433 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,176,034 |
-2,041,433 |
24,265,387 |
251,974,735 |
1 |
-0.005 |
-0.008 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-115,034,876 |
| 0 |
0 |
| 1 |
113,858,842 |
|
alpha_notional |
| alpha_notional |
24,265,387 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,200,574 |
| 0 |
0 |
| 1 |
13,064,813 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
40 |
-6,219,663 |
13,193,840 |
1 |
-0.471 |
0.052 |
| CHN |
525 |
6,837,286 |
111,823,356 |
1 |
0.061 |
0.444 |
| HKG |
99 |
3,735,941 |
16,445,889 |
1 |
0.227 |
0.065 |
| IDN |
4 |
3,014,244 |
3,014,244 |
1 |
1.000 |
0.012 |
| IND |
15 |
6,583,364 |
6,583,364 |
1 |
1.000 |
0.026 |
| JPN |
231 |
-6,192,515 |
73,234,956 |
1 |
-0.085 |
0.291 |
| MYS |
3 |
698,136 |
698,136 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,174,457 |
1,174,457 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,927 |
95,927 |
1 |
1.000 |
0.000 |
| SGP |
6 |
493,225 |
2,403,697 |
1 |
0.205 |
0.010 |
| THA |
25 |
-6,034,244 |
9,326,411 |
1 |
-0.647 |
0.037 |
| TWN |
82 |
-3,878,676 |
13,980,460 |
1 |
-0.277 |
0.055 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-9,706,751 |
| 0 |
4 |
0 |
| 1 |
8 |
3,487,088 |
| CHN |
-1 |
292 |
-52,493,035 |
| 1 |
233 |
59,330,321 |
| HKG |
-1 |
52 |
-6,354,974 |
| 1 |
47 |
10,090,915 |
| IDN |
1 |
4 |
3,014,244 |
| IND |
0 |
2 |
0 |
| 1 |
13 |
6,583,364 |
| JPN |
-1 |
131 |
-39,713,735 |
| 0 |
13 |
0 |
| 1 |
87 |
33,521,220 |
| MYS |
1 |
3 |
698,136 |
| NZL |
-1 |
2 |
-1,174,457 |
| PHL |
1 |
1 |
95,927 |
| SGP |
-1 |
3 |
-955,236 |
| 1 |
3 |
1,448,461 |
| THA |
-1 |
20 |
-7,680,328 |
| 1 |
5 |
1,646,083 |
| 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 |
28 |
-9,706,751 |
-9,706,751 |
-3,272,760 |
0.47 |
-0.123 |
-0.115 |
1,355,455 |
| 0 |
4 |
0 |
0 |
0 |
0.21 |
-0.065 |
-0.058 |
0 |
| 1 |
8 |
3,487,088 |
3,487,088 |
932,109 |
0.23 |
-0.010 |
-0.002 |
2,173 |
| CHN |
-1 |
292 |
-52,493,035 |
-52,493,035 |
-75,978,135 |
1.65 |
-0.030 |
-0.030 |
2,201,465 |
| 1 |
233 |
59,330,321 |
59,330,321 |
81,095,532 |
1.48 |
0.125 |
0.121 |
9,126,998 |
| HKG |
-1 |
52 |
-6,354,974 |
-6,354,974 |
-8,188,501 |
1.70 |
0.025 |
0.028 |
130,152 |
| 1 |
47 |
10,090,915 |
10,090,915 |
11,612,873 |
1.63 |
0.135 |
0.136 |
1,436,726 |
| IDN |
1 |
4 |
3,014,244 |
3,014,244 |
36,245 |
0.02 |
0.111 |
0.096 |
463,783 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.15 |
-0.052 |
-0.052 |
0 |
| 1 |
13 |
6,583,364 |
6,583,364 |
1,240,780 |
0.21 |
0.098 |
0.100 |
1,204,478 |
| JPN |
-1 |
131 |
-39,713,735 |
-39,713,735 |
-22,032,771 |
0.60 |
-0.117 |
-0.114 |
5,007,573 |
| 0 |
13 |
0 |
0 |
0 |
0.59 |
-0.039 |
-0.036 |
0 |
| 1 |
87 |
33,521,220 |
33,521,220 |
16,368,846 |
0.55 |
0.008 |
0.002 |
558,133 |
| MYS |
1 |
3 |
698,136 |
698,136 |
95,768 |
0.11 |
0.014 |
0.008 |
4,161 |
| NZL |
-1 |
2 |
-1,174,457 |
-1,174,457 |
98,070 |
-0.11 |
-0.139 |
-0.139 |
166,572 |
| PHL |
1 |
1 |
95,927 |
95,927 |
27,391 |
0.29 |
0.224 |
0.224 |
21,457 |
| SGP |
-1 |
3 |
-955,236 |
-955,236 |
-487,368 |
0.43 |
-0.138 |
-0.144 |
149,166 |
| 1 |
3 |
1,448,461 |
1,448,461 |
250,251 |
0.18 |
-0.011 |
-0.022 |
4,574 |
| THA |
-1 |
20 |
-7,680,328 |
-7,680,328 |
-1,074,407 |
0.24 |
-0.143 |
-0.154 |
1,061,554 |
| 1 |
5 |
1,646,083 |
1,646,083 |
202,580 |
0.22 |
0.026 |
0.016 |
64,436 |
| TWN |
-1 |
59 |
-8,929,568 |
-8,929,568 |
-4,099,004 |
0.49 |
-0.113 |
-0.111 |
1,128,636 |
| 1 |
23 |
5,050,892 |
5,050,892 |
1,996,468 |
0.40 |
0.026 |
0.015 |
177,893 |