Generated at 15:56 on Sunday 02/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
591 |
-126,074,313 |
| 0 |
31 |
0 |
| 1 |
411 |
125,168,959 |
|
target_notional |
| target_notional |
-905,353 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,612,515 |
-905,353 |
24,267,453 |
251,243,272 |
1 |
-0.010 |
-0.004 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,751,221 |
| 0 |
0 |
| 1 |
114,138,706 |
|
alpha_notional |
| alpha_notional |
24,267,453 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,334,282 |
| 0 |
0 |
| 1 |
13,933,171 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
39 |
-6,209,330 |
12,676,461 |
1 |
-0.490 |
0.050 |
| CHN |
525 |
6,837,286 |
111,823,356 |
1 |
0.061 |
0.445 |
| HKG |
103 |
2,809,491 |
16,779,833 |
1 |
0.167 |
0.067 |
| IDN |
4 |
3,003,948 |
3,003,948 |
1 |
1.000 |
0.012 |
| IND |
15 |
6,798,510 |
6,798,510 |
1 |
1.000 |
0.027 |
| JPN |
223 |
-4,708,601 |
72,489,053 |
1 |
-0.065 |
0.289 |
| MYS |
3 |
694,458 |
694,458 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,221,893 |
1,221,893 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,676 |
95,676 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-458,951 |
2,192,274 |
1 |
-0.209 |
0.009 |
| THA |
27 |
-5,079,151 |
9,877,319 |
1 |
-0.514 |
0.039 |
| TWN |
82 |
-3,466,797 |
13,590,491 |
1 |
-0.255 |
0.054 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-9,442,895 |
| 0 |
2 |
0 |
| 1 |
7 |
3,233,565 |
| CHN |
-1 |
292 |
-52,493,035 |
| 1 |
233 |
59,330,321 |
| HKG |
-1 |
56 |
-6,985,171 |
| 0 |
2 |
0 |
| 1 |
45 |
9,794,662 |
| IDN |
1 |
4 |
3,003,948 |
| IND |
0 |
8 |
0 |
| 1 |
7 |
6,798,510 |
| JPN |
-1 |
128 |
-38,598,827 |
| 0 |
15 |
0 |
| 1 |
80 |
33,890,226 |
| MYS |
1 |
3 |
694,458 |
| NZL |
-1 |
2 |
-1,221,893 |
| PHL |
1 |
1 |
95,676 |
| SGP |
-1 |
6 |
-1,325,613 |
| 0 |
1 |
0 |
| 1 |
2 |
866,662 |
| THA |
-1 |
21 |
-7,478,235 |
| 1 |
6 |
2,399,084 |
| TWN |
-1 |
56 |
-8,528,644 |
| 0 |
3 |
0 |
| 1 |
23 |
5,061,847 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-9,442,895 |
-9,442,895 |
-3,287,355 |
0.46 |
-0.125 |
-0.114 |
1,333,975 |
| 0 |
2 |
0 |
0 |
0 |
0.33 |
-0.056 |
-0.056 |
0 |
| 1 |
7 |
3,233,565 |
3,233,565 |
561,967 |
0.16 |
-0.003 |
0.004 |
36,715 |
| CHN |
-1 |
292 |
-52,493,035 |
-52,493,035 |
-76,716,134 |
1.67 |
-0.024 |
-0.023 |
1,908,020 |
| 1 |
233 |
59,330,321 |
59,330,321 |
81,889,193 |
1.50 |
0.133 |
0.131 |
9,583,213 |
| HKG |
-1 |
56 |
-6,985,171 |
-6,985,171 |
-9,329,170 |
1.74 |
-0.004 |
-0.002 |
301,879 |
| 0 |
2 |
0 |
0 |
0 |
1.51 |
0.091 |
0.091 |
0 |
| 1 |
45 |
9,794,662 |
9,794,662 |
11,147,109 |
1.63 |
0.111 |
0.116 |
1,169,151 |
| IDN |
1 |
4 |
3,003,948 |
3,003,948 |
39,441 |
0.04 |
0.059 |
0.079 |
225,240 |
| IND |
0 |
8 |
0 |
0 |
0 |
0.28 |
-0.033 |
-0.024 |
0 |
| 1 |
7 |
6,798,510 |
6,798,510 |
1,083,861 |
0.19 |
0.168 |
0.149 |
1,505,878 |
| JPN |
-1 |
128 |
-38,598,827 |
-38,598,827 |
-21,432,185 |
0.58 |
-0.107 |
-0.105 |
4,421,452 |
| 0 |
15 |
0 |
0 |
0 |
0.58 |
-0.024 |
-0.036 |
0 |
| 1 |
80 |
33,890,226 |
33,890,226 |
16,813,911 |
0.54 |
0.019 |
0.012 |
1,089,661 |
| MYS |
1 |
3 |
694,458 |
694,458 |
105,003 |
0.12 |
0.021 |
0.016 |
3,064 |
| NZL |
-1 |
2 |
-1,221,893 |
-1,221,893 |
33,580 |
-0.07 |
-0.134 |
-0.134 |
187,842 |
| PHL |
1 |
1 |
95,676 |
95,676 |
23,511 |
0.25 |
0.118 |
0.118 |
11,256 |
| SGP |
-1 |
6 |
-1,325,613 |
-1,325,613 |
-637,543 |
0.37 |
-0.129 |
-0.115 |
229,289 |
| 0 |
1 |
0 |
0 |
0 |
0.08 |
-0.056 |
-0.056 |
0 |
| 1 |
2 |
866,662 |
866,662 |
170,998 |
0.24 |
-0.031 |
-0.031 |
-24,254 |
| THA |
-1 |
21 |
-7,478,235 |
-7,478,235 |
-1,215,731 |
0.24 |
-0.121 |
-0.137 |
893,053 |
| 1 |
6 |
2,399,084 |
2,399,084 |
286,547 |
0.21 |
0.055 |
0.030 |
149,413 |
| TWN |
-1 |
56 |
-8,528,644 |
-8,528,644 |
-4,166,684 |
0.52 |
-0.113 |
-0.110 |
1,058,772 |
| 0 |
3 |
0 |
0 |
0 |
0.44 |
-0.119 |
-0.136 |
0 |
| 1 |
23 |
5,061,847 |
5,061,847 |
2,017,164 |
0.41 |
0.028 |
0.021 |
183,834 |