Generated at 15:16 on Monday 02/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
590 |
-125,890,748 |
| 0 |
19 |
0 |
| 1 |
416 |
124,746,554 |
|
target_notional |
| target_notional |
-1,144,194 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,545,655 |
-1,144,194 |
23,569,685 |
250,637,302 |
1 |
-0.010 |
-0.005 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,506,543 |
| 0 |
0 |
| 1 |
113,960,888 |
|
alpha_notional |
| alpha_notional |
23,569,685 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,178,954 |
| 0 |
0 |
| 1 |
13,390,731 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
39 |
-6,216,988 |
12,856,210 |
1 |
-0.484 |
0.051 |
| CHN |
525 |
6,837,286 |
111,823,356 |
1 |
0.061 |
0.446 |
| HKG |
103 |
2,688,194 |
16,734,425 |
1 |
0.161 |
0.067 |
| IDN |
5 |
2,995,037 |
2,995,037 |
1 |
1.000 |
0.012 |
| IND |
10 |
6,739,966 |
6,739,966 |
1 |
1.000 |
0.027 |
| JPN |
220 |
-3,086,616 |
72,027,747 |
1 |
-0.043 |
0.287 |
| MYS |
3 |
689,906 |
689,906 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,222,839 |
1,222,839 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,216 |
93,216 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-1,083,552 |
2,229,277 |
1 |
-0.486 |
0.009 |
| THA |
29 |
-5,550,377 |
10,213,211 |
1 |
-0.543 |
0.041 |
| TWN |
79 |
-4,027,429 |
13,012,112 |
1 |
-0.310 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-9,536,599 |
| 0 |
1 |
0 |
| 1 |
7 |
3,319,611 |
| CHN |
-1 |
292 |
-52,493,035 |
| 1 |
233 |
59,330,321 |
| HKG |
-1 |
53 |
-7,023,115 |
| 0 |
4 |
0 |
| 1 |
46 |
9,711,309 |
| IDN |
1 |
5 |
2,995,037 |
| IND |
1 |
10 |
6,739,966 |
| JPN |
-1 |
128 |
-37,557,182 |
| 0 |
10 |
0 |
| 1 |
82 |
34,470,565 |
| MYS |
1 |
3 |
689,906 |
| NZL |
-1 |
2 |
-1,222,839 |
| PHL |
1 |
1 |
93,216 |
| SGP |
-1 |
7 |
-1,656,415 |
| 1 |
2 |
572,863 |
| THA |
-1 |
22 |
-7,881,794 |
| 0 |
1 |
0 |
| 1 |
6 |
2,331,417 |
| TWN |
-1 |
55 |
-8,519,770 |
| 0 |
3 |
0 |
| 1 |
21 |
4,492,342 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-9,536,599 |
-9,536,599 |
-3,293,711 |
0.45 |
-0.127 |
-0.117 |
1,325,285 |
| 0 |
1 |
0 |
0 |
0 |
1.10 |
-0.079 |
-0.079 |
0 |
| 1 |
7 |
3,319,611 |
3,319,611 |
553,689 |
0.16 |
-0.000 |
0.003 |
29,132 |
| CHN |
-1 |
292 |
-52,493,035 |
-52,493,035 |
-76,716,134 |
1.67 |
-0.026 |
-0.024 |
1,872,737 |
| 1 |
233 |
59,330,321 |
59,330,321 |
81,889,193 |
1.50 |
0.130 |
0.128 |
9,338,184 |
| HKG |
-1 |
53 |
-7,023,115 |
-7,023,115 |
-9,789,163 |
1.77 |
0.008 |
0.011 |
269,419 |
| 0 |
4 |
0 |
0 |
0 |
1.31 |
0.113 |
0.116 |
0 |
| 1 |
46 |
9,711,309 |
9,711,309 |
11,040,672 |
1.60 |
0.121 |
0.122 |
1,230,075 |
| IDN |
1 |
5 |
2,995,037 |
2,995,037 |
40,754 |
0.02 |
0.052 |
0.095 |
131,856 |
| IND |
1 |
10 |
6,739,966 |
6,739,966 |
1,120,094 |
0.22 |
0.136 |
0.114 |
1,255,158 |
| JPN |
-1 |
128 |
-37,557,182 |
-37,557,182 |
-20,590,353 |
0.57 |
-0.100 |
-0.095 |
4,062,944 |
| 0 |
10 |
0 |
0 |
0 |
0.86 |
-0.025 |
-0.046 |
0 |
| 1 |
82 |
34,470,565 |
34,470,565 |
17,019,759 |
0.52 |
0.021 |
0.015 |
1,133,404 |
| MYS |
1 |
3 |
689,906 |
689,906 |
104,229 |
0.12 |
0.000 |
0.001 |
-125 |
| NZL |
-1 |
2 |
-1,222,839 |
-1,222,839 |
33,548 |
-0.07 |
-0.144 |
-0.144 |
203,245 |
| PHL |
1 |
1 |
93,216 |
93,216 |
22,907 |
0.25 |
0.183 |
0.183 |
17,076 |
| SGP |
-1 |
7 |
-1,656,415 |
-1,656,415 |
-752,519 |
0.37 |
-0.121 |
-0.089 |
259,200 |
| 1 |
2 |
572,863 |
572,863 |
109,941 |
0.24 |
-0.037 |
-0.037 |
-18,776 |
| THA |
-1 |
22 |
-7,881,794 |
-7,881,794 |
-1,244,547 |
0.22 |
-0.143 |
-0.151 |
1,127,352 |
| 0 |
1 |
0 |
0 |
0 |
0.41 |
-0.033 |
-0.033 |
0 |
| 1 |
6 |
2,331,417 |
2,331,417 |
296,062 |
0.21 |
0.027 |
0.031 |
70,066 |
| TWN |
-1 |
55 |
-8,519,770 |
-8,519,770 |
-4,153,665 |
0.53 |
-0.110 |
-0.107 |
1,058,770 |
| 0 |
3 |
0 |
0 |
0 |
0.32 |
-0.019 |
0.016 |
0 |
| 1 |
21 |
4,492,342 |
4,492,342 |
1,763,588 |
0.41 |
0.040 |
0.028 |
204,681 |