Generated at 16:03 on Tuesday 02/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
596 |
-126,365,945 |
| 0 |
16 |
0 |
| 1 |
413 |
124,835,419 |
|
target_notional |
| target_notional |
-1,530,526 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,197,380 |
-1,530,526 |
23,545,661 |
251,201,365 |
1 |
-0.013 |
-0.006 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,834,863 |
| 0 |
0 |
| 1 |
113,637,483 |
|
alpha_notional |
| alpha_notional |
23,545,661 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,593,847 |
| 0 |
0 |
| 1 |
13,951,814 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
38 |
-6,222,641 |
13,014,631 |
1 |
-0.478 |
0.052 |
| CHN |
525 |
6,837,286 |
111,823,356 |
1 |
0.061 |
0.445 |
| HKG |
100 |
2,356,659 |
16,647,706 |
1 |
0.142 |
0.066 |
| IDN |
5 |
2,981,231 |
2,981,231 |
1 |
1.000 |
0.012 |
| IND |
11 |
5,918,201 |
5,918,201 |
1 |
1.000 |
0.024 |
| JPN |
224 |
-2,214,858 |
72,390,649 |
1 |
-0.031 |
0.288 |
| MYS |
3 |
696,189 |
696,189 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,222,836 |
1,222,836 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
100,196 |
100,196 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-1,283,386 |
2,295,014 |
1 |
-0.559 |
0.009 |
| THA |
30 |
-5,324,648 |
11,084,228 |
1 |
-0.480 |
0.044 |
| TWN |
77 |
-4,151,921 |
13,027,127 |
1 |
-0.319 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-9,618,636 |
| 0 |
1 |
0 |
| 1 |
6 |
3,395,995 |
| CHN |
-1 |
292 |
-52,493,035 |
| 1 |
233 |
59,330,321 |
| HKG |
-1 |
51 |
-7,145,523 |
| 0 |
2 |
0 |
| 1 |
47 |
9,502,182 |
| IDN |
1 |
5 |
2,981,231 |
| IND |
0 |
1 |
0 |
| 1 |
10 |
5,918,201 |
| JPN |
-1 |
133 |
-37,302,753 |
| 0 |
12 |
0 |
| 1 |
79 |
35,087,895 |
| MYS |
1 |
3 |
696,189 |
| NZL |
-1 |
2 |
-1,222,836 |
| PHL |
1 |
1 |
100,196 |
| SGP |
-1 |
7 |
-1,789,200 |
| 1 |
2 |
505,814 |
| THA |
-1 |
24 |
-8,204,438 |
| 1 |
6 |
2,879,790 |
| TWN |
-1 |
56 |
-8,589,524 |
| 1 |
21 |
4,437,603 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-9,618,636 |
-9,618,636 |
-3,368,916 |
0.45 |
-0.122 |
-0.109 |
1,314,211 |
| 0 |
1 |
0 |
0 |
0 |
0.34 |
-0.073 |
-0.073 |
0 |
| 1 |
6 |
3,395,995 |
3,395,995 |
540,063 |
0.13 |
-0.008 |
-0.008 |
18,447 |
| CHN |
-1 |
292 |
-52,493,035 |
-52,493,035 |
-76,716,134 |
1.67 |
-0.019 |
-0.017 |
1,505,043 |
| 1 |
233 |
59,330,321 |
59,330,321 |
81,889,193 |
1.50 |
0.133 |
0.130 |
9,527,656 |
| HKG |
-1 |
51 |
-7,145,523 |
-7,145,523 |
-10,273,266 |
1.77 |
-0.000 |
0.002 |
328,830 |
| 0 |
2 |
0 |
0 |
0 |
1.75 |
0.004 |
0.004 |
0 |
| 1 |
47 |
9,502,182 |
9,502,182 |
10,926,935 |
1.58 |
0.107 |
0.107 |
1,218,235 |
| IDN |
1 |
5 |
2,981,231 |
2,981,231 |
44,539 |
0.02 |
0.062 |
0.093 |
280,457 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.28 |
-0.066 |
-0.066 |
0 |
| 1 |
10 |
5,918,201 |
5,918,201 |
895,578 |
0.20 |
0.108 |
0.078 |
1,179,960 |
| JPN |
-1 |
133 |
-37,302,753 |
-37,302,753 |
-20,327,979 |
0.57 |
-0.097 |
-0.094 |
3,844,001 |
| 0 |
12 |
0 |
0 |
0 |
0.62 |
-0.030 |
-0.027 |
0 |
| 1 |
79 |
35,087,895 |
35,087,895 |
17,025,401 |
0.50 |
0.021 |
0.015 |
1,334,881 |
| MYS |
1 |
3 |
696,189 |
696,189 |
105,131 |
0.12 |
-0.018 |
-0.010 |
-12,680 |
| NZL |
-1 |
2 |
-1,222,836 |
-1,222,836 |
33,624 |
-0.07 |
-0.141 |
-0.141 |
188,158 |
| PHL |
1 |
1 |
100,196 |
100,196 |
24,622 |
0.25 |
0.053 |
0.053 |
5,356 |
| SGP |
-1 |
7 |
-1,789,200 |
-1,789,200 |
-809,716 |
0.37 |
-0.113 |
-0.104 |
253,958 |
| 1 |
2 |
505,814 |
505,814 |
100,382 |
0.24 |
-0.019 |
-0.019 |
-10,383 |
| THA |
-1 |
24 |
-8,204,438 |
-8,204,438 |
-1,219,722 |
0.21 |
-0.130 |
-0.131 |
1,111,119 |
| 1 |
6 |
2,879,790 |
2,879,790 |
347,217 |
0.21 |
0.052 |
0.045 |
194,262 |
| TWN |
-1 |
56 |
-8,589,524 |
-8,589,524 |
-4,152,754 |
0.53 |
-0.106 |
-0.100 |
1,048,527 |
| 1 |
21 |
4,437,603 |
4,437,603 |
1,738,423 |
0.41 |
0.040 |
0.028 |
215,624 |