Generated at 15:43 on Wednesday 02/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
596 |
-124,810,420 |
| 0 |
35 |
0 |
| 1 |
417 |
123,918,728 |
|
target_notional |
| target_notional |
-891,692 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,625,215 |
-891,692 |
24,587,236 |
248,729,148 |
1 |
-0.007 |
-0.004 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,995,044 |
| 0 |
0 |
| 1 |
115,369,829 |
|
alpha_notional |
| alpha_notional |
24,587,236 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,143,195 |
| 0 |
0 |
| 1 |
14,444,041 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
39 |
-6,221,643 |
12,895,129 |
1 |
-0.482 |
0.052 |
| CHN |
553 |
8,310,406 |
113,992,126 |
1 |
0.073 |
0.458 |
| HKG |
98 |
2,369,915 |
16,326,204 |
1 |
0.145 |
0.066 |
| IDN |
5 |
2,990,492 |
2,990,492 |
1 |
1.000 |
0.012 |
| IND |
10 |
5,676,329 |
5,676,329 |
1 |
1.000 |
0.023 |
| JPN |
220 |
-2,187,655 |
67,708,379 |
1 |
-0.032 |
0.272 |
| MYS |
3 |
690,652 |
690,652 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,227,966 |
1,227,966 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
104,062 |
104,062 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-1,654,072 |
2,496,445 |
1 |
-0.663 |
0.010 |
| THA |
30 |
-5,357,890 |
11,323,302 |
1 |
-0.473 |
0.046 |
| TWN |
77 |
-4,384,323 |
13,298,060 |
1 |
-0.330 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-9,558,386 |
| 0 |
1 |
0 |
| 1 |
6 |
3,336,743 |
| CHN |
-1 |
299 |
-52,840,860 |
| 0 |
10 |
0 |
| 1 |
244 |
61,151,266 |
| HKG |
-1 |
50 |
-6,978,144 |
| 0 |
1 |
0 |
| 1 |
47 |
9,348,060 |
| IDN |
1 |
5 |
2,990,492 |
| IND |
0 |
2 |
0 |
| 1 |
8 |
5,676,329 |
| JPN |
-1 |
127 |
-34,948,017 |
| 0 |
19 |
0 |
| 1 |
74 |
32,760,362 |
| MYS |
1 |
3 |
690,652 |
| NZL |
-1 |
2 |
-1,227,966 |
| PHL |
1 |
1 |
104,062 |
| SGP |
-1 |
8 |
-2,075,259 |
| 1 |
2 |
421,187 |
| THA |
-1 |
23 |
-8,340,596 |
| 0 |
1 |
0 |
| 1 |
6 |
2,982,706 |
| TWN |
-1 |
55 |
-8,841,192 |
| 0 |
1 |
0 |
| 1 |
21 |
4,456,868 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-9,558,386 |
-9,558,386 |
-3,381,746 |
0.46 |
-0.127 |
-0.122 |
1,363,763 |
| 0 |
1 |
0 |
0 |
0 |
0.14 |
-0.048 |
-0.048 |
0 |
| 1 |
6 |
3,336,743 |
3,336,743 |
532,678 |
0.14 |
0.010 |
0.007 |
36,013 |
| CHN |
-1 |
299 |
-52,840,860 |
-52,840,860 |
-78,364,576 |
1.69 |
-0.023 |
-0.023 |
2,060,922 |
| 0 |
10 |
0 |
0 |
0 |
1.46 |
0.083 |
0.079 |
0 |
| 1 |
244 |
61,151,266 |
61,151,266 |
85,331,586 |
1.50 |
0.140 |
0.135 |
10,336,904 |
| HKG |
-1 |
50 |
-6,978,144 |
-6,978,144 |
-9,987,098 |
1.78 |
0.006 |
0.009 |
270,351 |
| 0 |
1 |
0 |
0 |
0 |
1.35 |
0.074 |
0.074 |
0 |
| 1 |
47 |
9,348,060 |
9,348,060 |
10,792,378 |
1.58 |
0.107 |
0.101 |
1,153,468 |
| IDN |
1 |
5 |
2,990,492 |
2,990,492 |
43,124 |
0.02 |
0.070 |
0.082 |
191,523 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.35 |
-0.011 |
-0.011 |
0 |
| 1 |
8 |
5,676,329 |
5,676,329 |
854,437 |
0.17 |
0.143 |
0.140 |
1,221,840 |
| JPN |
-1 |
127 |
-34,948,017 |
-34,948,017 |
-18,854,659 |
0.58 |
-0.098 |
-0.096 |
3,659,778 |
| 0 |
19 |
0 |
0 |
0 |
0.50 |
-0.037 |
-0.042 |
0 |
| 1 |
74 |
32,760,362 |
32,760,362 |
15,496,271 |
0.52 |
0.023 |
0.014 |
1,208,195 |
| MYS |
1 |
3 |
690,652 |
690,652 |
104,697 |
0.12 |
-0.030 |
-0.022 |
-13,900 |
| NZL |
-1 |
2 |
-1,227,966 |
-1,227,966 |
33,741 |
-0.07 |
-0.129 |
-0.129 |
182,830 |
| PHL |
1 |
1 |
104,062 |
104,062 |
25,572 |
0.25 |
0.024 |
0.024 |
2,529 |
| SGP |
-1 |
8 |
-2,075,259 |
-2,075,259 |
-915,790 |
0.37 |
-0.118 |
-0.099 |
312,602 |
| 1 |
2 |
421,187 |
421,187 |
81,354 |
0.24 |
-0.038 |
-0.038 |
-14,363 |
| THA |
-1 |
23 |
-8,340,596 |
-8,340,596 |
-1,250,765 |
0.20 |
-0.128 |
-0.121 |
1,199,707 |
| 0 |
1 |
0 |
0 |
0 |
0.41 |
-0.148 |
-0.148 |
0 |
| 1 |
6 |
2,982,706 |
2,982,706 |
363,386 |
0.21 |
0.052 |
0.031 |
188,484 |
| TWN |
-1 |
55 |
-8,841,192 |
-8,841,192 |
-4,274,150 |
0.53 |
-0.105 |
-0.095 |
1,093,242 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.225 |
-0.225 |
0 |
| 1 |
21 |
4,456,868 |
4,456,868 |
1,744,346 |
0.41 |
0.029 |
0.023 |
133,349 |