Generated at 15:34 on Thursday 02/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
577 |
-124,497,887 |
| 0 |
30 |
0 |
| 1 |
415 |
124,298,664 |
|
target_notional |
| target_notional |
-199,223 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,779,375 |
-199,223 |
25,371,920 |
248,796,551 |
1 |
-0.007 |
-0.001 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,243,289 |
| 0 |
0 |
| 1 |
116,463,915 |
|
alpha_notional |
| alpha_notional |
25,371,920 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,773,632 |
| 0 |
0 |
| 1 |
14,598,288 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
41 |
-6,215,432 |
12,975,594 |
1 |
-0.479 |
0.052 |
| CHN |
541 |
9,388,711 |
114,448,225 |
1 |
0.082 |
0.460 |
| HKG |
98 |
2,179,835 |
16,633,567 |
1 |
0.131 |
0.067 |
| IDN |
5 |
3,019,046 |
3,019,046 |
1 |
1.000 |
0.012 |
| IND |
8 |
5,542,457 |
5,542,457 |
1 |
1.000 |
0.022 |
| JPN |
207 |
-2,216,991 |
66,545,714 |
1 |
-0.033 |
0.267 |
| MYS |
3 |
690,904 |
690,904 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,222,882 |
1,222,882 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
102,121 |
102,121 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-2,179,072 |
2,639,092 |
1 |
-0.826 |
0.011 |
| THA |
29 |
-5,269,086 |
11,973,934 |
1 |
-0.440 |
0.048 |
| TWN |
77 |
-4,018,834 |
13,003,016 |
1 |
-0.309 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-9,595,513 |
| 1 |
6 |
3,380,081 |
| CHN |
-1 |
283 |
-52,529,757 |
| 0 |
16 |
0 |
| 1 |
242 |
61,918,468 |
| HKG |
-1 |
51 |
-7,226,866 |
| 0 |
1 |
0 |
| 1 |
46 |
9,406,701 |
| IDN |
1 |
5 |
3,019,046 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
5,542,457 |
| JPN |
-1 |
124 |
-34,381,352 |
| 0 |
7 |
0 |
| 1 |
76 |
32,164,361 |
| MYS |
1 |
3 |
690,904 |
| NZL |
-1 |
2 |
-1,222,882 |
| PHL |
1 |
1 |
102,121 |
| SGP |
-1 |
8 |
-2,409,082 |
| 1 |
2 |
230,010 |
| THA |
-1 |
20 |
-8,621,510 |
| 0 |
3 |
0 |
| 1 |
6 |
3,352,424 |
| TWN |
-1 |
54 |
-8,510,925 |
| 0 |
2 |
0 |
| 1 |
21 |
4,492,091 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-9,595,513 |
-9,595,513 |
-3,444,580 |
0.43 |
-0.130 |
-0.120 |
1,379,529 |
| 1 |
6 |
3,380,081 |
3,380,081 |
539,483 |
0.14 |
0.006 |
0.001 |
18,360 |
| CHN |
-1 |
283 |
-52,529,757 |
-52,529,757 |
-79,900,708 |
1.69 |
-0.023 |
-0.025 |
2,415,880 |
| 0 |
16 |
0 |
0 |
0 |
1.61 |
0.026 |
0.030 |
0 |
| 1 |
242 |
61,918,468 |
61,918,468 |
86,907,044 |
1.50 |
0.144 |
0.139 |
10,857,406 |
| HKG |
-1 |
51 |
-7,226,866 |
-7,226,866 |
-10,347,924 |
1.76 |
0.004 |
0.005 |
329,013 |
| 0 |
1 |
0 |
0 |
0 |
0.73 |
-0.008 |
-0.008 |
0 |
| 1 |
46 |
9,406,701 |
9,406,701 |
10,931,900 |
1.60 |
0.109 |
0.107 |
1,116,659 |
| IDN |
1 |
5 |
3,019,046 |
3,019,046 |
36,779 |
0.02 |
0.088 |
0.095 |
192,708 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.042 |
0.042 |
0 |
| 1 |
7 |
5,542,457 |
5,542,457 |
835,718 |
0.16 |
0.130 |
0.134 |
1,026,888 |
| JPN |
-1 |
124 |
-34,381,352 |
-34,381,352 |
-18,364,634 |
0.57 |
-0.104 |
-0.102 |
3,762,787 |
| 0 |
7 |
0 |
0 |
0 |
0.51 |
-0.028 |
-0.032 |
0 |
| 1 |
76 |
32,164,361 |
32,164,361 |
14,848,280 |
0.54 |
0.019 |
0.012 |
982,510 |
| MYS |
1 |
3 |
690,904 |
690,904 |
105,095 |
0.12 |
-0.033 |
-0.022 |
-18,800 |
| NZL |
-1 |
2 |
-1,222,882 |
-1,222,882 |
32,556 |
-0.07 |
-0.138 |
-0.138 |
192,324 |
| PHL |
1 |
1 |
102,121 |
102,121 |
25,095 |
0.25 |
0.064 |
0.064 |
6,498 |
| SGP |
-1 |
8 |
-2,409,082 |
-2,409,082 |
-1,057,289 |
0.37 |
-0.126 |
-0.104 |
372,308 |
| 1 |
2 |
230,010 |
230,010 |
40,288 |
0.24 |
-0.053 |
-0.053 |
-10,472 |
| THA |
-1 |
20 |
-8,621,510 |
-8,621,510 |
-1,209,819 |
0.18 |
-0.118 |
-0.113 |
1,205,709 |
| 0 |
3 |
0 |
0 |
0 |
0.35 |
-0.107 |
-0.104 |
0 |
| 1 |
6 |
3,352,424 |
3,352,424 |
437,378 |
0.21 |
0.069 |
0.037 |
309,309 |
| TWN |
-1 |
54 |
-8,510,925 |
-8,510,925 |
-3,950,890 |
0.51 |
-0.110 |
-0.108 |
1,116,082 |
| 0 |
2 |
0 |
0 |
0 |
0.82 |
-0.108 |
-0.108 |
0 |
| 1 |
21 |
4,492,091 |
4,492,091 |
1,756,854 |
0.41 |
0.026 |
0.025 |
117,221 |