Generated at 15:17 on Sunday 02/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
570 |
-124,428,144 |
| 0 |
30 |
0 |
| 1 |
415 |
124,124,347 |
|
target_notional |
| target_notional |
-303,797 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,957,437 |
-303,797 |
25,536,344 |
248,552,492 |
1 |
-0.008 |
-0.001 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,137,222 |
| 0 |
0 |
| 1 |
116,179,785 |
|
alpha_notional |
| alpha_notional |
25,536,344 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,268,844 |
| 0 |
0 |
| 1 |
14,267,500 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-6,220,848 |
13,641,784 |
1 |
-0.456 |
0.055 |
| CHN |
524 |
9,766,239 |
114,381,007 |
1 |
0.085 |
0.460 |
| HKG |
96 |
2,199,425 |
16,665,504 |
1 |
0.132 |
0.067 |
| IDN |
7 |
3,352,512 |
3,352,512 |
1 |
1.000 |
0.013 |
| IND |
9 |
5,707,202 |
5,707,202 |
1 |
1.000 |
0.023 |
| JPN |
213 |
-1,447,985 |
63,629,430 |
1 |
-0.023 |
0.256 |
| MYS |
3 |
693,302 |
693,302 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,219,276 |
1,219,276 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
98,425 |
98,425 |
1 |
1.000 |
0.000 |
| SGP |
13 |
-3,831,865 |
3,920,664 |
1 |
-0.977 |
0.016 |
| THA |
27 |
-5,357,438 |
12,221,782 |
1 |
-0.438 |
0.049 |
| TWN |
76 |
-4,043,491 |
13,021,602 |
1 |
-0.311 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-9,931,316 |
| 0 |
1 |
0 |
| 1 |
8 |
3,710,468 |
| CHN |
-1 |
272 |
-52,307,384 |
| 0 |
15 |
0 |
| 1 |
237 |
62,073,623 |
| HKG |
-1 |
49 |
-7,233,039 |
| 0 |
1 |
0 |
| 1 |
46 |
9,432,464 |
| IDN |
1 |
7 |
3,352,512 |
| IND |
1 |
9 |
5,707,202 |
| JPN |
-1 |
126 |
-32,538,708 |
| 0 |
11 |
0 |
| 1 |
76 |
31,090,723 |
| MYS |
1 |
3 |
693,302 |
| NZL |
-1 |
1 |
-1,219,276 |
| 0 |
1 |
0 |
| PHL |
1 |
1 |
98,425 |
| SGP |
-1 |
11 |
-3,876,264 |
| 0 |
1 |
0 |
| 1 |
1 |
44,400 |
| THA |
-1 |
21 |
-8,789,610 |
| 1 |
6 |
3,432,172 |
| TWN |
-1 |
55 |
-8,532,547 |
| 1 |
21 |
4,489,056 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-9,931,316 |
-9,931,316 |
-3,373,021 |
0.43 |
-0.128 |
-0.126 |
1,404,741 |
| 0 |
1 |
0 |
0 |
0 |
0.12 |
-0.124 |
-0.124 |
0 |
| 1 |
8 |
3,710,468 |
3,710,468 |
600,987 |
0.15 |
-0.003 |
-0.009 |
35,134 |
| CHN |
-1 |
272 |
-52,307,384 |
-52,307,384 |
-80,970,513 |
1.70 |
-0.030 |
-0.026 |
2,851,868 |
| 0 |
15 |
0 |
0 |
0 |
1.33 |
0.044 |
0.068 |
0 |
| 1 |
237 |
62,073,623 |
62,073,623 |
87,417,448 |
1.50 |
0.136 |
0.132 |
10,396,341 |
| HKG |
-1 |
49 |
-7,233,039 |
-7,233,039 |
-10,371,978 |
1.74 |
0.016 |
0.021 |
273,650 |
| 0 |
1 |
0 |
0 |
0 |
1.34 |
0.026 |
0.026 |
0 |
| 1 |
46 |
9,432,464 |
9,432,464 |
11,015,491 |
1.60 |
0.125 |
0.117 |
1,285,484 |
| IDN |
1 |
7 |
3,352,512 |
3,352,512 |
27,113 |
0.01 |
0.068 |
0.079 |
41,731 |
| IND |
1 |
9 |
5,707,202 |
5,707,202 |
861,889 |
0.21 |
0.129 |
0.133 |
1,187,839 |
| JPN |
-1 |
126 |
-32,538,708 |
-32,538,708 |
-16,791,041 |
0.56 |
-0.096 |
-0.099 |
3,527,443 |
| 0 |
11 |
0 |
0 |
0 |
0.66 |
-0.030 |
-0.031 |
0 |
| 1 |
76 |
31,090,723 |
31,090,723 |
13,909,539 |
0.54 |
0.021 |
0.017 |
1,059,491 |
| MYS |
1 |
3 |
693,302 |
693,302 |
105,773 |
0.12 |
-0.033 |
-0.031 |
-25,909 |
| NZL |
-1 |
1 |
-1,219,276 |
-1,219,276 |
30,780 |
-0.03 |
-0.178 |
-0.178 |
217,355 |
| 0 |
1 |
0 |
0 |
0 |
-0.11 |
-0.144 |
-0.144 |
0 |
| PHL |
1 |
1 |
98,425 |
98,425 |
24,187 |
0.25 |
0.128 |
0.128 |
12,585 |
| SGP |
-1 |
11 |
-3,876,264 |
-3,876,264 |
-1,453,124 |
0.32 |
-0.129 |
-0.105 |
573,955 |
| 0 |
1 |
0 |
0 |
0 |
0.34 |
-0.118 |
-0.118 |
0 |
| 1 |
1 |
44,400 |
44,400 |
5,967 |
0.13 |
-0.071 |
-0.071 |
-3,151 |
| THA |
-1 |
21 |
-8,789,610 |
-8,789,610 |
-1,261,245 |
0.19 |
-0.134 |
-0.124 |
1,276,584 |
| 1 |
6 |
3,432,172 |
3,432,172 |
453,598 |
0.21 |
0.035 |
0.018 |
158,148 |
| TWN |
-1 |
55 |
-8,532,547 |
-8,532,547 |
-3,947,081 |
0.50 |
-0.118 |
-0.118 |
1,143,248 |
| 1 |
21 |
4,489,056 |
4,489,056 |
1,757,793 |
0.41 |
0.019 |
0.006 |
119,806 |