Generated at 15:17 on Monday 02/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
559 |
-125,694,516 |
| 0 |
19 |
0 |
| 1 |
414 |
125,339,789 |
|
target_notional |
| target_notional |
-354,727 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,686,735 |
-354,727 |
25,658,338 |
251,034,306 |
1 |
-0.007 |
-0.001 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,482,623 |
| 0 |
0 |
| 1 |
116,795,889 |
|
alpha_notional |
| alpha_notional |
25,658,338 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,520,594 |
| 0 |
0 |
| 1 |
14,137,745 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-6,229,871 |
15,226,511 |
1 |
-0.409 |
0.061 |
| CHN |
511 |
9,531,013 |
114,470,481 |
1 |
0.083 |
0.456 |
| HKG |
95 |
2,309,403 |
16,729,562 |
1 |
0.138 |
0.067 |
| IDN |
7 |
3,574,020 |
3,574,020 |
1 |
1.000 |
0.014 |
| IND |
9 |
5,960,993 |
5,960,993 |
1 |
1.000 |
0.024 |
| JPN |
203 |
-1,608,353 |
63,907,710 |
1 |
-0.025 |
0.255 |
| MYS |
3 |
694,943 |
694,943 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,216,766 |
1,216,766 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,787 |
95,787 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,925,934 |
3,925,934 |
1 |
-1.000 |
0.016 |
| THA |
29 |
-5,522,870 |
12,291,662 |
1 |
-0.449 |
0.049 |
| TWN |
76 |
-4,017,091 |
12,939,937 |
1 |
-0.310 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,728,191 |
| 0 |
1 |
0 |
| 1 |
10 |
4,498,320 |
| CHN |
-1 |
263 |
-52,469,734 |
| 0 |
14 |
0 |
| 1 |
234 |
62,000,747 |
| HKG |
-1 |
47 |
-7,210,079 |
| 0 |
2 |
0 |
| 1 |
46 |
9,519,482 |
| IDN |
1 |
7 |
3,574,020 |
| IND |
1 |
9 |
5,960,993 |
| JPN |
-1 |
126 |
-32,758,031 |
| 1 |
77 |
31,149,678 |
| MYS |
1 |
3 |
694,943 |
| NZL |
-1 |
1 |
-1,216,766 |
| PHL |
1 |
1 |
95,787 |
| SGP |
-1 |
11 |
-3,925,934 |
| 0 |
1 |
0 |
| THA |
-1 |
23 |
-8,907,266 |
| 1 |
6 |
3,384,396 |
| TWN |
-1 |
54 |
-8,478,514 |
| 0 |
1 |
0 |
| 1 |
21 |
4,461,423 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-10,728,191 |
-10,728,191 |
-3,342,985 |
0.44 |
-0.134 |
-0.131 |
1,605,456 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.076 |
-0.076 |
0 |
| 1 |
10 |
4,498,320 |
4,498,320 |
707,925 |
0.20 |
-0.007 |
-0.007 |
83,536 |
| CHN |
-1 |
263 |
-52,469,734 |
-52,469,734 |
-81,140,939 |
1.69 |
-0.030 |
-0.027 |
2,962,155 |
| 0 |
14 |
0 |
0 |
0 |
1.66 |
0.043 |
0.046 |
0 |
| 1 |
234 |
62,000,747 |
62,000,747 |
87,761,492 |
1.50 |
0.139 |
0.133 |
10,457,609 |
| HKG |
-1 |
47 |
-7,210,079 |
-7,210,079 |
-10,367,198 |
1.76 |
0.010 |
0.016 |
273,658 |
| 0 |
2 |
0 |
0 |
0 |
1.43 |
0.018 |
0.018 |
0 |
| 1 |
46 |
9,519,482 |
9,519,482 |
11,164,349 |
1.60 |
0.120 |
0.107 |
1,311,135 |
| IDN |
1 |
7 |
3,574,020 |
3,574,020 |
17,837 |
0.01 |
0.091 |
0.100 |
157,954 |
| IND |
1 |
9 |
5,960,993 |
5,960,993 |
876,835 |
0.21 |
0.113 |
0.129 |
1,026,996 |
| JPN |
-1 |
126 |
-32,758,031 |
-32,758,031 |
-16,969,085 |
0.56 |
-0.098 |
-0.103 |
3,626,481 |
| 1 |
77 |
31,149,678 |
31,149,678 |
13,942,039 |
0.54 |
0.014 |
0.014 |
897,974 |
| MYS |
1 |
3 |
694,943 |
694,943 |
106,044 |
0.12 |
-0.022 |
-0.028 |
-22,187 |
| NZL |
-1 |
1 |
-1,216,766 |
-1,216,766 |
30,716 |
-0.03 |
-0.182 |
-0.182 |
222,001 |
| PHL |
1 |
1 |
95,787 |
95,787 |
23,539 |
0.25 |
0.133 |
0.133 |
12,720 |
| SGP |
-1 |
11 |
-3,925,934 |
-3,925,934 |
-1,459,960 |
0.32 |
-0.134 |
-0.119 |
619,791 |
| 0 |
1 |
0 |
0 |
0 |
0.13 |
-0.073 |
-0.073 |
0 |
| THA |
-1 |
23 |
-8,907,266 |
-8,907,266 |
-1,306,470 |
0.17 |
-0.125 |
-0.122 |
1,125,720 |
| 1 |
6 |
3,384,396 |
3,384,396 |
448,921 |
0.21 |
0.027 |
0.018 |
99,118 |
| TWN |
-1 |
54 |
-8,478,514 |
-8,478,514 |
-3,926,703 |
0.51 |
-0.111 |
-0.108 |
1,085,331 |
| 0 |
1 |
0 |
0 |
0 |
0.22 |
-0.176 |
-0.176 |
0 |
| 1 |
21 |
4,461,423 |
4,461,423 |
1,746,909 |
0.41 |
0.021 |
0.014 |
112,890 |