Generated at 16:42 on Tuesday 02/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
565 |
-126,073,753 |
| 0 |
28 |
0 |
| 1 |
410 |
124,236,435 |
|
target_notional |
| target_notional |
-1,837,318 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,335,604 |
-1,837,318 |
25,843,351 |
250,310,188 |
1 |
-0.013 |
-0.007 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-119,065,828 |
| 0 |
0 |
| 1 |
115,730,225 |
|
alpha_notional |
| alpha_notional |
25,843,351 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,865,631 |
| 0 |
0 |
| 1 |
13,977,720 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-6,222,737 |
15,305,167 |
1 |
-0.407 |
0.061 |
| CHN |
506 |
7,781,906 |
115,739,154 |
1 |
0.067 |
0.462 |
| HKG |
93 |
3,133,439 |
16,676,361 |
1 |
0.188 |
0.067 |
| IDN |
8 |
3,646,298 |
3,646,298 |
1 |
1.000 |
0.015 |
| IND |
9 |
5,729,996 |
5,729,996 |
1 |
1.000 |
0.023 |
| JPN |
220 |
-1,600,819 |
62,216,240 |
1 |
-0.026 |
0.249 |
| MYS |
3 |
690,279 |
690,279 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,876 |
1,222,876 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
91,224 |
91,224 |
1 |
1.000 |
0.000 |
| SGP |
11 |
-3,926,316 |
3,926,316 |
1 |
-1.000 |
0.016 |
| THA |
29 |
-5,518,840 |
12,377,838 |
1 |
-0.446 |
0.049 |
| TWN |
76 |
-4,418,874 |
12,688,440 |
1 |
-0.348 |
0.051 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,763,952 |
| 0 |
2 |
0 |
| 1 |
10 |
4,541,215 |
| CHN |
-1 |
266 |
-53,978,624 |
| 0 |
6 |
0 |
| 1 |
234 |
61,760,530 |
| HKG |
-1 |
47 |
-6,771,461 |
| 1 |
46 |
9,904,900 |
| IDN |
1 |
8 |
3,646,298 |
| IND |
0 |
1 |
0 |
| 1 |
8 |
5,729,996 |
| JPN |
-1 |
130 |
-31,908,529 |
| 0 |
17 |
0 |
| 1 |
73 |
30,307,711 |
| MYS |
1 |
3 |
690,279 |
| NZL |
-1 |
1 |
-1,222,876 |
| PHL |
1 |
1 |
91,224 |
| SGP |
-1 |
11 |
-3,926,316 |
| THA |
-1 |
23 |
-8,948,339 |
| 1 |
6 |
3,429,499 |
| TWN |
-1 |
53 |
-8,553,657 |
| 0 |
2 |
0 |
| 1 |
21 |
4,134,783 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-10,763,952 |
-10,763,952 |
-3,253,293 |
0.44 |
-0.133 |
-0.127 |
1,523,816 |
| 0 |
2 |
0 |
0 |
0 |
-0.02 |
-0.048 |
-0.048 |
0 |
| 1 |
10 |
4,541,215 |
4,541,215 |
746,705 |
0.28 |
-0.005 |
-0.002 |
19,354 |
| CHN |
-1 |
266 |
-53,978,624 |
-53,978,624 |
-82,813,217 |
1.69 |
-0.035 |
-0.032 |
3,180,230 |
| 0 |
6 |
0 |
0 |
0 |
1.68 |
0.002 |
0.026 |
0 |
| 1 |
234 |
61,760,530 |
61,760,530 |
87,004,662 |
1.51 |
0.136 |
0.131 |
10,241,415 |
| HKG |
-1 |
47 |
-6,771,461 |
-6,771,461 |
-9,535,113 |
1.76 |
0.023 |
0.025 |
171,917 |
| 1 |
46 |
9,904,900 |
9,904,900 |
11,689,537 |
1.60 |
0.128 |
0.113 |
1,534,541 |
| IDN |
1 |
8 |
3,646,298 |
3,646,298 |
8,683 |
-0.07 |
0.090 |
0.096 |
196,904 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.31 |
0.017 |
0.017 |
0 |
| 1 |
8 |
5,729,996 |
5,729,996 |
851,108 |
0.20 |
0.114 |
0.107 |
924,004 |
| JPN |
-1 |
130 |
-31,908,529 |
-31,908,529 |
-16,765,785 |
0.55 |
-0.107 |
-0.106 |
3,847,708 |
| 0 |
17 |
0 |
0 |
0 |
0.60 |
-0.024 |
-0.030 |
0 |
| 1 |
73 |
30,307,711 |
30,307,711 |
13,279,342 |
0.53 |
0.012 |
0.010 |
895,723 |
| MYS |
1 |
3 |
690,279 |
690,279 |
105,332 |
0.12 |
-0.017 |
-0.024 |
-19,085 |
| NZL |
-1 |
1 |
-1,222,876 |
-1,222,876 |
30,871 |
-0.03 |
-0.182 |
-0.182 |
223,096 |
| PHL |
1 |
1 |
91,224 |
91,224 |
22,417 |
0.25 |
0.201 |
0.201 |
18,350 |
| SGP |
-1 |
11 |
-3,926,316 |
-3,926,316 |
-1,463,880 |
0.32 |
-0.131 |
-0.107 |
595,103 |
| THA |
-1 |
23 |
-8,948,339 |
-8,948,339 |
-1,306,071 |
0.17 |
-0.135 |
-0.125 |
1,179,361 |
| 1 |
6 |
3,429,499 |
3,429,499 |
455,816 |
0.21 |
0.002 |
0.001 |
44,732 |
| TWN |
-1 |
53 |
-8,553,657 |
-8,553,657 |
-3,959,339 |
0.51 |
-0.116 |
-0.117 |
1,144,400 |
| 0 |
2 |
0 |
0 |
0 |
0.50 |
-0.009 |
-0.009 |
0 |
| 1 |
21 |
4,134,783 |
4,134,783 |
1,566,622 |
0.41 |
0.021 |
0.009 |
121,782 |