Generated at 15:19 on Wednesday 02/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
551 |
-125,411,251 |
| 0 |
23 |
0 |
| 1 |
415 |
124,017,637 |
|
target_notional |
| target_notional |
-1,393,614 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,506,585 |
-1,393,614 |
25,825,165 |
249,428,887 |
1 |
-0.010 |
-0.006 |
0.104 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,552,123 |
| 0 |
0 |
| 1 |
116,045,538 |
|
alpha_notional |
| alpha_notional |
25,825,165 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,766,157 |
| 0 |
0 |
| 1 |
14,059,008 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-6,226,479 |
14,819,107 |
1 |
-0.420 |
0.059 |
| CHN |
505 |
8,533,344 |
115,035,602 |
1 |
0.074 |
0.461 |
| HKG |
93 |
2,975,031 |
16,708,143 |
1 |
0.178 |
0.067 |
| IDN |
8 |
3,694,190 |
3,694,190 |
1 |
1.000 |
0.015 |
| IND |
9 |
5,469,288 |
5,469,288 |
1 |
1.000 |
0.022 |
| JPN |
210 |
-1,203,933 |
62,891,725 |
1 |
-0.019 |
0.252 |
| MYS |
3 |
697,539 |
697,539 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,866 |
1,222,866 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,379 |
93,379 |
1 |
1.000 |
0.000 |
| SGP |
11 |
-3,928,832 |
3,928,832 |
1 |
-1.000 |
0.016 |
| THA |
29 |
-5,744,764 |
12,219,038 |
1 |
-0.470 |
0.049 |
| TWN |
74 |
-4,529,511 |
12,649,179 |
1 |
-0.358 |
0.051 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-10,522,793 |
| 0 |
3 |
0 |
| 1 |
11 |
4,296,314 |
| CHN |
-1 |
265 |
-53,251,129 |
| 0 |
6 |
0 |
| 1 |
234 |
61,784,473 |
| HKG |
-1 |
47 |
-6,866,556 |
| 1 |
46 |
9,841,587 |
| IDN |
1 |
8 |
3,694,190 |
| IND |
1 |
9 |
5,469,288 |
| JPN |
-1 |
122 |
-32,047,829 |
| 0 |
12 |
0 |
| 1 |
76 |
30,843,896 |
| MYS |
1 |
3 |
697,539 |
| NZL |
-1 |
1 |
-1,222,866 |
| PHL |
1 |
1 |
93,379 |
| SGP |
-1 |
11 |
-3,928,832 |
| THA |
-1 |
23 |
-8,981,901 |
| 1 |
6 |
3,237,137 |
| TWN |
-1 |
51 |
-8,589,345 |
| 0 |
2 |
0 |
| 1 |
21 |
4,059,834 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-10,522,793 |
-10,522,793 |
-3,074,206 |
0.38 |
-0.136 |
-0.125 |
1,548,327 |
| 0 |
3 |
0 |
0 |
0 |
1.07 |
-0.108 |
-0.111 |
0 |
| 1 |
11 |
4,296,314 |
4,296,314 |
741,767 |
0.32 |
-0.042 |
-0.019 |
-9,837 |
| CHN |
-1 |
265 |
-53,251,129 |
-53,251,129 |
-82,083,154 |
1.69 |
-0.033 |
-0.031 |
2,992,969 |
| 0 |
6 |
0 |
0 |
0 |
1.33 |
0.045 |
0.055 |
0 |
| 1 |
234 |
61,784,473 |
61,784,473 |
87,044,093 |
1.52 |
0.137 |
0.132 |
10,328,330 |
| HKG |
-1 |
47 |
-6,866,556 |
-6,866,556 |
-9,712,521 |
1.76 |
0.015 |
0.015 |
218,360 |
| 1 |
46 |
9,841,587 |
9,841,587 |
11,773,291 |
1.60 |
0.113 |
0.118 |
1,389,892 |
| IDN |
1 |
8 |
3,694,190 |
3,694,190 |
8,709 |
-0.07 |
0.074 |
0.079 |
224,869 |
| IND |
1 |
9 |
5,469,288 |
5,469,288 |
850,351 |
0.21 |
0.112 |
0.105 |
846,772 |
| JPN |
-1 |
122 |
-32,047,829 |
-32,047,829 |
-16,980,170 |
0.56 |
-0.106 |
-0.100 |
3,734,891 |
| 0 |
12 |
0 |
0 |
0 |
0.41 |
-0.044 |
-0.039 |
0 |
| 1 |
76 |
30,843,896 |
30,843,896 |
13,576,246 |
0.54 |
0.016 |
0.011 |
1,063,662 |
| MYS |
1 |
3 |
697,539 |
697,539 |
106,434 |
0.12 |
-0.017 |
-0.021 |
-17,758 |
| NZL |
-1 |
1 |
-1,222,866 |
-1,222,866 |
30,870 |
-0.03 |
-0.190 |
-0.190 |
232,818 |
| PHL |
1 |
1 |
93,379 |
93,379 |
22,947 |
0.25 |
0.126 |
0.126 |
11,756 |
| SGP |
-1 |
11 |
-3,928,832 |
-3,928,832 |
-1,489,939 |
0.32 |
-0.129 |
-0.108 |
605,428 |
| THA |
-1 |
23 |
-8,981,901 |
-8,981,901 |
-1,328,739 |
0.17 |
-0.133 |
-0.125 |
1,188,295 |
| 1 |
6 |
3,237,137 |
3,237,137 |
394,201 |
0.21 |
0.010 |
0.016 |
65,221 |
| TWN |
-1 |
51 |
-8,589,345 |
-8,589,345 |
-3,914,265 |
0.50 |
-0.117 |
-0.114 |
1,245,069 |
| 0 |
2 |
0 |
0 |
0 |
0.83 |
-0.118 |
-0.118 |
0 |
| 1 |
21 |
4,059,834 |
4,059,834 |
1,527,501 |
0.41 |
0.028 |
0.015 |
156,099 |