Generated at 15:20 on Thursday 02/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
557 |
-125,885,725 |
| 0 |
22 |
0 |
| 1 |
414 |
124,196,234 |
|
target_notional |
| target_notional |
-1,689,491 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,788,602 |
-1,689,491 |
25,685,477 |
250,081,959 |
1 |
-0.015 |
-0.007 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-119,792,205 |
| 0 |
0 |
| 1 |
116,003,603 |
|
alpha_notional |
| alpha_notional |
25,685,477 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,912,754 |
| 0 |
0 |
| 1 |
13,772,723 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
44 |
-6,217,048 |
14,331,004 |
1 |
-0.434 |
0.057 |
| CHN |
512 |
8,504,648 |
115,864,397 |
1 |
0.073 |
0.463 |
| HKG |
94 |
2,636,489 |
16,386,347 |
1 |
0.161 |
0.066 |
| IDN |
8 |
3,662,357 |
3,662,357 |
1 |
1.000 |
0.015 |
| IND |
9 |
5,866,516 |
5,866,516 |
1 |
1.000 |
0.023 |
| JPN |
208 |
-1,922,145 |
64,161,626 |
1 |
-0.030 |
0.257 |
| MYS |
3 |
692,418 |
692,418 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,877 |
1,222,877 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
97,371 |
97,371 |
1 |
1.000 |
0.000 |
| SGP |
11 |
-3,927,919 |
3,927,919 |
1 |
-1.000 |
0.016 |
| THA |
29 |
-5,203,657 |
11,005,913 |
1 |
-0.473 |
0.044 |
| TWN |
73 |
-4,655,645 |
12,863,212 |
1 |
-0.362 |
0.051 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,274,026 |
| 0 |
1 |
0 |
| 1 |
11 |
4,056,978 |
| CHN |
-1 |
269 |
-53,679,875 |
| 0 |
6 |
0 |
| 1 |
237 |
62,184,522 |
| HKG |
-1 |
48 |
-6,874,929 |
| 0 |
1 |
0 |
| 1 |
45 |
9,511,418 |
| IDN |
1 |
8 |
3,662,357 |
| IND |
1 |
9 |
5,866,516 |
| JPN |
-1 |
124 |
-33,041,885 |
| 0 |
11 |
0 |
| 1 |
73 |
31,119,740 |
| MYS |
1 |
3 |
692,418 |
| NZL |
-1 |
1 |
-1,222,877 |
| PHL |
1 |
1 |
97,371 |
| SGP |
-1 |
10 |
-3,927,919 |
| 0 |
1 |
0 |
| THA |
-1 |
23 |
-8,104,785 |
| 0 |
1 |
0 |
| 1 |
5 |
2,901,128 |
| TWN |
-1 |
50 |
-8,759,428 |
| 0 |
1 |
0 |
| 1 |
22 |
4,103,784 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,274,026 |
-10,274,026 |
-3,019,476 |
0.39 |
-0.121 |
-0.116 |
1,253,618 |
| 0 |
1 |
0 |
0 |
0 |
0.07 |
-0.115 |
-0.115 |
0 |
| 1 |
11 |
4,056,978 |
4,056,978 |
691,840 |
0.32 |
-0.015 |
0.008 |
56,207 |
| CHN |
-1 |
269 |
-53,679,875 |
-53,679,875 |
-82,497,319 |
1.69 |
-0.032 |
-0.031 |
3,121,876 |
| 0 |
6 |
0 |
0 |
0 |
1.59 |
0.085 |
0.104 |
0 |
| 1 |
237 |
62,184,522 |
62,184,522 |
87,185,802 |
1.53 |
0.135 |
0.131 |
10,289,486 |
| HKG |
-1 |
48 |
-6,874,929 |
-6,874,929 |
-9,750,201 |
1.76 |
0.015 |
0.020 |
225,942 |
| 0 |
1 |
0 |
0 |
0 |
0.84 |
-0.029 |
-0.029 |
0 |
| 1 |
45 |
9,511,418 |
9,511,418 |
11,490,869 |
1.62 |
0.113 |
0.102 |
1,147,779 |
| IDN |
1 |
8 |
3,662,357 |
3,662,357 |
8,971 |
-0.07 |
0.061 |
0.059 |
250,084 |
| IND |
1 |
9 |
5,866,516 |
5,866,516 |
915,983 |
0.21 |
0.135 |
0.146 |
1,158,562 |
| JPN |
-1 |
124 |
-33,041,885 |
-33,041,885 |
-17,689,304 |
0.56 |
-0.111 |
-0.104 |
3,987,834 |
| 0 |
11 |
0 |
0 |
0 |
0.45 |
-0.046 |
-0.049 |
0 |
| 1 |
73 |
31,119,740 |
31,119,740 |
13,724,742 |
0.53 |
0.007 |
0.006 |
658,194 |
| MYS |
1 |
3 |
692,418 |
692,418 |
105,689 |
0.12 |
-0.005 |
-0.007 |
-6,739 |
| NZL |
-1 |
1 |
-1,222,877 |
-1,222,877 |
30,871 |
-0.03 |
-0.185 |
-0.185 |
225,847 |
| PHL |
1 |
1 |
97,371 |
97,371 |
23,928 |
0.25 |
0.040 |
0.040 |
3,865 |
| SGP |
-1 |
10 |
-3,927,919 |
-3,927,919 |
-1,542,077 |
0.34 |
-0.139 |
-0.117 |
653,472 |
| 0 |
1 |
0 |
0 |
0 |
0.13 |
-0.063 |
-0.063 |
0 |
| THA |
-1 |
23 |
-8,104,785 |
-8,104,785 |
-1,314,819 |
0.17 |
-0.115 |
-0.106 |
988,408 |
| 0 |
1 |
0 |
0 |
0 |
0.36 |
-0.087 |
-0.087 |
0 |
| 1 |
5 |
2,901,128 |
2,901,128 |
310,260 |
0.18 |
0.011 |
0.025 |
86,320 |
| TWN |
-1 |
50 |
-8,759,428 |
-8,759,428 |
-4,009,879 |
0.47 |
-0.137 |
-0.136 |
1,455,758 |
| 0 |
1 |
0 |
0 |
0 |
1.84 |
-0.032 |
-0.032 |
0 |
| 1 |
22 |
4,103,784 |
4,103,784 |
1,545,520 |
0.42 |
0.022 |
0.007 |
128,965 |