Generated at 15:17 on Monday 02/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
559 |
-123,756,717 |
| 0 |
20 |
0 |
| 1 |
428 |
124,837,787 |
|
target_notional |
| target_notional |
1,081,069 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,601,011 |
1,081,069 |
24,985,241 |
248,594,504 |
1 |
-0.006 |
0.004 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,652,496 |
| 0 |
0 |
| 1 |
117,051,485 |
|
alpha_notional |
| alpha_notional |
24,985,241 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,344,537 |
| 0 |
0 |
| 1 |
13,640,704 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
47 |
-6,220,652 |
14,305,677 |
1 |
-0.435 |
0.058 |
| CHN |
510 |
10,330,004 |
114,403,832 |
1 |
0.090 |
0.460 |
| HKG |
96 |
2,395,735 |
16,878,381 |
1 |
0.142 |
0.068 |
| IDN |
8 |
3,689,906 |
3,689,906 |
1 |
1.000 |
0.015 |
| IND |
9 |
5,186,151 |
5,186,151 |
1 |
1.000 |
0.021 |
| JPN |
221 |
-1,809,473 |
65,021,797 |
1 |
-0.028 |
0.262 |
| MYS |
3 |
693,063 |
693,063 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,220,421 |
1,220,421 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
96,808 |
96,808 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,928,708 |
3,928,708 |
1 |
-1.000 |
0.016 |
| THA |
27 |
-3,583,846 |
9,939,600 |
1 |
-0.361 |
0.040 |
| TWN |
74 |
-4,547,497 |
13,230,160 |
1 |
-0.344 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,263,165 |
| 0 |
2 |
0 |
| 1 |
13 |
4,042,512 |
| CHN |
-1 |
271 |
-52,036,914 |
| 0 |
4 |
0 |
| 1 |
235 |
62,366,918 |
| HKG |
-1 |
49 |
-7,241,323 |
| 1 |
47 |
9,637,058 |
| IDN |
1 |
8 |
3,689,906 |
| IND |
1 |
9 |
5,186,151 |
| JPN |
-1 |
126 |
-33,415,635 |
| 0 |
12 |
0 |
| 1 |
83 |
31,606,162 |
| MYS |
1 |
3 |
693,063 |
| NZL |
-1 |
1 |
-1,220,421 |
| PHL |
1 |
1 |
96,808 |
| SGP |
-1 |
10 |
-3,928,708 |
| THA |
-1 |
19 |
-6,761,723 |
| 0 |
1 |
0 |
| 1 |
7 |
3,177,877 |
| TWN |
-1 |
51 |
-8,888,829 |
| 0 |
1 |
0 |
| 1 |
22 |
4,341,331 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,263,165 |
-10,263,165 |
-3,275,752 |
0.43 |
-0.142 |
-0.134 |
1,532,246 |
| 0 |
2 |
0 |
0 |
0 |
0.06 |
-0.004 |
-0.004 |
0 |
| 1 |
13 |
4,042,512 |
4,042,512 |
632,236 |
0.31 |
-0.026 |
-0.013 |
2,269 |
| CHN |
-1 |
271 |
-52,036,914 |
-52,036,914 |
-80,160,832 |
1.68 |
-0.030 |
-0.029 |
2,594,840 |
| 0 |
4 |
0 |
0 |
0 |
1.36 |
0.033 |
0.061 |
0 |
| 1 |
235 |
62,366,918 |
62,366,918 |
87,948,547 |
1.54 |
0.133 |
0.134 |
10,149,843 |
| HKG |
-1 |
49 |
-7,241,323 |
-7,241,323 |
-10,542,104 |
1.79 |
0.007 |
0.008 |
237,374 |
| 1 |
47 |
9,637,058 |
9,637,058 |
11,572,489 |
1.59 |
0.110 |
0.111 |
1,218,618 |
| IDN |
1 |
8 |
3,689,906 |
3,689,906 |
22,445 |
-0.07 |
0.031 |
0.047 |
219,704 |
| IND |
1 |
9 |
5,186,151 |
5,186,151 |
854,101 |
0.21 |
0.103 |
0.078 |
798,267 |
| JPN |
-1 |
126 |
-33,415,635 |
-33,415,635 |
-17,840,339 |
0.56 |
-0.102 |
-0.097 |
3,860,869 |
| 0 |
12 |
0 |
0 |
0 |
0.58 |
-0.024 |
-0.015 |
0 |
| 1 |
83 |
31,606,162 |
31,606,162 |
13,878,422 |
0.52 |
0.020 |
0.020 |
990,867 |
| MYS |
1 |
3 |
693,063 |
693,063 |
105,684 |
0.12 |
-0.007 |
-0.002 |
-7,081 |
| NZL |
-1 |
1 |
-1,220,421 |
-1,220,421 |
30,809 |
-0.03 |
-0.181 |
-0.181 |
221,425 |
| PHL |
1 |
1 |
96,808 |
96,808 |
23,790 |
0.25 |
0.007 |
0.007 |
719 |
| SGP |
-1 |
10 |
-3,928,708 |
-3,928,708 |
-1,552,520 |
0.34 |
-0.139 |
-0.123 |
653,096 |
| THA |
-1 |
19 |
-6,761,723 |
-6,761,723 |
-1,157,991 |
0.17 |
-0.113 |
-0.096 |
781,077 |
| 0 |
1 |
0 |
0 |
0 |
0.38 |
-0.086 |
-0.086 |
0 |
| 1 |
7 |
3,177,877 |
3,177,877 |
365,344 |
0.20 |
0.057 |
0.060 |
185,159 |
| TWN |
-1 |
51 |
-8,888,829 |
-8,888,829 |
-4,153,766 |
0.48 |
-0.140 |
-0.147 |
1,463,609 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
-0.203 |
-0.203 |
0 |
| 1 |
22 |
4,341,331 |
4,341,331 |
1,648,429 |
0.42 |
0.001 |
-0.000 |
82,340 |