Generated at 16:31 on Tuesday 02/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
561 |
-124,155,961 |
| 0 |
19 |
0 |
| 1 |
426 |
124,677,102 |
|
target_notional |
| target_notional |
521,141 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,557,704 |
521,141 |
24,990,703 |
248,833,063 |
1 |
-0.006 |
0.002 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,380,192 |
| 0 |
0 |
| 1 |
116,822,489 |
|
alpha_notional |
| alpha_notional |
24,990,703 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,368,032 |
| 0 |
0 |
| 1 |
13,622,671 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-6,216,468 |
14,864,352 |
1 |
-0.418 |
0.060 |
| CHN |
516 |
10,007,600 |
114,455,934 |
1 |
0.087 |
0.460 |
| HKG |
95 |
2,422,764 |
16,926,321 |
1 |
0.143 |
0.068 |
| IDN |
8 |
3,606,706 |
3,606,706 |
1 |
1.000 |
0.014 |
| IND |
9 |
4,589,126 |
4,589,126 |
1 |
1.000 |
0.018 |
| JPN |
215 |
-1,764,595 |
65,630,202 |
1 |
-0.027 |
0.264 |
| MYS |
3 |
697,446 |
697,446 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,877 |
1,222,877 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
96,329 |
96,329 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,926,712 |
3,926,712 |
1 |
-1.000 |
0.016 |
| THA |
26 |
-3,358,165 |
9,705,222 |
1 |
-0.346 |
0.039 |
| TWN |
73 |
-4,410,012 |
13,111,837 |
1 |
-0.336 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,540,410 |
| 0 |
4 |
0 |
| 1 |
12 |
4,323,942 |
| CHN |
-1 |
273 |
-52,224,167 |
| 0 |
8 |
0 |
| 1 |
235 |
62,231,767 |
| HKG |
-1 |
48 |
-7,251,779 |
| 1 |
47 |
9,674,543 |
| IDN |
0 |
1 |
0 |
| 1 |
7 |
3,606,706 |
| IND |
0 |
1 |
0 |
| 1 |
8 |
4,589,126 |
| JPN |
-1 |
126 |
-33,697,399 |
| 0 |
5 |
0 |
| 1 |
84 |
31,932,803 |
| MYS |
1 |
3 |
697,446 |
| NZL |
-1 |
1 |
-1,222,877 |
| PHL |
1 |
1 |
96,329 |
| SGP |
-1 |
10 |
-3,926,712 |
| THA |
-1 |
19 |
-6,531,694 |
| 1 |
7 |
3,173,528 |
| TWN |
-1 |
51 |
-8,760,924 |
| 1 |
22 |
4,350,912 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,540,410 |
-10,540,410 |
-3,361,091 |
0.42 |
-0.133 |
-0.127 |
1,544,489 |
| 0 |
4 |
0 |
0 |
0 |
0.39 |
-0.021 |
-0.019 |
0 |
| 1 |
12 |
4,323,942 |
4,323,942 |
605,976 |
0.23 |
-0.012 |
0.002 |
41,723 |
| CHN |
-1 |
273 |
-52,224,167 |
-52,224,167 |
-79,676,965 |
1.68 |
-0.028 |
-0.024 |
2,631,955 |
| 0 |
8 |
0 |
0 |
0 |
1.53 |
0.011 |
0.002 |
0 |
| 1 |
235 |
62,231,767 |
62,231,767 |
87,540,443 |
1.54 |
0.137 |
0.137 |
10,316,202 |
| HKG |
-1 |
48 |
-7,251,779 |
-7,251,779 |
-10,612,362 |
1.76 |
0.000 |
0.003 |
228,414 |
| 1 |
47 |
9,674,543 |
9,674,543 |
11,616,417 |
1.59 |
0.106 |
0.107 |
1,216,659 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.14 |
-0.090 |
-0.090 |
0 |
| 1 |
7 |
3,606,706 |
3,606,706 |
35,447 |
-0.06 |
0.037 |
0.043 |
243,746 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.19 |
0.023 |
0.023 |
0 |
| 1 |
8 |
4,589,126 |
4,589,126 |
776,995 |
0.21 |
0.096 |
0.085 |
748,338 |
| JPN |
-1 |
126 |
-33,697,399 |
-33,697,399 |
-18,017,397 |
0.58 |
-0.105 |
-0.100 |
3,980,246 |
| 0 |
5 |
0 |
0 |
0 |
0.56 |
-0.039 |
-0.038 |
0 |
| 1 |
84 |
31,932,803 |
31,932,803 |
14,108,148 |
0.52 |
0.014 |
0.010 |
861,576 |
| MYS |
1 |
3 |
697,446 |
697,446 |
106,347 |
0.12 |
-0.005 |
-0.003 |
-6,978 |
| NZL |
-1 |
1 |
-1,222,877 |
-1,222,877 |
30,871 |
-0.03 |
-0.186 |
-0.186 |
227,275 |
| PHL |
1 |
1 |
96,329 |
96,329 |
23,672 |
0.25 |
0.041 |
0.041 |
3,954 |
| SGP |
-1 |
10 |
-3,926,712 |
-3,926,712 |
-1,546,603 |
0.34 |
-0.137 |
-0.114 |
641,235 |
| THA |
-1 |
19 |
-6,531,694 |
-6,531,694 |
-1,096,961 |
0.17 |
-0.114 |
-0.101 |
796,068 |
| 1 |
7 |
3,173,528 |
3,173,528 |
355,252 |
0.20 |
0.042 |
0.028 |
119,060 |
| TWN |
-1 |
51 |
-8,760,924 |
-8,760,924 |
-4,099,683 |
0.48 |
-0.135 |
-0.135 |
1,318,351 |
| 1 |
22 |
4,350,912 |
4,350,912 |
1,653,792 |
0.42 |
0.004 |
0.002 |
78,392 |