Generated at 15:19 on Thursday 02/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
553 |
-124,045,629 |
| 0 |
19 |
0 |
| 1 |
419 |
124,762,096 |
|
target_notional |
| target_notional |
716,467 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,630,553 |
716,467 |
25,217,031 |
248,807,724 |
1 |
-0.007 |
0.003 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,089,376 |
| 0 |
0 |
| 1 |
116,458,823 |
|
alpha_notional |
| alpha_notional |
25,217,031 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,320,435 |
| 0 |
0 |
| 1 |
13,896,596 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-6,212,845 |
16,377,359 |
1 |
-0.379 |
0.066 |
| CHN |
501 |
10,069,115 |
114,460,358 |
1 |
0.088 |
0.460 |
| HKG |
96 |
2,487,741 |
16,725,038 |
1 |
0.149 |
0.067 |
| IDN |
7 |
3,524,371 |
3,524,371 |
1 |
1.000 |
0.014 |
| IND |
8 |
4,315,338 |
4,315,338 |
1 |
1.000 |
0.017 |
| JPN |
214 |
-1,602,751 |
65,541,819 |
1 |
-0.024 |
0.263 |
| MYS |
3 |
699,241 |
699,241 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,870 |
1,222,870 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,064 |
95,064 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,926,004 |
3,926,004 |
1 |
-1.000 |
0.016 |
| THA |
26 |
-3,161,472 |
8,900,714 |
1 |
-0.355 |
0.036 |
| TWN |
74 |
-4,348,461 |
13,019,546 |
1 |
-0.334 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-11,295,102 |
| 0 |
2 |
0 |
| 1 |
13 |
5,082,257 |
| CHN |
-1 |
270 |
-52,195,621 |
| 0 |
3 |
0 |
| 1 |
228 |
62,264,737 |
| HKG |
-1 |
49 |
-7,118,649 |
| 1 |
47 |
9,606,390 |
| IDN |
1 |
7 |
3,524,371 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
4,315,338 |
| JPN |
-1 |
117 |
-33,572,285 |
| 0 |
12 |
0 |
| 1 |
85 |
31,969,534 |
| MYS |
1 |
3 |
699,241 |
| NZL |
-1 |
1 |
-1,222,870 |
| PHL |
1 |
1 |
95,064 |
| SGP |
-1 |
10 |
-3,926,004 |
| THA |
-1 |
19 |
-6,031,093 |
| 0 |
1 |
0 |
| 1 |
6 |
2,869,621 |
| TWN |
-1 |
52 |
-8,684,003 |
| 1 |
22 |
4,335,542 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-11,295,102 |
-11,295,102 |
-3,423,928 |
0.43 |
-0.137 |
-0.126 |
1,687,751 |
| 0 |
2 |
0 |
0 |
0 |
0.46 |
-0.120 |
-0.120 |
0 |
| 1 |
13 |
5,082,257 |
5,082,257 |
699,847 |
0.21 |
0.009 |
0.014 |
88,541 |
| CHN |
-1 |
270 |
-52,195,621 |
-52,195,621 |
-79,717,067 |
1.68 |
-0.032 |
-0.029 |
2,865,495 |
| 0 |
3 |
0 |
0 |
0 |
1.93 |
-0.027 |
-0.064 |
0 |
| 1 |
228 |
62,264,737 |
62,264,737 |
87,654,219 |
1.52 |
0.132 |
0.130 |
10,264,742 |
| HKG |
-1 |
49 |
-7,118,649 |
-7,118,649 |
-10,409,571 |
1.74 |
0.012 |
0.019 |
85,561 |
| 1 |
47 |
9,606,390 |
9,606,390 |
11,624,430 |
1.60 |
0.110 |
0.101 |
1,211,840 |
| IDN |
1 |
7 |
3,524,371 |
3,524,371 |
31,776 |
-0.06 |
0.069 |
0.065 |
297,960 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.43 |
0.036 |
0.036 |
0 |
| 1 |
7 |
4,315,338 |
4,315,338 |
691,908 |
0.18 |
0.091 |
0.056 |
716,524 |
| JPN |
-1 |
117 |
-33,572,285 |
-33,572,285 |
-17,973,594 |
0.57 |
-0.100 |
-0.096 |
3,904,261 |
| 0 |
12 |
0 |
0 |
0 |
0.63 |
-0.018 |
-0.010 |
0 |
| 1 |
85 |
31,969,534 |
31,969,534 |
13,739,281 |
0.51 |
0.022 |
0.024 |
1,074,618 |
| MYS |
1 |
3 |
699,241 |
699,241 |
106,678 |
0.12 |
-0.013 |
-0.010 |
-12,235 |
| NZL |
-1 |
1 |
-1,222,870 |
-1,222,870 |
30,871 |
-0.03 |
-0.176 |
-0.176 |
215,225 |
| PHL |
1 |
1 |
95,064 |
95,064 |
23,361 |
0.25 |
0.075 |
0.075 |
7,089 |
| SGP |
-1 |
10 |
-3,926,004 |
-3,926,004 |
-1,523,501 |
0.34 |
-0.127 |
-0.108 |
605,787 |
| THA |
-1 |
19 |
-6,031,093 |
-6,031,093 |
-969,272 |
0.16 |
-0.106 |
-0.096 |
775,375 |
| 0 |
1 |
0 |
0 |
0 |
0.12 |
0.057 |
0.057 |
0 |
| 1 |
6 |
2,869,621 |
2,869,621 |
244,967 |
0.21 |
0.049 |
0.070 |
122,963 |
| TWN |
-1 |
52 |
-8,684,003 |
-8,684,003 |
-4,103,314 |
0.50 |
-0.119 |
-0.122 |
1,180,980 |
| 1 |
22 |
4,335,542 |
4,335,542 |
1,642,356 |
0.42 |
0.014 |
0.014 |
124,554 |