Generated at 15:17 on Monday 02/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
549 |
-124,437,789 |
| 0 |
26 |
0 |
| 1 |
414 |
124,438,790 |
|
target_notional |
| target_notional |
1,000 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,398,536 |
1,000 |
25,043,143 |
248,876,579 |
1 |
-0.006 |
0.000 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,385,902 |
| 0 |
0 |
| 1 |
115,987,367 |
|
alpha_notional |
| alpha_notional |
25,043,143 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,634,352 |
| 0 |
0 |
| 1 |
13,408,791 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-6,223,298 |
18,257,283 |
1 |
-0.341 |
0.073 |
| CHN |
497 |
10,597,944 |
114,450,436 |
1 |
0.093 |
0.460 |
| HKG |
97 |
1,978,535 |
16,197,140 |
1 |
0.122 |
0.065 |
| IDN |
7 |
3,489,749 |
3,489,749 |
1 |
1.000 |
0.014 |
| IND |
8 |
4,336,350 |
4,336,350 |
1 |
1.000 |
0.017 |
| JPN |
212 |
-2,391,523 |
64,150,049 |
1 |
-0.037 |
0.258 |
| MYS |
3 |
696,124 |
696,124 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,876 |
1,222,876 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,918 |
93,918 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,925,881 |
3,925,881 |
1 |
-1.000 |
0.016 |
| THA |
27 |
-2,915,729 |
8,855,708 |
1 |
-0.329 |
0.036 |
| TWN |
74 |
-4,512,313 |
13,201,063 |
1 |
-0.342 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-12,240,291 |
| 0 |
4 |
0 |
| 1 |
12 |
6,016,993 |
| CHN |
-1 |
267 |
-51,926,246 |
| 0 |
3 |
0 |
| 1 |
227 |
62,524,190 |
| HKG |
-1 |
48 |
-7,109,303 |
| 0 |
2 |
0 |
| 1 |
47 |
9,087,837 |
| IDN |
1 |
7 |
3,489,749 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
4,336,350 |
| JPN |
-1 |
119 |
-33,270,786 |
| 0 |
13 |
0 |
| 1 |
80 |
30,879,263 |
| MYS |
1 |
3 |
696,124 |
| NZL |
-1 |
1 |
-1,222,876 |
| PHL |
1 |
1 |
93,918 |
| SGP |
-1 |
10 |
-3,925,881 |
| THA |
-1 |
16 |
-5,885,719 |
| 0 |
3 |
0 |
| 1 |
8 |
2,969,989 |
| TWN |
-1 |
52 |
-8,856,688 |
| 1 |
22 |
4,344,375 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-12,240,291 |
-12,240,291 |
-3,483,007 |
0.43 |
-0.148 |
-0.142 |
2,077,426 |
| 0 |
4 |
0 |
0 |
0 |
0.18 |
-0.080 |
-0.078 |
0 |
| 1 |
12 |
6,016,993 |
6,016,993 |
839,591 |
0.27 |
0.013 |
0.010 |
81,441 |
| CHN |
-1 |
267 |
-51,926,246 |
-51,926,246 |
-79,545,227 |
1.68 |
-0.027 |
-0.027 |
2,385,665 |
| 0 |
3 |
0 |
0 |
0 |
1.03 |
0.073 |
0.077 |
0 |
| 1 |
227 |
62,524,190 |
62,524,190 |
88,026,816 |
1.54 |
0.136 |
0.133 |
10,174,791 |
| HKG |
-1 |
48 |
-7,109,303 |
-7,109,303 |
-10,046,977 |
1.74 |
0.007 |
0.015 |
232,860 |
| 0 |
2 |
0 |
0 |
0 |
1.11 |
0.025 |
0.025 |
0 |
| 1 |
47 |
9,087,837 |
9,087,837 |
10,879,170 |
1.59 |
0.100 |
0.102 |
917,739 |
| IDN |
1 |
7 |
3,489,749 |
3,489,749 |
31,994 |
-0.06 |
0.054 |
0.062 |
245,563 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.11 |
0.065 |
0.065 |
0 |
| 1 |
7 |
4,336,350 |
4,336,350 |
770,524 |
0.23 |
0.152 |
0.177 |
982,309 |
| JPN |
-1 |
119 |
-33,270,786 |
-33,270,786 |
-17,734,534 |
0.57 |
-0.110 |
-0.106 |
4,031,759 |
| 0 |
13 |
0 |
0 |
0 |
0.53 |
-0.036 |
-0.025 |
0 |
| 1 |
80 |
30,879,263 |
30,879,263 |
13,409,694 |
0.52 |
0.013 |
0.013 |
792,596 |
| MYS |
1 |
3 |
696,124 |
696,124 |
107,008 |
0.12 |
-0.038 |
-0.036 |
-27,900 |
| NZL |
-1 |
1 |
-1,222,876 |
-1,222,876 |
30,871 |
-0.03 |
-0.156 |
-0.156 |
191,172 |
| PHL |
1 |
1 |
93,918 |
93,918 |
23,079 |
0.25 |
0.080 |
0.080 |
7,491 |
| SGP |
-1 |
10 |
-3,925,881 |
-3,925,881 |
-1,481,499 |
0.34 |
-0.132 |
-0.124 |
602,051 |
| THA |
-1 |
16 |
-5,885,719 |
-5,885,719 |
-961,169 |
0.17 |
-0.117 |
-0.132 |
723,654 |
| 0 |
3 |
0 |
0 |
0 |
0.26 |
0.009 |
0.009 |
0 |
| 1 |
8 |
2,969,989 |
2,969,989 |
256,790 |
0.24 |
0.050 |
0.050 |
160,667 |
| TWN |
-1 |
52 |
-8,856,688 |
-8,856,688 |
-4,164,360 |
0.50 |
-0.141 |
-0.139 |
1,389,765 |
| 1 |
22 |
4,344,375 |
4,344,375 |
1,642,700 |
0.42 |
0.002 |
0.002 |
74,095 |