Generated at 15:19 on Tuesday 02/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
573 |
-126,256,231 |
| 0 |
21 |
0 |
| 1 |
423 |
123,922,239 |
|
target_notional |
| target_notional |
-2,333,992 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,170,625 |
-2,333,992 |
25,369,761 |
250,178,470 |
1 |
-0.013 |
-0.009 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,784,385 |
| 0 |
0 |
| 1 |
115,613,759 |
|
alpha_notional |
| alpha_notional |
25,369,761 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,136,804 |
| 0 |
0 |
| 1 |
13,232,958 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-6,220,735 |
18,113,389 |
1 |
-0.343 |
0.072 |
| CHN |
518 |
9,078,522 |
115,867,836 |
1 |
0.078 |
0.463 |
| HKG |
96 |
1,947,514 |
15,748,736 |
1 |
0.124 |
0.063 |
| IDN |
7 |
3,438,035 |
3,438,035 |
1 |
1.000 |
0.014 |
| IND |
7 |
4,290,668 |
4,290,668 |
1 |
1.000 |
0.017 |
| JPN |
222 |
-3,523,857 |
64,793,429 |
1 |
-0.054 |
0.259 |
| MYS |
3 |
677,031 |
677,031 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,889 |
1,222,889 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,795 |
93,795 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,924,167 |
3,924,167 |
1 |
-1.000 |
0.016 |
| THA |
25 |
-2,361,251 |
8,964,792 |
1 |
-0.263 |
0.036 |
| TWN |
75 |
-4,606,658 |
13,043,705 |
1 |
-0.353 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-12,167,062 |
| 0 |
4 |
0 |
| 1 |
14 |
5,946,327 |
| CHN |
-1 |
284 |
-53,394,657 |
| 0 |
5 |
0 |
| 1 |
229 |
62,473,179 |
| HKG |
-1 |
47 |
-6,900,611 |
| 0 |
1 |
0 |
| 1 |
48 |
8,848,125 |
| IDN |
1 |
7 |
3,438,035 |
| IND |
1 |
7 |
4,290,668 |
| JPN |
-1 |
129 |
-34,158,643 |
| 0 |
10 |
0 |
| 1 |
83 |
30,634,786 |
| MYS |
1 |
3 |
677,031 |
| NZL |
-1 |
1 |
-1,222,889 |
| PHL |
1 |
1 |
93,795 |
| SGP |
-1 |
10 |
-3,924,167 |
| THA |
-1 |
16 |
-5,663,022 |
| 1 |
9 |
3,301,770 |
| TWN |
-1 |
52 |
-8,825,181 |
| 0 |
1 |
0 |
| 1 |
22 |
4,218,523 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-12,167,062 |
-12,167,062 |
-3,422,078 |
0.44 |
-0.155 |
-0.155 |
2,112,144 |
| 0 |
4 |
0 |
0 |
0 |
0.24 |
-0.099 |
-0.102 |
0 |
| 1 |
14 |
5,946,327 |
5,946,327 |
875,877 |
0.26 |
-0.004 |
-0.009 |
-2,845 |
| CHN |
-1 |
284 |
-53,394,657 |
-53,394,657 |
-81,562,186 |
1.67 |
-0.028 |
-0.025 |
2,720,497 |
| 0 |
5 |
0 |
0 |
0 |
1.86 |
-0.056 |
-0.063 |
0 |
| 1 |
229 |
62,473,179 |
62,473,179 |
87,793,425 |
1.54 |
0.139 |
0.134 |
10,423,488 |
| HKG |
-1 |
47 |
-6,900,611 |
-6,900,611 |
-9,576,458 |
1.76 |
0.014 |
0.018 |
182,338 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.092 |
-0.092 |
0 |
| 1 |
48 |
8,848,125 |
8,848,125 |
10,534,472 |
1.58 |
0.105 |
0.117 |
920,849 |
| IDN |
1 |
7 |
3,438,035 |
3,438,035 |
30,869 |
-0.06 |
0.067 |
0.062 |
240,742 |
| IND |
1 |
7 |
4,290,668 |
4,290,668 |
760,267 |
0.23 |
0.138 |
0.130 |
881,056 |
| JPN |
-1 |
129 |
-34,158,643 |
-34,158,643 |
-17,695,155 |
0.55 |
-0.113 |
-0.108 |
4,245,454 |
| 0 |
10 |
0 |
0 |
0 |
0.70 |
-0.048 |
-0.034 |
0 |
| 1 |
83 |
30,634,786 |
30,634,786 |
13,616,704 |
0.56 |
0.007 |
0.013 |
431,689 |
| MYS |
1 |
3 |
677,031 |
677,031 |
104,081 |
0.12 |
-0.046 |
-0.047 |
-20,532 |
| NZL |
-1 |
1 |
-1,222,889 |
-1,222,889 |
30,871 |
-0.03 |
-0.158 |
-0.158 |
193,052 |
| PHL |
1 |
1 |
93,795 |
93,795 |
23,049 |
0.25 |
0.036 |
0.036 |
3,397 |
| SGP |
-1 |
10 |
-3,924,167 |
-3,924,167 |
-1,465,574 |
0.34 |
-0.121 |
-0.111 |
565,679 |
| THA |
-1 |
16 |
-5,663,022 |
-5,663,022 |
-928,033 |
0.17 |
-0.107 |
-0.125 |
656,824 |
| 1 |
9 |
3,301,770 |
3,301,770 |
288,188 |
0.23 |
0.056 |
0.052 |
291,028 |
| TWN |
-1 |
52 |
-8,825,181 |
-8,825,181 |
-4,165,771 |
0.50 |
-0.142 |
-0.138 |
1,460,816 |
| 0 |
1 |
0 |
0 |
0 |
0.23 |
0.102 |
0.102 |
0 |
| 1 |
22 |
4,218,523 |
4,218,523 |
1,586,827 |
0.42 |
0.001 |
-0.004 |
64,086 |