Generated at 15:20 on Wednesday 02/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
570 |
-125,624,753 |
| 0 |
30 |
0 |
| 1 |
421 |
123,066,180 |
|
target_notional |
| target_notional |
-2,558,573 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-477,647 |
-2,558,573 |
25,114,259 |
248,690,932 |
1 |
-0.002 |
-0.010 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,855,272 |
| 0 |
0 |
| 1 |
116,377,625 |
|
alpha_notional |
| alpha_notional |
25,114,259 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,834,589 |
| 0 |
0 |
| 1 |
13,279,669 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,228,005 |
17,093,588 |
1 |
-0.364 |
0.069 |
| CHN |
512 |
9,992,950 |
114,458,549 |
1 |
0.087 |
0.460 |
| HKG |
96 |
1,471,723 |
15,443,752 |
1 |
0.095 |
0.062 |
| IDN |
7 |
3,427,985 |
3,427,985 |
1 |
1.000 |
0.014 |
| IND |
8 |
4,389,357 |
4,389,357 |
1 |
1.000 |
0.018 |
| JPN |
230 |
-3,112,510 |
66,185,008 |
1 |
-0.047 |
0.266 |
| MYS |
3 |
563,179 |
563,179 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,222,874 |
1,222,874 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,779 |
93,779 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,923,470 |
3,923,470 |
1 |
-1.000 |
0.016 |
| THA |
25 |
-3,174,502 |
8,814,373 |
1 |
-0.360 |
0.035 |
| TWN |
77 |
-4,836,186 |
13,075,017 |
1 |
-0.370 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-11,660,797 |
| 0 |
4 |
0 |
| 1 |
15 |
5,432,792 |
| CHN |
-1 |
274 |
-52,232,800 |
| 0 |
15 |
0 |
| 1 |
223 |
62,225,749 |
| HKG |
-1 |
46 |
-6,986,014 |
| 0 |
3 |
0 |
| 1 |
47 |
8,457,738 |
| IDN |
1 |
7 |
3,427,985 |
| IND |
1 |
8 |
4,389,357 |
| JPN |
-1 |
135 |
-34,648,759 |
| 0 |
7 |
0 |
| 1 |
88 |
31,536,249 |
| MYS |
0 |
1 |
0 |
| 1 |
2 |
563,179 |
| NZL |
-1 |
1 |
-1,222,874 |
| PHL |
1 |
1 |
93,779 |
| SGP |
-1 |
10 |
-3,923,470 |
| THA |
-1 |
17 |
-5,994,438 |
| 1 |
8 |
2,819,936 |
| TWN |
-1 |
55 |
-8,955,602 |
| 1 |
22 |
4,119,416 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-11,660,797 |
-11,660,797 |
-3,314,143 |
0.45 |
-0.148 |
-0.146 |
1,868,226 |
| 0 |
4 |
0 |
0 |
0 |
0.19 |
-0.064 |
-0.063 |
0 |
| 1 |
15 |
5,432,792 |
5,432,792 |
940,857 |
0.27 |
-0.003 |
0.003 |
-38,431 |
| CHN |
-1 |
274 |
-52,232,800 |
-52,232,800 |
-79,686,283 |
1.66 |
-0.025 |
-0.023 |
2,528,088 |
| 0 |
15 |
0 |
0 |
0 |
1.76 |
0.051 |
0.078 |
0 |
| 1 |
223 |
62,225,749 |
62,225,749 |
87,771,294 |
1.54 |
0.142 |
0.140 |
10,677,286 |
| HKG |
-1 |
46 |
-6,986,014 |
-6,986,014 |
-9,699,834 |
1.78 |
0.004 |
0.010 |
267,442 |
| 0 |
3 |
0 |
0 |
0 |
0.84 |
0.017 |
0.003 |
0 |
| 1 |
47 |
8,457,738 |
8,457,738 |
10,027,668 |
1.60 |
0.104 |
0.113 |
903,674 |
| IDN |
1 |
7 |
3,427,985 |
3,427,985 |
31,462 |
-0.06 |
0.062 |
0.081 |
267,617 |
| IND |
1 |
8 |
4,389,357 |
4,389,357 |
840,605 |
0.24 |
0.114 |
0.090 |
778,499 |
| JPN |
-1 |
135 |
-34,648,759 |
-34,648,759 |
-17,446,974 |
0.54 |
-0.101 |
-0.097 |
4,087,308 |
| 0 |
7 |
0 |
0 |
0 |
0.66 |
-0.040 |
-0.042 |
0 |
| 1 |
88 |
31,536,249 |
31,536,249 |
14,929,264 |
0.56 |
0.011 |
0.006 |
521,263 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.10 |
-0.092 |
-0.092 |
0 |
| 1 |
2 |
563,179 |
563,179 |
93,007 |
0.14 |
-0.041 |
-0.041 |
-22,553 |
| NZL |
-1 |
1 |
-1,222,874 |
-1,222,874 |
30,871 |
-0.03 |
-0.178 |
-0.178 |
217,096 |
| PHL |
1 |
1 |
93,779 |
93,779 |
23,045 |
0.25 |
0.064 |
0.064 |
6,012 |
| SGP |
-1 |
10 |
-3,923,470 |
-3,923,470 |
-1,433,469 |
0.34 |
-0.116 |
-0.114 |
532,692 |
| THA |
-1 |
17 |
-5,994,438 |
-5,994,438 |
-1,103,662 |
0.18 |
-0.124 |
-0.149 |
890,914 |
| 1 |
8 |
2,819,936 |
2,819,936 |
181,030 |
0.22 |
0.021 |
0.023 |
149,774 |
| TWN |
-1 |
55 |
-8,955,602 |
-8,955,602 |
-4,201,778 |
0.48 |
-0.145 |
-0.149 |
1,442,823 |
| 1 |
22 |
4,119,416 |
4,119,416 |
1,539,393 |
0.42 |
-0.008 |
-0.016 |
36,529 |