Generated at 15:22 on Thursday 02/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
578 |
-125,758,279 |
| 0 |
27 |
0 |
| 1 |
423 |
123,037,815 |
|
target_notional |
| target_notional |
-2,720,465 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-129,314 |
-2,720,465 |
25,168,570 |
248,796,094 |
1 |
-0.001 |
-0.011 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,763,707 |
| 0 |
0 |
| 1 |
116,634,393 |
|
alpha_notional |
| alpha_notional |
25,168,570 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,728,917 |
| 0 |
0 |
| 1 |
13,439,653 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-6,233,037 |
16,871,626 |
1 |
-0.369 |
0.068 |
| CHN |
505 |
9,980,527 |
114,418,936 |
1 |
0.087 |
0.460 |
| HKG |
94 |
1,748,827 |
15,608,264 |
1 |
0.112 |
0.063 |
| IDN |
7 |
3,739,827 |
3,739,827 |
1 |
1.000 |
0.015 |
| IND |
10 |
3,732,857 |
3,732,857 |
1 |
1.000 |
0.015 |
| JPN |
240 |
-3,387,775 |
66,481,405 |
1 |
-0.051 |
0.267 |
| MYS |
2 |
566,469 |
566,469 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,222,892 |
1,222,892 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,792 |
93,792 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,925,945 |
3,925,945 |
1 |
-1.000 |
0.016 |
| THA |
28 |
-2,995,316 |
9,191,562 |
1 |
-0.326 |
0.037 |
| TWN |
77 |
-4,817,799 |
12,942,521 |
1 |
-0.372 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,552,331 |
| 0 |
2 |
0 |
| 1 |
17 |
5,319,294 |
| CHN |
-1 |
277 |
-52,219,205 |
| 0 |
11 |
0 |
| 1 |
217 |
62,199,732 |
| HKG |
-1 |
45 |
-6,929,718 |
| 0 |
1 |
0 |
| 1 |
48 |
8,678,545 |
| IDN |
1 |
7 |
3,739,827 |
| IND |
1 |
10 |
3,732,857 |
| JPN |
-1 |
139 |
-34,934,590 |
| 0 |
12 |
0 |
| 1 |
89 |
31,546,815 |
| MYS |
1 |
2 |
566,469 |
| NZL |
-1 |
1 |
-1,222,892 |
| PHL |
1 |
1 |
93,792 |
| SGP |
-1 |
10 |
-3,925,945 |
| THA |
-1 |
17 |
-6,093,439 |
| 0 |
1 |
0 |
| 1 |
10 |
3,098,123 |
| TWN |
-1 |
55 |
-8,880,160 |
| 1 |
22 |
4,062,361 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,552,331 |
-11,552,331 |
-3,372,938 |
0.43 |
-0.154 |
-0.146 |
1,928,626 |
| 0 |
2 |
0 |
0 |
0 |
0.10 |
-0.096 |
-0.096 |
0 |
| 1 |
17 |
5,319,294 |
5,319,294 |
1,022,456 |
0.25 |
-0.010 |
-0.004 |
-52,147 |
| CHN |
-1 |
277 |
-52,219,205 |
-52,219,205 |
-79,691,323 |
1.68 |
-0.026 |
-0.022 |
2,643,468 |
| 0 |
11 |
0 |
0 |
0 |
1.58 |
0.077 |
0.072 |
0 |
| 1 |
217 |
62,199,732 |
62,199,732 |
88,051,925 |
1.54 |
0.146 |
0.142 |
10,801,636 |
| HKG |
-1 |
45 |
-6,929,718 |
-6,929,718 |
-9,627,767 |
1.79 |
0.006 |
0.005 |
264,512 |
| 0 |
1 |
0 |
0 |
0 |
1.63 |
0.037 |
0.037 |
0 |
| 1 |
48 |
8,678,545 |
8,678,545 |
10,226,777 |
1.58 |
0.108 |
0.107 |
1,001,861 |
| IDN |
1 |
7 |
3,739,827 |
3,739,827 |
-11,255 |
-0.06 |
0.098 |
0.107 |
439,181 |
| IND |
1 |
10 |
3,732,857 |
3,732,857 |
791,621 |
0.25 |
0.081 |
0.074 |
503,917 |
| JPN |
-1 |
139 |
-34,934,590 |
-34,934,590 |
-17,529,593 |
0.54 |
-0.104 |
-0.100 |
4,026,993 |
| 0 |
12 |
0 |
0 |
0 |
0.50 |
-0.052 |
-0.044 |
0 |
| 1 |
89 |
31,546,815 |
31,546,815 |
14,700,328 |
0.55 |
0.006 |
0.004 |
384,709 |
| MYS |
1 |
2 |
566,469 |
566,469 |
93,550 |
0.14 |
-0.042 |
-0.042 |
-32,816 |
| NZL |
-1 |
1 |
-1,222,892 |
-1,222,892 |
30,871 |
-0.03 |
-0.208 |
-0.208 |
254,419 |
| PHL |
1 |
1 |
93,792 |
93,792 |
23,048 |
0.25 |
0.075 |
0.075 |
7,005 |
| SGP |
-1 |
10 |
-3,925,945 |
-3,925,945 |
-1,402,354 |
0.34 |
-0.124 |
-0.124 |
542,133 |
| THA |
-1 |
17 |
-6,093,439 |
-6,093,439 |
-1,001,335 |
0.18 |
-0.116 |
-0.127 |
783,969 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
0.007 |
0.007 |
0 |
| 1 |
10 |
3,098,123 |
3,098,123 |
217,803 |
0.21 |
0.051 |
0.048 |
315,776 |
| TWN |
-1 |
55 |
-8,880,160 |
-8,880,160 |
-4,169,269 |
0.48 |
-0.128 |
-0.130 |
1,284,795 |
| 1 |
22 |
4,062,361 |
4,062,361 |
1,518,141 |
0.42 |
-0.002 |
-0.004 |
70,531 |