Generated at 15:18 on Sunday 03/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
578 |
-125,779,428 |
| 0 |
26 |
0 |
| 1 |
440 |
122,675,694 |
|
target_notional |
| target_notional |
-3,103,735 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-683,646 |
-3,103,735 |
25,174,820 |
248,455,122 |
1 |
-0.003 |
-0.012 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-115,358,262 |
| 0 |
0 |
| 1 |
114,674,616 |
|
alpha_notional |
| alpha_notional |
25,174,820 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,007,710 |
| 0 |
0 |
| 1 |
13,167,110 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-6,222,673 |
17,218,441 |
1 |
-0.361 |
0.069 |
| CHN |
504 |
8,686,865 |
114,338,239 |
1 |
0.076 |
0.460 |
| HKG |
99 |
3,463,048 |
15,266,082 |
1 |
0.227 |
0.061 |
| IDN |
8 |
4,265,930 |
4,265,930 |
1 |
1.000 |
0.017 |
| IND |
13 |
3,789,660 |
3,789,660 |
1 |
1.000 |
0.015 |
| JPN |
248 |
-3,502,897 |
65,538,545 |
1 |
-0.053 |
0.264 |
| MYS |
2 |
558,130 |
558,130 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,191 |
1,160,191 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
96,379 |
96,379 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,757,464 |
3,757,464 |
1 |
-1.000 |
0.015 |
| THA |
28 |
-4,464,017 |
9,635,603 |
1 |
-0.463 |
0.039 |
| TWN |
77 |
-4,856,505 |
12,830,456 |
1 |
-0.379 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-11,720,557 |
| 0 |
2 |
0 |
| 1 |
16 |
5,497,884 |
| CHN |
-1 |
279 |
-52,825,687 |
| 0 |
5 |
0 |
| 1 |
220 |
61,512,552 |
| HKG |
-1 |
43 |
-5,901,517 |
| 0 |
2 |
0 |
| 1 |
54 |
9,364,565 |
| IDN |
1 |
8 |
4,265,930 |
| IND |
1 |
13 |
3,789,660 |
| JPN |
-1 |
139 |
-34,520,721 |
| 0 |
12 |
0 |
| 1 |
97 |
31,017,824 |
| MYS |
1 |
2 |
558,130 |
| NZL |
-1 |
1 |
-1,160,191 |
| PHL |
1 |
1 |
96,379 |
| SGP |
-1 |
9 |
-3,757,464 |
| 0 |
1 |
0 |
| THA |
-1 |
19 |
-7,049,810 |
| 0 |
1 |
0 |
| 1 |
8 |
2,585,793 |
| TWN |
-1 |
53 |
-8,843,481 |
| 0 |
3 |
0 |
| 1 |
21 |
3,986,975 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-11,720,557 |
-11,720,557 |
-3,179,333 |
0.40 |
-0.155 |
-0.150 |
1,872,173 |
| 0 |
2 |
0 |
0 |
0 |
0.19 |
-0.084 |
-0.084 |
0 |
| 1 |
16 |
5,497,884 |
5,497,884 |
1,108,895 |
0.24 |
-0.004 |
-0.019 |
55,292 |
| CHN |
-1 |
279 |
-52,825,687 |
-52,825,687 |
-80,770,305 |
1.71 |
-0.031 |
-0.026 |
3,056,283 |
| 0 |
5 |
0 |
0 |
0 |
1.50 |
0.051 |
0.043 |
0 |
| 1 |
220 |
61,512,552 |
61,512,552 |
86,820,837 |
1.54 |
0.140 |
0.136 |
10,425,690 |
| HKG |
-1 |
43 |
-5,901,517 |
-5,901,517 |
-7,875,666 |
1.80 |
0.026 |
0.045 |
105,112 |
| 0 |
2 |
0 |
0 |
0 |
1.90 |
0.138 |
0.138 |
0 |
| 1 |
54 |
9,364,565 |
9,364,565 |
10,865,519 |
1.60 |
0.137 |
0.144 |
1,298,695 |
| IDN |
1 |
8 |
4,265,930 |
4,265,930 |
-156,513 |
-0.10 |
0.091 |
0.092 |
430,057 |
| IND |
1 |
13 |
3,789,660 |
3,789,660 |
704,187 |
0.22 |
0.089 |
0.090 |
520,198 |
| JPN |
-1 |
139 |
-34,520,721 |
-34,520,721 |
-17,043,568 |
0.52 |
-0.107 |
-0.111 |
3,957,681 |
| 0 |
12 |
0 |
0 |
0 |
0.64 |
-0.054 |
-0.052 |
0 |
| 1 |
97 |
31,017,824 |
31,017,824 |
13,654,145 |
0.52 |
-0.001 |
-0.005 |
258,280 |
| MYS |
1 |
2 |
558,130 |
558,130 |
103,277 |
0.13 |
-0.022 |
-0.022 |
-32,252 |
| NZL |
-1 |
1 |
-1,160,191 |
-1,160,191 |
38,087 |
-0.03 |
-0.198 |
-0.198 |
229,968 |
| PHL |
1 |
1 |
96,379 |
96,379 |
19,274 |
0.20 |
-0.045 |
-0.045 |
-4,348 |
| SGP |
-1 |
9 |
-3,757,464 |
-3,757,464 |
-1,312,369 |
0.33 |
-0.095 |
-0.098 |
354,441 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
-0.042 |
-0.042 |
0 |
| THA |
-1 |
19 |
-7,049,810 |
-7,049,810 |
-952,592 |
0.16 |
-0.134 |
-0.139 |
1,045,066 |
| 0 |
1 |
0 |
0 |
0 |
-0.05 |
-0.069 |
-0.069 |
0 |
| 1 |
8 |
2,585,793 |
2,585,793 |
105,066 |
0.24 |
0.035 |
0.028 |
228,032 |
| TWN |
-1 |
53 |
-8,843,481 |
-8,843,481 |
-4,262,515 |
0.50 |
-0.148 |
-0.149 |
1,386,986 |
| 0 |
3 |
0 |
0 |
0 |
0.43 |
-0.114 |
-0.094 |
0 |
| 1 |
21 |
3,986,975 |
3,986,975 |
1,449,930 |
0.41 |
-0.017 |
-0.020 |
-12,535 |