Generated at 15:18 on Monday 03/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-125,906,054 |
| 0 |
37 |
0 |
| 1 |
425 |
122,854,524 |
|
target_notional |
| target_notional |
-3,051,529 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-705,956 |
-3,051,529 |
25,272,646 |
248,760,578 |
1 |
-0.003 |
-0.012 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-115,599,653 |
| 0 |
0 |
| 1 |
114,893,697 |
|
alpha_notional |
| alpha_notional |
25,272,646 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,083,438 |
| 0 |
0 |
| 1 |
13,189,208 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-6,218,189 |
17,252,569 |
1 |
-0.360 |
0.069 |
| CHN |
497 |
8,682,339 |
114,445,941 |
1 |
0.076 |
0.460 |
| HKG |
100 |
3,210,742 |
15,767,369 |
1 |
0.204 |
0.063 |
| IDN |
8 |
4,268,724 |
4,268,724 |
1 |
1.000 |
0.017 |
| IND |
13 |
3,745,570 |
3,745,570 |
1 |
1.000 |
0.015 |
| JPN |
241 |
-3,955,697 |
65,875,348 |
1 |
-0.060 |
0.265 |
| MYS |
2 |
553,228 |
553,228 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,944 |
1,160,944 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,679 |
93,679 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,735,223 |
3,735,223 |
1 |
-1.000 |
0.015 |
| THA |
27 |
-3,939,351 |
9,274,342 |
1 |
-0.425 |
0.037 |
| TWN |
74 |
-4,596,407 |
12,587,641 |
1 |
-0.365 |
0.051 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,735,379 |
| 0 |
4 |
0 |
| 1 |
15 |
5,517,190 |
| CHN |
-1 |
269 |
-52,881,801 |
| 0 |
16 |
0 |
| 1 |
212 |
61,564,140 |
| HKG |
-1 |
44 |
-6,278,313 |
| 1 |
56 |
9,489,056 |
| IDN |
1 |
8 |
4,268,724 |
| IND |
1 |
13 |
3,745,570 |
| JPN |
-1 |
138 |
-34,915,523 |
| 0 |
14 |
0 |
| 1 |
89 |
30,959,826 |
| MYS |
1 |
2 |
553,228 |
| NZL |
-1 |
1 |
-1,160,944 |
| PHL |
1 |
1 |
93,679 |
| SGP |
-1 |
9 |
-3,735,223 |
| THA |
-1 |
18 |
-6,606,847 |
| 0 |
1 |
0 |
| 1 |
8 |
2,667,496 |
| TWN |
-1 |
51 |
-8,592,024 |
| 0 |
2 |
0 |
| 1 |
21 |
3,995,617 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,735,379 |
-11,735,379 |
-3,309,973 |
0.40 |
-0.160 |
-0.157 |
1,916,367 |
| 0 |
4 |
0 |
0 |
0 |
0.19 |
-0.081 |
-0.084 |
0 |
| 1 |
15 |
5,517,190 |
5,517,190 |
1,106,948 |
0.26 |
-0.014 |
-0.010 |
73,721 |
| CHN |
-1 |
269 |
-52,881,801 |
-52,881,801 |
-80,933,388 |
1.71 |
-0.024 |
-0.022 |
3,024,832 |
| 0 |
16 |
0 |
0 |
0 |
1.55 |
0.047 |
0.068 |
0 |
| 1 |
212 |
61,564,140 |
61,564,140 |
87,143,185 |
1.54 |
0.142 |
0.137 |
10,764,867 |
| HKG |
-1 |
44 |
-6,278,313 |
-6,278,313 |
-8,134,091 |
1.78 |
0.019 |
0.043 |
187,093 |
| 1 |
56 |
9,489,056 |
9,489,056 |
11,026,820 |
1.59 |
0.135 |
0.146 |
1,227,325 |
| IDN |
1 |
8 |
4,268,724 |
4,268,724 |
-157,665 |
-0.10 |
0.048 |
0.046 |
242,821 |
| IND |
1 |
13 |
3,745,570 |
3,745,570 |
684,849 |
0.22 |
0.077 |
0.060 |
485,599 |
| JPN |
-1 |
138 |
-34,915,523 |
-34,915,523 |
-17,062,056 |
0.52 |
-0.116 |
-0.115 |
4,343,592 |
| 0 |
14 |
0 |
0 |
0 |
0.57 |
-0.051 |
-0.044 |
0 |
| 1 |
89 |
30,959,826 |
30,959,826 |
13,406,851 |
0.51 |
-0.004 |
-0.007 |
214,645 |
| MYS |
1 |
2 |
553,228 |
553,228 |
102,370 |
0.13 |
-0.013 |
-0.013 |
-26,349 |
| NZL |
-1 |
1 |
-1,160,944 |
-1,160,944 |
38,112 |
-0.03 |
-0.166 |
-0.166 |
192,219 |
| PHL |
1 |
1 |
93,679 |
93,679 |
18,734 |
0.20 |
0.052 |
0.052 |
4,859 |
| SGP |
-1 |
9 |
-3,735,223 |
-3,735,223 |
-1,289,980 |
0.33 |
-0.100 |
-0.092 |
367,396 |
| THA |
-1 |
18 |
-6,606,847 |
-6,606,847 |
-837,569 |
0.16 |
-0.116 |
-0.128 |
823,512 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
0.067 |
0.067 |
0 |
| 1 |
8 |
2,667,496 |
2,667,496 |
113,422 |
0.24 |
0.038 |
0.038 |
214,210 |
| TWN |
-1 |
51 |
-8,592,024 |
-8,592,024 |
-4,070,708 |
0.49 |
-0.134 |
-0.131 |
1,228,426 |
| 0 |
2 |
0 |
0 |
0 |
0.59 |
-0.124 |
-0.124 |
0 |
| 1 |
21 |
3,995,617 |
3,995,617 |
1,448,182 |
0.41 |
-0.010 |
-0.019 |
-12,487 |