Generated at 15:18 on Tuesday 03/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
547 |
-126,897,821 |
| 0 |
41 |
0 |
| 1 |
418 |
122,844,021 |
|
target_notional |
| target_notional |
-4,053,799 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,661,679 |
-4,053,799 |
24,829,004 |
249,741,842 |
1 |
-0.011 |
-0.016 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,646,496 |
| 0 |
0 |
| 1 |
114,984,817 |
|
alpha_notional |
| alpha_notional |
24,829,004 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,082,821 |
| 0 |
0 |
| 1 |
12,746,183 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,214,304 |
17,182,317 |
1 |
-0.362 |
0.069 |
| CHN |
486 |
7,808,654 |
115,355,744 |
1 |
0.068 |
0.462 |
| HKG |
102 |
2,855,926 |
15,926,093 |
1 |
0.179 |
0.064 |
| IDN |
8 |
4,097,609 |
4,097,609 |
1 |
1.000 |
0.016 |
| IND |
13 |
3,771,163 |
3,771,163 |
1 |
1.000 |
0.015 |
| JPN |
235 |
-4,043,129 |
66,455,636 |
1 |
-0.061 |
0.266 |
| MYS |
2 |
552,794 |
552,794 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,939 |
1,160,939 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
94,019 |
94,019 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,618,190 |
3,618,190 |
1 |
-1.000 |
0.014 |
| THA |
26 |
-3,759,265 |
9,088,825 |
1 |
-0.414 |
0.036 |
| TWN |
72 |
-4,438,136 |
12,438,515 |
1 |
-0.357 |
0.050 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,698,311 |
| 0 |
3 |
0 |
| 1 |
14 |
5,484,006 |
| CHN |
-1 |
259 |
-53,773,545 |
| 0 |
19 |
0 |
| 1 |
208 |
61,582,199 |
| HKG |
-1 |
44 |
-6,535,084 |
| 0 |
1 |
0 |
| 1 |
57 |
9,391,010 |
| IDN |
1 |
8 |
4,097,609 |
| IND |
0 |
2 |
0 |
| 1 |
11 |
3,771,163 |
| JPN |
-1 |
133 |
-35,249,383 |
| 0 |
14 |
0 |
| 1 |
88 |
31,206,253 |
| MYS |
1 |
2 |
552,794 |
| NZL |
-1 |
1 |
-1,160,939 |
| PHL |
1 |
1 |
94,019 |
| SGP |
-1 |
9 |
-3,618,190 |
| THA |
-1 |
16 |
-6,424,045 |
| 0 |
2 |
0 |
| 1 |
8 |
2,664,780 |
| TWN |
-1 |
51 |
-8,438,325 |
| 1 |
21 |
4,000,189 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,698,311 |
-11,698,311 |
-3,220,927 |
0.40 |
-0.161 |
-0.156 |
1,883,593 |
| 0 |
3 |
0 |
0 |
0 |
0.23 |
-0.084 |
-0.092 |
0 |
| 1 |
14 |
5,484,006 |
5,484,006 |
1,068,774 |
0.25 |
-0.008 |
-0.002 |
39,233 |
| CHN |
-1 |
259 |
-53,773,545 |
-53,773,545 |
-83,145,892 |
1.71 |
-0.023 |
-0.023 |
2,883,446 |
| 0 |
19 |
0 |
0 |
0 |
1.63 |
0.041 |
0.069 |
0 |
| 1 |
208 |
61,582,199 |
61,582,199 |
86,797,413 |
1.53 |
0.142 |
0.135 |
10,505,769 |
| HKG |
-1 |
44 |
-6,535,084 |
-6,535,084 |
-8,238,183 |
1.78 |
0.019 |
0.041 |
274,373 |
| 0 |
1 |
0 |
0 |
0 |
0.62 |
0.073 |
0.073 |
0 |
| 1 |
57 |
9,391,010 |
9,391,010 |
11,231,918 |
1.62 |
0.137 |
0.151 |
1,297,718 |
| IDN |
1 |
8 |
4,097,609 |
4,097,609 |
-152,291 |
-0.10 |
0.040 |
0.049 |
45,241 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.22 |
0.005 |
0.005 |
0 |
| 1 |
11 |
3,771,163 |
3,771,163 |
670,963 |
0.22 |
0.078 |
0.051 |
450,803 |
| JPN |
-1 |
133 |
-35,249,383 |
-35,249,383 |
-17,091,568 |
0.51 |
-0.117 |
-0.112 |
4,517,591 |
| 0 |
14 |
0 |
0 |
0 |
0.83 |
-0.049 |
-0.034 |
0 |
| 1 |
88 |
31,206,253 |
31,206,253 |
13,686,334 |
0.49 |
0.001 |
-0.002 |
273,062 |
| MYS |
1 |
2 |
552,794 |
552,794 |
102,290 |
0.13 |
-0.007 |
-0.007 |
-23,837 |
| NZL |
-1 |
1 |
-1,160,939 |
-1,160,939 |
38,111 |
-0.03 |
-0.153 |
-0.153 |
177,542 |
| PHL |
1 |
1 |
94,019 |
94,019 |
18,802 |
0.20 |
0.059 |
0.059 |
5,520 |
| SGP |
-1 |
9 |
-3,618,190 |
-3,618,190 |
-1,213,608 |
0.33 |
-0.092 |
-0.083 |
337,773 |
| THA |
-1 |
16 |
-6,424,045 |
-6,424,045 |
-802,668 |
0.14 |
-0.125 |
-0.131 |
853,178 |
| 0 |
2 |
0 |
0 |
0 |
0.26 |
-0.009 |
-0.009 |
0 |
| 1 |
8 |
2,664,780 |
2,664,780 |
113,822 |
0.24 |
0.027 |
0.019 |
144,312 |
| TWN |
-1 |
51 |
-8,438,325 |
-8,438,325 |
-3,971,762 |
0.49 |
-0.130 |
-0.125 |
1,155,326 |
| 1 |
21 |
4,000,189 |
4,000,189 |
1,446,793 |
0.41 |
-0.007 |
-0.016 |
8,363 |