Generated at 15:21 on Wednesday 03/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
540 |
-126,804,065 |
| 0 |
27 |
0 |
| 1 |
414 |
122,787,886 |
|
target_notional |
| target_notional |
-4,016,179 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,299,462 |
-4,016,179 |
24,605,135 |
249,591,952 |
1 |
-0.009 |
-0.016 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,044,945 |
| 0 |
0 |
| 1 |
115,745,483 |
|
alpha_notional |
| alpha_notional |
24,605,135 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,392,393 |
| 0 |
0 |
| 1 |
13,212,742 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-6,219,411 |
16,613,353 |
1 |
-0.374 |
0.067 |
| CHN |
468 |
8,415,638 |
115,327,653 |
1 |
0.073 |
0.462 |
| HKG |
100 |
1,745,448 |
15,561,333 |
1 |
0.112 |
0.062 |
| IDN |
8 |
3,490,173 |
3,490,173 |
1 |
1.000 |
0.014 |
| IND |
12 |
3,591,254 |
3,591,254 |
1 |
1.000 |
0.014 |
| JPN |
232 |
-2,785,914 |
68,125,602 |
1 |
-0.041 |
0.273 |
| MYS |
2 |
555,181 |
555,181 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,936 |
1,160,936 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
93,421 |
93,421 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,253,130 |
3,253,130 |
1 |
-1.000 |
0.013 |
| THA |
26 |
-4,021,211 |
9,270,755 |
1 |
-0.434 |
0.037 |
| TWN |
72 |
-4,466,691 |
12,549,162 |
1 |
-0.356 |
0.050 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-11,416,382 |
| 0 |
1 |
0 |
| 1 |
14 |
5,196,971 |
| CHN |
-1 |
256 |
-53,456,007 |
| 0 |
6 |
0 |
| 1 |
206 |
61,871,645 |
| HKG |
-1 |
42 |
-6,907,943 |
| 0 |
2 |
0 |
| 1 |
56 |
8,653,390 |
| IDN |
1 |
8 |
3,490,173 |
| IND |
0 |
3 |
0 |
| 1 |
9 |
3,591,254 |
| JPN |
-1 |
128 |
-35,455,758 |
| 0 |
15 |
0 |
| 1 |
89 |
32,669,844 |
| MYS |
1 |
2 |
555,181 |
| NZL |
-1 |
1 |
-1,160,936 |
| PHL |
1 |
1 |
93,421 |
| SGP |
-1 |
9 |
-3,253,130 |
| THA |
-1 |
18 |
-6,645,983 |
| 1 |
8 |
2,624,772 |
| TWN |
-1 |
51 |
-8,507,927 |
| 1 |
21 |
4,041,235 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-11,416,382 |
-11,416,382 |
-3,223,438 |
0.41 |
-0.144 |
-0.141 |
1,604,474 |
| 0 |
1 |
0 |
0 |
0 |
0.10 |
-0.029 |
-0.029 |
0 |
| 1 |
14 |
5,196,971 |
5,196,971 |
1,044,377 |
0.25 |
-0.003 |
-0.008 |
2,519 |
| CHN |
-1 |
256 |
-53,456,007 |
-53,456,007 |
-82,838,327 |
1.71 |
-0.016 |
-0.014 |
2,393,766 |
| 0 |
6 |
0 |
0 |
0 |
1.74 |
0.026 |
0.026 |
0 |
| 1 |
206 |
61,871,645 |
61,871,645 |
87,081,202 |
1.52 |
0.148 |
0.146 |
10,982,662 |
| HKG |
-1 |
42 |
-6,907,943 |
-6,907,943 |
-8,376,921 |
1.80 |
0.007 |
0.026 |
425,735 |
| 0 |
2 |
0 |
0 |
0 |
0.72 |
-0.036 |
-0.036 |
0 |
| 1 |
56 |
8,653,390 |
8,653,390 |
11,011,794 |
1.66 |
0.120 |
0.135 |
1,091,986 |
| IDN |
1 |
8 |
3,490,173 |
3,490,173 |
-98,930 |
-0.10 |
0.017 |
0.036 |
-98,894 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.19 |
-0.042 |
-0.041 |
0 |
| 1 |
9 |
3,591,254 |
3,591,254 |
620,378 |
0.21 |
0.069 |
0.085 |
479,535 |
| JPN |
-1 |
128 |
-35,455,758 |
-35,455,758 |
-17,598,530 |
0.52 |
-0.110 |
-0.106 |
4,270,176 |
| 0 |
15 |
0 |
0 |
0 |
0.51 |
-0.054 |
-0.053 |
0 |
| 1 |
89 |
32,669,844 |
32,669,844 |
14,416,731 |
0.47 |
0.009 |
0.007 |
622,456 |
| MYS |
1 |
2 |
555,181 |
555,181 |
102,731 |
0.13 |
0.000 |
0.000 |
-16,905 |
| NZL |
-1 |
1 |
-1,160,936 |
-1,160,936 |
38,111 |
-0.03 |
-0.145 |
-0.145 |
168,597 |
| PHL |
1 |
1 |
93,421 |
93,421 |
18,682 |
0.20 |
0.133 |
0.133 |
12,435 |
| SGP |
-1 |
9 |
-3,253,130 |
-3,253,130 |
-1,110,170 |
0.33 |
-0.088 |
-0.071 |
316,230 |
| THA |
-1 |
18 |
-6,645,983 |
-6,645,983 |
-887,486 |
0.18 |
-0.144 |
-0.154 |
977,412 |
| 1 |
8 |
2,624,772 |
2,624,772 |
89,496 |
0.24 |
-0.008 |
-0.005 |
141,953 |
| TWN |
-1 |
51 |
-8,507,927 |
-8,507,927 |
-4,048,183 |
0.49 |
-0.134 |
-0.141 |
1,236,004 |
| 1 |
21 |
4,041,235 |
4,041,235 |
1,459,021 |
0.41 |
-0.007 |
-0.018 |
-5,006 |