Generated at 15:20 on Thursday 03/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
528 |
-125,947,231 |
| 0 |
32 |
0 |
| 1 |
407 |
122,860,616 |
|
target_notional |
| target_notional |
-3,086,615 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,105,279 |
-3,086,615 |
24,800,168 |
248,807,847 |
1 |
-0.004 |
-0.012 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,557,996 |
| 0 |
0 |
| 1 |
116,452,717 |
|
alpha_notional |
| alpha_notional |
24,800,168 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,079,454 |
| 0 |
0 |
| 1 |
13,720,715 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-6,224,515 |
15,105,197 |
1 |
-0.412 |
0.061 |
| CHN |
459 |
8,768,747 |
114,454,603 |
1 |
0.077 |
0.460 |
| HKG |
103 |
2,036,640 |
16,913,804 |
1 |
0.120 |
0.068 |
| IDN |
8 |
2,830,785 |
2,830,785 |
1 |
1.000 |
0.011 |
| IND |
9 |
4,508,750 |
4,508,750 |
1 |
1.000 |
0.018 |
| JPN |
226 |
-3,509,397 |
69,119,582 |
1 |
-0.051 |
0.278 |
| MYS |
2 |
558,173 |
558,173 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,938 |
1,160,938 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
99,086 |
99,086 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,287,321 |
3,287,321 |
1 |
-1.000 |
0.013 |
| THA |
28 |
-3,710,204 |
8,708,881 |
1 |
-0.426 |
0.035 |
| TWN |
72 |
-3,996,422 |
12,060,727 |
1 |
-0.331 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,664,856 |
| 0 |
4 |
0 |
| 1 |
13 |
4,440,341 |
| CHN |
-1 |
248 |
-52,842,928 |
| 0 |
9 |
0 |
| 1 |
202 |
61,611,675 |
| HKG |
-1 |
45 |
-7,438,582 |
| 0 |
1 |
0 |
| 1 |
57 |
9,475,222 |
| IDN |
1 |
8 |
2,830,785 |
| IND |
0 |
3 |
0 |
| 1 |
6 |
4,508,750 |
| JPN |
-1 |
125 |
-36,314,490 |
| 0 |
13 |
0 |
| 1 |
88 |
32,805,093 |
| MYS |
1 |
2 |
558,173 |
| NZL |
-1 |
1 |
-1,160,938 |
| PHL |
1 |
1 |
99,086 |
| SGP |
-1 |
9 |
-3,287,321 |
| THA |
-1 |
18 |
-6,209,542 |
| 0 |
1 |
0 |
| 1 |
9 |
2,499,338 |
| TWN |
-1 |
50 |
-8,028,574 |
| 0 |
1 |
0 |
| 1 |
21 |
4,032,152 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,664,856 |
-10,664,856 |
-2,980,316 |
0.41 |
-0.149 |
-0.144 |
1,601,230 |
| 0 |
4 |
0 |
0 |
0 |
0.29 |
-0.069 |
-0.077 |
0 |
| 1 |
13 |
4,440,341 |
4,440,341 |
920,869 |
0.26 |
-0.000 |
0.001 |
35,524 |
| CHN |
-1 |
248 |
-52,842,928 |
-52,842,928 |
-81,700,014 |
1.71 |
-0.016 |
-0.013 |
2,216,500 |
| 0 |
9 |
0 |
0 |
0 |
1.45 |
0.052 |
0.075 |
0 |
| 1 |
202 |
61,611,675 |
61,611,675 |
86,971,794 |
1.53 |
0.149 |
0.143 |
10,806,026 |
| HKG |
-1 |
45 |
-7,438,582 |
-7,438,582 |
-8,948,789 |
1.80 |
0.007 |
0.025 |
419,636 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
0.081 |
0.081 |
0 |
| 1 |
57 |
9,475,222 |
9,475,222 |
11,846,378 |
1.62 |
0.113 |
0.117 |
1,164,924 |
| IDN |
1 |
8 |
2,830,785 |
2,830,785 |
-12,605 |
-0.10 |
0.022 |
0.024 |
66,658 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.24 |
0.013 |
0.001 |
0 |
| 1 |
6 |
4,508,750 |
4,508,750 |
703,412 |
0.20 |
0.171 |
0.195 |
893,988 |
| JPN |
-1 |
125 |
-36,314,490 |
-36,314,490 |
-18,092,350 |
0.52 |
-0.112 |
-0.106 |
4,249,888 |
| 0 |
13 |
0 |
0 |
0 |
0.56 |
-0.036 |
-0.036 |
0 |
| 1 |
88 |
32,805,093 |
32,805,093 |
14,377,795 |
0.47 |
0.010 |
0.010 |
603,180 |
| MYS |
1 |
2 |
558,173 |
558,173 |
103,285 |
0.13 |
-0.008 |
-0.008 |
-20,662 |
| NZL |
-1 |
1 |
-1,160,938 |
-1,160,938 |
38,111 |
-0.03 |
-0.165 |
-0.165 |
191,901 |
| PHL |
1 |
1 |
99,086 |
99,086 |
19,815 |
0.20 |
0.038 |
0.038 |
3,803 |
| SGP |
-1 |
9 |
-3,287,321 |
-3,287,321 |
-1,115,759 |
0.33 |
-0.098 |
-0.088 |
351,639 |
| THA |
-1 |
18 |
-6,209,542 |
-6,209,542 |
-905,180 |
0.19 |
-0.142 |
-0.153 |
952,908 |
| 0 |
1 |
0 |
0 |
0 |
-0.01 |
-0.032 |
-0.032 |
0 |
| 1 |
9 |
2,499,338 |
2,499,338 |
68,292 |
0.25 |
0.002 |
0.005 |
180,323 |
| TWN |
-1 |
50 |
-8,028,574 |
-8,028,574 |
-3,853,700 |
0.50 |
-0.128 |
-0.124 |
1,095,752 |
| 0 |
1 |
0 |
0 |
0 |
0.44 |
-0.242 |
-0.242 |
0 |
| 1 |
21 |
4,032,152 |
4,032,152 |
1,453,683 |
0.41 |
-0.003 |
-0.003 |
-13,049 |