Generated at 16:10 on Sunday 03/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
535 |
-126,752,161 |
| 0 |
10 |
0 |
| 1 |
410 |
122,780,533 |
|
target_notional |
| target_notional |
-3,971,628 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,718,559 |
-3,971,628 |
25,281,418 |
249,532,694 |
1 |
-0.011 |
-0.016 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-118,746,630 |
| 0 |
0 |
| 1 |
116,028,070 |
|
alpha_notional |
| alpha_notional |
25,281,418 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,450,718 |
| 0 |
0 |
| 1 |
13,830,700 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-6,212,514 |
15,133,515 |
1 |
-0.411 |
0.061 |
| CHN |
455 |
7,957,605 |
115,279,681 |
1 |
0.069 |
0.462 |
| HKG |
104 |
1,917,313 |
17,031,592 |
1 |
0.113 |
0.068 |
| IDN |
8 |
2,770,815 |
2,770,815 |
1 |
1.000 |
0.011 |
| IND |
6 |
4,891,417 |
4,891,417 |
1 |
1.000 |
0.020 |
| JPN |
219 |
-3,615,360 |
68,654,113 |
1 |
-0.053 |
0.275 |
| MYS |
2 |
568,304 |
568,304 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,134 |
1,160,134 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
68,683 |
68,683 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,233,312 |
3,233,312 |
1 |
-1.000 |
0.013 |
| THA |
28 |
-3,806,805 |
8,666,255 |
1 |
-0.439 |
0.035 |
| TWN |
73 |
-4,117,640 |
12,074,874 |
1 |
-0.341 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,673,014 |
| 0 |
3 |
0 |
| 1 |
14 |
4,460,501 |
| CHN |
-1 |
249 |
-53,661,038 |
| 1 |
206 |
61,618,643 |
| HKG |
-1 |
46 |
-7,557,139 |
| 0 |
1 |
0 |
| 1 |
57 |
9,474,452 |
| IDN |
1 |
8 |
2,770,815 |
| IND |
1 |
6 |
4,891,417 |
| JPN |
-1 |
127 |
-36,134,736 |
| 0 |
5 |
0 |
| 1 |
87 |
32,519,376 |
| MYS |
1 |
2 |
568,304 |
| NZL |
-1 |
1 |
-1,160,134 |
| PHL |
1 |
1 |
68,683 |
| SGP |
-1 |
9 |
-3,233,312 |
| THA |
-1 |
19 |
-6,236,530 |
| 0 |
1 |
0 |
| 1 |
8 |
2,429,725 |
| TWN |
-1 |
52 |
-8,096,257 |
| 1 |
21 |
3,978,617 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,673,014 |
-10,673,014 |
-2,921,331 |
0.41 |
-0.147 |
-0.145 |
1,631,325 |
| 0 |
3 |
0 |
0 |
0 |
0.29 |
-0.046 |
-0.032 |
0 |
| 1 |
14 |
4,460,501 |
4,460,501 |
901,632 |
0.25 |
0.009 |
0.010 |
52,179 |
| CHN |
-1 |
249 |
-53,661,038 |
-53,661,038 |
-83,152,437 |
1.70 |
-0.018 |
-0.014 |
2,237,914 |
| 1 |
206 |
61,618,643 |
61,618,643 |
86,745,268 |
1.52 |
0.150 |
0.144 |
10,873,695 |
| HKG |
-1 |
46 |
-7,557,139 |
-7,557,139 |
-8,965,208 |
1.79 |
0.008 |
0.022 |
377,074 |
| 0 |
1 |
0 |
0 |
0 |
1.70 |
-0.023 |
-0.023 |
0 |
| 1 |
57 |
9,474,452 |
9,474,452 |
11,803,504 |
1.62 |
0.114 |
0.122 |
1,157,893 |
| IDN |
1 |
8 |
2,770,815 |
2,770,815 |
-4,524 |
-0.10 |
0.025 |
0.026 |
138,297 |
| IND |
1 |
6 |
4,891,417 |
4,891,417 |
715,174 |
0.20 |
0.163 |
0.180 |
912,275 |
| JPN |
-1 |
127 |
-36,134,736 |
-36,134,736 |
-17,875,722 |
0.51 |
-0.115 |
-0.113 |
4,367,852 |
| 0 |
5 |
0 |
0 |
0 |
0.51 |
-0.042 |
-0.057 |
0 |
| 1 |
87 |
32,519,376 |
32,519,376 |
14,258,986 |
0.48 |
0.008 |
0.013 |
612,460 |
| MYS |
1 |
2 |
568,304 |
568,304 |
105,160 |
0.13 |
-0.005 |
-0.005 |
-21,391 |
| NZL |
-1 |
1 |
-1,160,134 |
-1,160,134 |
38,085 |
-0.03 |
-0.187 |
-0.187 |
216,813 |
| PHL |
1 |
1 |
68,683 |
68,683 |
13,735 |
0.20 |
-0.134 |
-0.134 |
-9,224 |
| SGP |
-1 |
9 |
-3,233,312 |
-3,233,312 |
-1,092,240 |
0.33 |
-0.094 |
-0.081 |
340,611 |
| THA |
-1 |
19 |
-6,236,530 |
-6,236,530 |
-929,601 |
0.19 |
-0.150 |
-0.163 |
982,278 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
-0.068 |
-0.068 |
0 |
| 1 |
8 |
2,429,725 |
2,429,725 |
56,858 |
0.23 |
0.000 |
0.006 |
180,824 |
| TWN |
-1 |
52 |
-8,096,257 |
-8,096,257 |
-3,848,176 |
0.49 |
-0.145 |
-0.146 |
1,296,850 |
| 1 |
21 |
3,978,617 |
3,978,617 |
1,432,277 |
0.41 |
-0.017 |
-0.019 |
-66,308 |