Generated at 15:17 on Monday 03/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
536 |
-127,847,919 |
| 0 |
26 |
0 |
| 1 |
414 |
122,844,842 |
|
target_notional |
| target_notional |
-5,003,078 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-4,207,238 |
-5,003,078 |
25,165,855 |
250,692,761 |
1 |
-0.017 |
-0.020 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-120,470,883 |
| 0 |
0 |
| 1 |
116,263,645 |
|
alpha_notional |
| alpha_notional |
25,165,855 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,020,674 |
| 0 |
0 |
| 1 |
13,145,182 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-6,218,786 |
15,352,645 |
1 |
-0.405 |
0.061 |
| CHN |
467 |
7,057,341 |
116,382,968 |
1 |
0.061 |
0.464 |
| HKG |
104 |
1,859,635 |
17,267,321 |
1 |
0.108 |
0.069 |
| IDN |
8 |
2,742,646 |
2,742,646 |
1 |
1.000 |
0.011 |
| IND |
6 |
3,999,956 |
3,999,956 |
1 |
1.000 |
0.016 |
| JPN |
227 |
-3,911,489 |
70,230,587 |
1 |
-0.056 |
0.280 |
| MYS |
2 |
560,936 |
560,936 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,944 |
1,160,944 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
14 |
14 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,264,002 |
3,264,002 |
1 |
-1.000 |
0.013 |
| THA |
29 |
-2,644,044 |
7,719,205 |
1 |
-0.343 |
0.031 |
| TWN |
73 |
-4,024,340 |
12,011,538 |
1 |
-0.335 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,785,715 |
| 0 |
2 |
0 |
| 1 |
15 |
4,566,930 |
| CHN |
-1 |
257 |
-54,662,814 |
| 0 |
6 |
0 |
| 1 |
204 |
61,720,155 |
| HKG |
-1 |
45 |
-7,703,843 |
| 0 |
2 |
0 |
| 1 |
57 |
9,563,478 |
| IDN |
1 |
8 |
2,742,646 |
| IND |
1 |
6 |
3,999,956 |
| JPN |
-1 |
127 |
-37,071,038 |
| 0 |
10 |
0 |
| 1 |
90 |
33,159,549 |
| MYS |
1 |
2 |
560,936 |
| NZL |
-1 |
1 |
-1,160,944 |
| PHL |
1 |
1 |
14 |
| SGP |
-1 |
9 |
-3,264,002 |
| THA |
-1 |
16 |
-5,181,624 |
| 0 |
3 |
0 |
| 1 |
10 |
2,537,580 |
| TWN |
-1 |
49 |
-8,017,939 |
| 0 |
3 |
0 |
| 1 |
21 |
3,993,599 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,785,715 |
-10,785,715 |
-3,094,418 |
0.49 |
-0.144 |
-0.143 |
1,577,333 |
| 0 |
2 |
0 |
0 |
0 |
-0.06 |
-0.123 |
-0.123 |
0 |
| 1 |
15 |
4,566,930 |
4,566,930 |
909,269 |
0.24 |
-0.001 |
-0.005 |
24,132 |
| CHN |
-1 |
257 |
-54,662,814 |
-54,662,814 |
-84,383,550 |
1.71 |
-0.021 |
-0.020 |
2,460,645 |
| 0 |
6 |
0 |
0 |
0 |
1.38 |
-0.016 |
0.013 |
0 |
| 1 |
204 |
61,720,155 |
61,720,155 |
86,645,568 |
1.53 |
0.148 |
0.140 |
10,760,334 |
| HKG |
-1 |
45 |
-7,703,843 |
-7,703,843 |
-8,895,737 |
1.71 |
0.011 |
0.029 |
414,179 |
| 0 |
2 |
0 |
0 |
0 |
3.31 |
0.078 |
0.078 |
0 |
| 1 |
57 |
9,563,478 |
9,563,478 |
11,774,501 |
1.61 |
0.118 |
0.129 |
1,141,992 |
| IDN |
1 |
8 |
2,742,646 |
2,742,646 |
-5,708 |
-0.10 |
0.054 |
0.052 |
147,120 |
| IND |
1 |
6 |
3,999,956 |
3,999,956 |
606,652 |
0.20 |
0.101 |
0.116 |
448,264 |
| JPN |
-1 |
127 |
-37,071,038 |
-37,071,038 |
-18,429,227 |
0.51 |
-0.121 |
-0.117 |
4,989,912 |
| 0 |
10 |
0 |
0 |
0 |
0.57 |
-0.049 |
-0.052 |
0 |
| 1 |
90 |
33,159,549 |
33,159,549 |
14,726,688 |
0.49 |
0.009 |
0.011 |
560,912 |
| MYS |
1 |
2 |
560,936 |
560,936 |
103,797 |
0.13 |
0.008 |
0.008 |
-14,547 |
| NZL |
-1 |
1 |
-1,160,944 |
-1,160,944 |
38,112 |
-0.03 |
-0.206 |
-0.206 |
239,316 |
| PHL |
1 |
1 |
14 |
14 |
3 |
0.20 |
-0.193 |
-0.193 |
-3 |
| SGP |
-1 |
9 |
-3,264,002 |
-3,264,002 |
-1,099,126 |
0.33 |
-0.103 |
-0.092 |
386,255 |
| THA |
-1 |
16 |
-5,181,624 |
-5,181,624 |
-778,338 |
0.21 |
-0.137 |
-0.140 |
716,764 |
| 0 |
3 |
0 |
0 |
0 |
0.04 |
-0.035 |
-0.050 |
0 |
| 1 |
10 |
2,537,580 |
2,537,580 |
70,772 |
0.21 |
0.028 |
0.023 |
158,461 |
| TWN |
-1 |
49 |
-8,017,939 |
-8,017,939 |
-3,828,599 |
0.48 |
-0.142 |
-0.146 |
1,236,270 |
| 0 |
3 |
0 |
0 |
0 |
0.62 |
-0.186 |
-0.156 |
0 |
| 1 |
21 |
3,993,599 |
3,993,599 |
1,432,104 |
0.41 |
-0.018 |
-0.020 |
-81,484 |