Generated at 15:19 on Tuesday 03/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
536 |
-125,906,095 |
| 0 |
25 |
0 |
| 1 |
411 |
122,898,545 |
|
target_notional |
| target_notional |
-3,007,550 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-957,596 |
-3,007,550 |
25,161,853 |
248,804,640 |
1 |
-0.004 |
-0.012 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,254,305 |
| 0 |
0 |
| 1 |
116,296,709 |
|
alpha_notional |
| alpha_notional |
25,161,853 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,881,049 |
| 0 |
0 |
| 1 |
13,280,804 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-6,217,667 |
15,867,193 |
1 |
-0.392 |
0.064 |
| CHN |
472 |
9,002,540 |
114,426,469 |
1 |
0.079 |
0.460 |
| HKG |
104 |
2,201,181 |
17,431,670 |
1 |
0.126 |
0.070 |
| IDN |
8 |
2,736,805 |
2,736,805 |
1 |
1.000 |
0.011 |
| IND |
6 |
3,629,833 |
3,629,833 |
1 |
1.000 |
0.015 |
| JPN |
221 |
-4,349,338 |
70,307,292 |
1 |
-0.062 |
0.283 |
| MYS |
2 |
550,817 |
550,817 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,940 |
1,160,940 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-2,839,492 |
2,839,492 |
1 |
-1.000 |
0.011 |
| THA |
28 |
-2,739,368 |
8,167,038 |
1 |
-0.335 |
0.033 |
| TWN |
71 |
-3,821,933 |
11,687,080 |
1 |
-0.327 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-11,042,430 |
| 0 |
1 |
0 |
| 1 |
16 |
4,824,763 |
| CHN |
-1 |
259 |
-52,711,964 |
| 0 |
8 |
0 |
| 1 |
205 |
61,714,505 |
| HKG |
-1 |
44 |
-7,615,244 |
| 0 |
3 |
0 |
| 1 |
57 |
9,816,425 |
| IDN |
1 |
8 |
2,736,805 |
| IND |
1 |
6 |
3,629,833 |
| JPN |
-1 |
126 |
-37,328,315 |
| 0 |
8 |
0 |
| 1 |
87 |
32,978,977 |
| MYS |
1 |
2 |
550,817 |
| NZL |
-1 |
1 |
-1,160,940 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
9 |
-2,839,492 |
| THA |
-1 |
18 |
-5,453,203 |
| 0 |
2 |
0 |
| 1 |
8 |
2,713,835 |
| TWN |
-1 |
47 |
-7,754,506 |
| 0 |
3 |
0 |
| 1 |
21 |
3,932,573 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-11,042,430 |
-11,042,430 |
-3,239,408 |
0.49 |
-0.163 |
-0.155 |
1,820,458 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
-0.072 |
-0.072 |
0 |
| 1 |
16 |
4,824,763 |
4,824,763 |
939,078 |
0.23 |
-0.005 |
-0.011 |
-638 |
| CHN |
-1 |
259 |
-52,711,964 |
-52,711,964 |
-81,516,382 |
1.71 |
-0.022 |
-0.019 |
2,400,916 |
| 0 |
8 |
0 |
0 |
0 |
1.91 |
0.004 |
0.006 |
0 |
| 1 |
205 |
61,714,505 |
61,714,505 |
86,132,393 |
1.51 |
0.145 |
0.142 |
10,719,892 |
| HKG |
-1 |
44 |
-7,615,244 |
-7,615,244 |
-8,372,169 |
1.63 |
0.012 |
0.027 |
265,491 |
| 0 |
3 |
0 |
0 |
0 |
2.20 |
0.025 |
0.022 |
0 |
| 1 |
57 |
9,816,425 |
9,816,425 |
11,996,611 |
1.61 |
0.127 |
0.139 |
1,268,207 |
| IDN |
1 |
8 |
2,736,805 |
2,736,805 |
-5,960 |
-0.10 |
0.053 |
0.058 |
146,300 |
| IND |
1 |
6 |
3,629,833 |
3,629,833 |
570,066 |
0.20 |
0.098 |
0.116 |
391,688 |
| JPN |
-1 |
126 |
-37,328,315 |
-37,328,315 |
-18,630,088 |
0.52 |
-0.118 |
-0.117 |
4,859,781 |
| 0 |
8 |
0 |
0 |
0 |
0.41 |
-0.023 |
-0.039 |
0 |
| 1 |
87 |
32,978,977 |
32,978,977 |
15,054,198 |
0.49 |
0.012 |
0.004 |
681,698 |
| MYS |
1 |
2 |
550,817 |
550,817 |
101,924 |
0.13 |
0.012 |
0.012 |
-9,220 |
| NZL |
-1 |
1 |
-1,160,940 |
-1,160,940 |
38,111 |
-0.03 |
-0.201 |
-0.201 |
233,263 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
-0.029 |
-0.029 |
-0 |
| SGP |
-1 |
9 |
-2,839,492 |
-2,839,492 |
-975,405 |
0.33 |
-0.081 |
-0.076 |
299,755 |
| THA |
-1 |
18 |
-5,453,203 |
-5,453,203 |
-830,654 |
0.20 |
-0.154 |
-0.157 |
853,730 |
| 0 |
2 |
0 |
0 |
0 |
0.13 |
-0.048 |
-0.048 |
0 |
| 1 |
8 |
2,713,835 |
2,713,835 |
102,231 |
0.23 |
0.011 |
0.010 |
148,814 |
| TWN |
-1 |
47 |
-7,754,506 |
-7,754,506 |
-3,728,310 |
0.50 |
-0.137 |
-0.140 |
1,147,655 |
| 0 |
3 |
0 |
0 |
0 |
0.27 |
-0.174 |
-0.204 |
0 |
| 1 |
21 |
3,932,573 |
3,932,573 |
1,406,167 |
0.41 |
-0.014 |
-0.013 |
-65,935 |