Generated at 16:14 on Wednesday 03/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
555 |
-127,938,938 |
| 0 |
20 |
0 |
| 1 |
408 |
123,060,276 |
|
target_notional |
| target_notional |
-4,878,662 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-5,066,712 |
-4,878,662 |
25,466,271 |
250,999,214 |
1 |
-0.020 |
-0.019 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-120,720,153 |
| 0 |
0 |
| 1 |
115,653,441 |
|
alpha_notional |
| alpha_notional |
25,466,271 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,859,364 |
| 0 |
0 |
| 1 |
13,606,907 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-6,222,963 |
15,796,449 |
1 |
-0.394 |
0.063 |
| CHN |
489 |
6,479,304 |
116,596,532 |
1 |
0.056 |
0.465 |
| HKG |
102 |
2,654,878 |
17,678,950 |
1 |
0.150 |
0.070 |
| IDN |
8 |
2,729,682 |
2,729,682 |
1 |
1.000 |
0.011 |
| IND |
6 |
4,395,586 |
4,395,586 |
1 |
1.000 |
0.018 |
| JPN |
218 |
-4,997,055 |
67,620,837 |
1 |
-0.074 |
0.269 |
| MYS |
3 |
558,948 |
558,948 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,941 |
1,160,941 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-2,294,523 |
2,294,523 |
1 |
-1.000 |
0.009 |
| THA |
28 |
-3,148,791 |
10,418,908 |
1 |
-0.302 |
0.042 |
| TWN |
68 |
-3,872,800 |
11,747,845 |
1 |
-0.330 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-11,009,706 |
| 0 |
1 |
0 |
| 1 |
16 |
4,786,743 |
| CHN |
-1 |
277 |
-55,058,614 |
| 0 |
7 |
0 |
| 1 |
205 |
61,537,918 |
| HKG |
-1 |
45 |
-7,512,036 |
| 1 |
57 |
10,166,914 |
| IDN |
1 |
8 |
2,729,682 |
| IND |
1 |
6 |
4,395,586 |
| JPN |
-1 |
126 |
-36,308,946 |
| 0 |
9 |
0 |
| 1 |
83 |
31,311,891 |
| MYS |
1 |
3 |
558,948 |
| NZL |
-1 |
1 |
-1,160,941 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,294,523 |
| 0 |
2 |
0 |
| THA |
-1 |
19 |
-6,783,850 |
| 0 |
1 |
0 |
| 1 |
8 |
3,635,059 |
| TWN |
-1 |
47 |
-7,810,322 |
| 1 |
21 |
3,937,522 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-11,009,706 |
-11,009,706 |
-3,396,469 |
0.47 |
-0.152 |
-0.149 |
1,652,746 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
-0.044 |
-0.044 |
0 |
| 1 |
16 |
4,786,743 |
4,786,743 |
926,627 |
0.20 |
0.003 |
0.005 |
89,669 |
| CHN |
-1 |
277 |
-55,058,614 |
-55,058,614 |
-85,450,966 |
1.71 |
-0.024 |
-0.026 |
2,543,381 |
| 0 |
7 |
0 |
0 |
0 |
1.57 |
0.028 |
0.072 |
0 |
| 1 |
205 |
61,537,918 |
61,537,918 |
85,557,010 |
1.51 |
0.144 |
0.141 |
10,629,617 |
| HKG |
-1 |
45 |
-7,512,036 |
-7,512,036 |
-8,168,102 |
1.62 |
0.019 |
0.034 |
231,372 |
| 1 |
57 |
10,166,914 |
10,166,914 |
12,373,227 |
1.61 |
0.135 |
0.145 |
1,433,022 |
| IDN |
1 |
8 |
2,729,682 |
2,729,682 |
-4,888 |
-0.10 |
0.026 |
0.029 |
21,183 |
| IND |
1 |
6 |
4,395,586 |
4,395,586 |
689,181 |
0.20 |
0.156 |
0.173 |
776,495 |
| JPN |
-1 |
126 |
-36,308,946 |
-36,308,946 |
-18,349,820 |
0.53 |
-0.123 |
-0.117 |
4,828,906 |
| 0 |
9 |
0 |
0 |
0 |
0.51 |
-0.063 |
-0.051 |
0 |
| 1 |
83 |
31,311,891 |
31,311,891 |
14,356,699 |
0.48 |
0.001 |
-0.003 |
395,960 |
| MYS |
1 |
3 |
558,948 |
558,948 |
102,417 |
0.10 |
0.050 |
0.047 |
-763 |
| NZL |
-1 |
1 |
-1,160,941 |
-1,160,941 |
38,112 |
-0.03 |
-0.174 |
-0.174 |
202,391 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.016 |
0.016 |
0 |
| SGP |
-1 |
7 |
-2,294,523 |
-2,294,523 |
-830,273 |
0.37 |
-0.097 |
-0.077 |
282,220 |
| 0 |
2 |
0 |
0 |
0 |
0.20 |
-0.018 |
-0.018 |
0 |
| THA |
-1 |
19 |
-6,783,850 |
-6,783,850 |
-807,555 |
0.18 |
-0.137 |
-0.141 |
962,818 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
0.080 |
0.080 |
0 |
| 1 |
8 |
3,635,059 |
3,635,059 |
245,325 |
0.23 |
0.047 |
0.048 |
340,158 |
| TWN |
-1 |
47 |
-7,810,322 |
-7,810,322 |
-3,755,079 |
0.50 |
-0.143 |
-0.143 |
1,155,530 |
| 1 |
21 |
3,937,522 |
3,937,522 |
1,407,838 |
0.41 |
-0.015 |
-0.015 |
-78,433 |