Generated at 15:50 on Tuesday 04/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
569 |
-126,630,953 |
| 0 |
34 |
0 |
| 1 |
412 |
123,072,136 |
|
target_notional |
| target_notional |
-3,558,816 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,889,058 |
-3,558,816 |
25,096,527 |
249,703,089 |
1 |
-0.008 |
-0.014 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-112,668,471 |
| 0 |
0 |
| 1 |
110,779,412 |
|
alpha_notional |
| alpha_notional |
25,096,527 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,976,366 |
| 0 |
0 |
| 1 |
13,120,161 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-6,235,794 |
16,675,770 |
1 |
-0.374 |
0.067 |
| CHN |
479 |
6,323,970 |
109,846,622 |
1 |
0.058 |
0.440 |
| HKG |
106 |
6,459,777 |
21,920,014 |
1 |
0.295 |
0.088 |
| IDN |
4 |
3,203,591 |
3,203,591 |
1 |
1.000 |
0.013 |
| IND |
7 |
3,344,344 |
3,344,344 |
1 |
1.000 |
0.013 |
| JPN |
237 |
-4,879,909 |
65,677,111 |
1 |
-0.074 |
0.263 |
| KOR |
12 |
-522,171 |
522,171 |
1 |
-1.000 |
0.002 |
| MYS |
2 |
530,887 |
530,887 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,145,073 |
1,145,073 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,392,869 |
3,392,869 |
1 |
-1.000 |
0.014 |
| THA |
26 |
-1,985,642 |
11,800,484 |
1 |
-0.168 |
0.047 |
| TWN |
76 |
-5,259,940 |
11,644,141 |
1 |
-0.452 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-11,455,782 |
| 1 |
20 |
5,219,988 |
| CHN |
-1 |
259 |
-51,761,326 |
| 0 |
26 |
0 |
| 1 |
194 |
58,085,296 |
| HKG |
-1 |
47 |
-7,730,118 |
| 1 |
59 |
14,189,896 |
| IDN |
1 |
4 |
3,203,591 |
| IND |
0 |
2 |
0 |
| 1 |
5 |
3,344,344 |
| JPN |
-1 |
131 |
-35,278,510 |
| 0 |
6 |
0 |
| 1 |
100 |
30,398,601 |
| KOR |
-1 |
12 |
-522,171 |
| MYS |
1 |
2 |
530,887 |
| NZL |
-1 |
1 |
-1,145,073 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
9 |
-3,392,869 |
| THA |
-1 |
17 |
-6,893,063 |
| 1 |
9 |
4,907,421 |
| TWN |
-1 |
58 |
-8,452,040 |
| 1 |
18 |
3,192,100 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-11,455,782 |
-11,455,782 |
-3,611,069 |
0.47 |
-0.186 |
-0.180 |
2,073,990 |
| 1 |
20 |
5,219,988 |
5,219,988 |
1,377,572 |
0.22 |
-0.056 |
-0.066 |
-149,085 |
| CHN |
-1 |
259 |
-51,761,326 |
-51,761,326 |
-75,608,080 |
1.62 |
-0.028 |
-0.031 |
2,604,672 |
| 0 |
26 |
0 |
0 |
0 |
1.39 |
0.044 |
0.064 |
0 |
| 1 |
194 |
58,085,296 |
58,085,296 |
78,145,526 |
1.53 |
0.140 |
0.136 |
10,103,709 |
| HKG |
-1 |
47 |
-7,730,118 |
-7,730,118 |
-8,353,781 |
1.64 |
0.043 |
0.043 |
43,263 |
| 1 |
59 |
14,189,896 |
14,189,896 |
16,215,754 |
1.60 |
0.171 |
0.178 |
2,658,056 |
| IDN |
1 |
4 |
3,203,591 |
3,203,591 |
-89,504 |
-0.02 |
0.049 |
0.042 |
147,970 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.34 |
0.018 |
0.018 |
0 |
| 1 |
5 |
3,344,344 |
3,344,344 |
448,838 |
0.16 |
0.145 |
0.192 |
559,941 |
| JPN |
-1 |
131 |
-35,278,510 |
-35,278,510 |
-18,263,623 |
0.52 |
-0.110 |
-0.106 |
4,322,588 |
| 0 |
6 |
0 |
0 |
0 |
0.57 |
-0.076 |
-0.077 |
0 |
| 1 |
100 |
30,398,601 |
30,398,601 |
13,414,280 |
0.50 |
-0.015 |
-0.016 |
-245,274 |
| KOR |
-1 |
12 |
-522,171 |
-522,171 |
-396,160 |
0.66 |
-0.278 |
-0.259 |
138,433 |
| MYS |
1 |
2 |
530,887 |
530,887 |
94,736 |
0.13 |
-0.040 |
-0.040 |
-23,364 |
| NZL |
-1 |
1 |
-1,145,073 |
-1,145,073 |
25,330 |
-0.02 |
-0.182 |
-0.182 |
208,343 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.171 |
0.171 |
2 |
| SGP |
-1 |
9 |
-3,392,869 |
-3,392,869 |
-1,179,693 |
0.33 |
-0.107 |
-0.091 |
451,161 |
| THA |
-1 |
17 |
-6,893,063 |
-6,893,063 |
-759,692 |
0.22 |
-0.119 |
-0.125 |
805,704 |
| 1 |
9 |
4,907,421 |
4,907,421 |
71,049 |
0.11 |
0.006 |
-0.004 |
142,416 |
| TWN |
-1 |
58 |
-8,452,040 |
-8,452,040 |
-4,521,702 |
0.55 |
-0.149 |
-0.140 |
1,328,212 |
| 1 |
18 |
3,192,100 |
3,192,100 |
1,101,158 |
0.41 |
-0.018 |
-0.023 |
-74,211 |