Generated at 17:05 on Wednesday 04/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
559 |
-126,340,346 |
| 0 |
19 |
0 |
| 1 |
409 |
123,044,761 |
|
target_notional |
| target_notional |
-3,295,585 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,124,952 |
-3,295,585 |
24,554,105 |
249,385,107 |
1 |
-0.005 |
-0.013 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-110,173,060 |
| 0 |
0 |
| 1 |
109,048,107 |
|
alpha_notional |
| alpha_notional |
24,554,105 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,135,678 |
| 0 |
0 |
| 1 |
12,418,427 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-6,228,088 |
17,941,607 |
1 |
-0.347 |
0.072 |
| CHN |
447 |
6,220,215 |
104,550,577 |
1 |
0.059 |
0.419 |
| HKG |
106 |
6,494,610 |
22,056,290 |
1 |
0.294 |
0.088 |
| IDN |
4 |
3,203,591 |
3,203,591 |
1 |
1.000 |
0.013 |
| IND |
6 |
3,302,755 |
3,302,755 |
1 |
1.000 |
0.013 |
| JPN |
240 |
-3,871,946 |
68,870,494 |
1 |
-0.056 |
0.276 |
| KOR |
13 |
-605,478 |
605,478 |
1 |
-1.000 |
0.002 |
| MYS |
2 |
534,128 |
534,128 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,145,083 |
1,145,083 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,448,934 |
3,448,934 |
1 |
-1.000 |
0.014 |
| THA |
27 |
-2,431,212 |
12,018,665 |
1 |
-0.202 |
0.048 |
| TWN |
76 |
-5,320,156 |
11,707,492 |
1 |
-0.454 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-12,084,848 |
| 0 |
1 |
0 |
| 1 |
20 |
5,856,759 |
| CHN |
-1 |
250 |
-49,165,181 |
| 0 |
9 |
0 |
| 1 |
188 |
55,385,396 |
| HKG |
-1 |
45 |
-7,780,840 |
| 0 |
3 |
0 |
| 1 |
58 |
14,275,450 |
| IDN |
1 |
4 |
3,203,591 |
| IND |
0 |
1 |
0 |
| 1 |
5 |
3,302,755 |
| JPN |
-1 |
131 |
-36,371,220 |
| 0 |
5 |
0 |
| 1 |
104 |
32,499,274 |
| KOR |
-1 |
13 |
-605,478 |
| MYS |
1 |
2 |
534,128 |
| NZL |
-1 |
1 |
-1,145,083 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
9 |
-3,448,934 |
| THA |
-1 |
18 |
-7,224,938 |
| 1 |
9 |
4,793,726 |
| TWN |
-1 |
58 |
-8,513,824 |
| 1 |
18 |
3,193,668 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-12,084,848 |
-12,084,848 |
-3,519,466 |
0.48 |
-0.186 |
-0.181 |
2,189,068 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
-0.113 |
-0.113 |
0 |
| 1 |
20 |
5,856,759 |
5,856,759 |
1,455,123 |
0.22 |
-0.059 |
-0.072 |
-145,646 |
| CHN |
-1 |
250 |
-49,165,181 |
-49,165,181 |
-72,193,522 |
1.62 |
-0.026 |
-0.026 |
2,362,814 |
| 0 |
9 |
0 |
0 |
0 |
1.04 |
0.086 |
0.110 |
0 |
| 1 |
188 |
55,385,396 |
55,385,396 |
75,165,320 |
1.54 |
0.136 |
0.128 |
9,424,910 |
| HKG |
-1 |
45 |
-7,780,840 |
-7,780,840 |
-8,307,338 |
1.60 |
0.037 |
0.044 |
143,062 |
| 0 |
3 |
0 |
0 |
0 |
2.43 |
0.121 |
0.129 |
0 |
| 1 |
58 |
14,275,450 |
14,275,450 |
16,307,643 |
1.59 |
0.168 |
0.176 |
2,629,397 |
| IDN |
1 |
4 |
3,203,591 |
3,203,591 |
-89,529 |
-0.02 |
0.067 |
0.063 |
216,996 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.25 |
-0.049 |
-0.049 |
0 |
| 1 |
5 |
3,302,755 |
3,302,755 |
420,906 |
0.16 |
0.122 |
0.157 |
497,771 |
| JPN |
-1 |
131 |
-36,371,220 |
-36,371,220 |
-19,187,817 |
0.53 |
-0.105 |
-0.102 |
4,244,319 |
| 0 |
5 |
0 |
0 |
0 |
0.67 |
-0.054 |
-0.044 |
0 |
| 1 |
104 |
32,499,274 |
32,499,274 |
14,518,425 |
0.49 |
-0.014 |
-0.015 |
-81,200 |
| KOR |
-1 |
13 |
-605,478 |
-605,478 |
-412,689 |
0.60 |
-0.273 |
-0.274 |
157,342 |
| MYS |
1 |
2 |
534,128 |
534,128 |
95,313 |
0.13 |
-0.045 |
-0.045 |
-27,278 |
| NZL |
-1 |
1 |
-1,145,083 |
-1,145,083 |
25,324 |
-0.02 |
-0.188 |
-0.188 |
214,954 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.27 |
0.145 |
0.145 |
2 |
| SGP |
-1 |
9 |
-3,448,934 |
-3,448,934 |
-1,199,833 |
0.33 |
-0.104 |
-0.091 |
436,403 |
| THA |
-1 |
18 |
-7,224,938 |
-7,224,938 |
-825,407 |
0.21 |
-0.131 |
-0.141 |
974,248 |
| 1 |
9 |
4,793,726 |
4,793,726 |
72,505 |
0.11 |
-0.010 |
-0.013 |
-10,461 |
| TWN |
-1 |
58 |
-8,513,824 |
-8,513,824 |
-4,552,312 |
0.55 |
-0.158 |
-0.148 |
1,413,469 |
| 1 |
18 |
3,193,668 |
3,193,668 |
1,102,399 |
0.41 |
-0.024 |
-0.028 |
-86,063 |