Generated at 16:35 on Thursday 03/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
553 |
-127,498,520 |
| 0 |
28 |
0 |
| 1 |
401 |
123,201,758 |
|
target_notional |
| target_notional |
-4,296,762 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,665,354 |
-4,296,762 |
25,577,001 |
250,700,278 |
1 |
-0.015 |
-0.017 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,670,652 |
| 0 |
0 |
| 1 |
114,005,298 |
|
alpha_notional |
| alpha_notional |
25,577,001 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,770,220 |
| 0 |
0 |
| 1 |
13,806,781 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-6,223,045 |
15,665,614 |
1 |
-0.397 |
0.062 |
| CHN |
489 |
6,943,964 |
116,281,606 |
1 |
0.060 |
0.464 |
| HKG |
103 |
2,726,766 |
18,224,876 |
1 |
0.150 |
0.073 |
| IDN |
8 |
2,672,737 |
2,672,737 |
1 |
1.000 |
0.011 |
| IND |
6 |
4,385,171 |
4,385,171 |
1 |
1.000 |
0.017 |
| JPN |
215 |
-5,277,882 |
66,707,559 |
1 |
-0.079 |
0.266 |
| MYS |
3 |
541,390 |
541,390 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,939 |
1,160,939 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,212,208 |
2,212,208 |
1 |
-1.000 |
0.009 |
| THA |
29 |
-2,856,389 |
11,285,268 |
1 |
-0.253 |
0.045 |
| TWN |
70 |
-3,836,341 |
11,562,898 |
1 |
-0.332 |
0.046 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,944,329 |
| 0 |
2 |
0 |
| 1 |
16 |
4,721,284 |
| CHN |
-1 |
272 |
-54,668,821 |
| 0 |
18 |
0 |
| 1 |
199 |
61,612,785 |
| HKG |
-1 |
46 |
-7,749,055 |
| 1 |
57 |
10,475,821 |
| IDN |
1 |
8 |
2,672,737 |
| IND |
1 |
6 |
4,385,171 |
| JPN |
-1 |
127 |
-35,992,720 |
| 0 |
8 |
0 |
| 1 |
80 |
30,714,839 |
| MYS |
1 |
3 |
541,390 |
| NZL |
-1 |
1 |
-1,160,939 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,212,208 |
| THA |
-1 |
19 |
-7,070,829 |
| 1 |
10 |
4,214,439 |
| TWN |
-1 |
49 |
-7,699,619 |
| 1 |
21 |
3,863,278 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,944,329 |
-10,944,329 |
-3,595,340 |
0.49 |
-0.156 |
-0.157 |
1,634,774 |
| 0 |
2 |
0 |
0 |
0 |
0.00 |
-0.058 |
-0.058 |
0 |
| 1 |
16 |
4,721,284 |
4,721,284 |
915,521 |
0.21 |
0.004 |
0.002 |
70,530 |
| CHN |
-1 |
272 |
-54,668,821 |
-54,668,821 |
-82,109,637 |
1.71 |
-0.026 |
-0.023 |
2,624,372 |
| 0 |
18 |
0 |
0 |
0 |
1.87 |
0.024 |
0.029 |
0 |
| 1 |
199 |
61,612,785 |
61,612,785 |
84,031,982 |
1.50 |
0.147 |
0.144 |
10,714,217 |
| HKG |
-1 |
46 |
-7,749,055 |
-7,749,055 |
-8,248,461 |
1.64 |
0.019 |
0.032 |
288,496 |
| 1 |
57 |
10,475,821 |
10,475,821 |
12,673,633 |
1.61 |
0.140 |
0.144 |
1,532,294 |
| IDN |
1 |
8 |
2,672,737 |
2,672,737 |
-4,205 |
-0.10 |
0.051 |
0.047 |
107,394 |
| IND |
1 |
6 |
4,385,171 |
4,385,171 |
687,143 |
0.20 |
0.141 |
0.131 |
715,627 |
| JPN |
-1 |
127 |
-35,992,720 |
-35,992,720 |
-18,437,575 |
0.53 |
-0.126 |
-0.120 |
4,764,122 |
| 0 |
8 |
0 |
0 |
0 |
0.43 |
-0.041 |
-0.049 |
0 |
| 1 |
80 |
30,714,839 |
30,714,839 |
13,881,641 |
0.48 |
-0.001 |
-0.004 |
316,453 |
| MYS |
1 |
3 |
541,390 |
541,390 |
99,136 |
0.10 |
0.018 |
0.027 |
-9,845 |
| NZL |
-1 |
1 |
-1,160,939 |
-1,160,939 |
38,111 |
-0.03 |
-0.154 |
-0.154 |
178,369 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
-0.040 |
-0.040 |
-1 |
| SGP |
-1 |
7 |
-2,212,208 |
-2,212,208 |
-802,912 |
0.37 |
-0.103 |
-0.078 |
282,349 |
| THA |
-1 |
19 |
-7,070,829 |
-7,070,829 |
-812,982 |
0.18 |
-0.131 |
-0.141 |
952,110 |
| 1 |
10 |
4,214,439 |
4,214,439 |
339,646 |
0.21 |
0.042 |
0.040 |
366,303 |
| TWN |
-1 |
49 |
-7,699,619 |
-7,699,619 |
-3,701,856 |
0.51 |
-0.139 |
-0.138 |
1,045,628 |
| 1 |
21 |
3,863,278 |
3,863,278 |
1,380,798 |
0.41 |
-0.006 |
-0.013 |
-6,193 |