Generated at 15:18 on Sunday 03/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
553 |
-125,756,416 |
| 0 |
29 |
0 |
| 1 |
401 |
122,790,345 |
|
target_notional |
| target_notional |
-2,966,071 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,487,519 |
-2,966,071 |
25,426,860 |
248,546,760 |
1 |
-0.006 |
-0.012 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,468,698 |
| 0 |
0 |
| 1 |
114,981,180 |
|
alpha_notional |
| alpha_notional |
25,426,860 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,616,539 |
| 0 |
0 |
| 1 |
13,810,321 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,210,029 |
16,283,744 |
1 |
-0.381 |
0.066 |
| CHN |
481 |
7,660,813 |
114,341,218 |
1 |
0.067 |
0.460 |
| HKG |
103 |
3,833,031 |
18,634,296 |
1 |
0.206 |
0.075 |
| IDN |
8 |
2,716,868 |
2,716,868 |
1 |
1.000 |
0.011 |
| IND |
6 |
5,033,349 |
5,033,349 |
1 |
1.000 |
0.020 |
| JPN |
219 |
-4,987,184 |
64,243,628 |
1 |
-0.078 |
0.258 |
| MYS |
3 |
534,362 |
534,362 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,218 |
1,160,218 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,232,643 |
2,232,643 |
1 |
-1.000 |
0.009 |
| THA |
31 |
-3,913,611 |
11,367,927 |
1 |
-0.344 |
0.046 |
| TWN |
72 |
-4,240,822 |
11,998,493 |
1 |
-0.353 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-11,246,887 |
| 0 |
2 |
0 |
| 1 |
16 |
5,036,858 |
| CHN |
-1 |
271 |
-53,340,203 |
| 0 |
11 |
0 |
| 1 |
199 |
61,001,016 |
| HKG |
-1 |
45 |
-7,400,633 |
| 0 |
1 |
0 |
| 1 |
57 |
11,233,663 |
| IDN |
1 |
8 |
2,716,868 |
| IND |
1 |
6 |
5,033,349 |
| JPN |
-1 |
124 |
-34,615,406 |
| 0 |
15 |
0 |
| 1 |
80 |
29,628,222 |
| MYS |
1 |
3 |
534,362 |
| NZL |
-1 |
1 |
-1,160,218 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,232,643 |
| THA |
-1 |
21 |
-7,640,769 |
| 1 |
10 |
3,727,158 |
| TWN |
-1 |
51 |
-8,119,657 |
| 1 |
21 |
3,878,835 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-11,246,887 |
-11,246,887 |
-3,755,245 |
0.49 |
-0.163 |
-0.154 |
1,837,587 |
| 0 |
2 |
0 |
0 |
0 |
0.26 |
-0.043 |
-0.043 |
0 |
| 1 |
16 |
5,036,858 |
5,036,858 |
940,093 |
0.18 |
0.006 |
0.009 |
108,440 |
| CHN |
-1 |
271 |
-53,340,203 |
-53,340,203 |
-81,569,390 |
1.71 |
-0.017 |
-0.017 |
2,078,122 |
| 0 |
11 |
0 |
0 |
0 |
1.43 |
0.016 |
0.054 |
0 |
| 1 |
199 |
61,001,016 |
61,001,016 |
84,295,339 |
1.50 |
0.148 |
0.147 |
10,597,798 |
| HKG |
-1 |
45 |
-7,400,633 |
-7,400,633 |
-8,025,821 |
1.62 |
0.015 |
0.029 |
82,505 |
| 0 |
1 |
0 |
0 |
0 |
0.42 |
0.108 |
0.108 |
0 |
| 1 |
57 |
11,233,663 |
11,233,663 |
14,288,434 |
1.63 |
0.125 |
0.128 |
1,736,804 |
| IDN |
1 |
8 |
2,716,868 |
2,716,868 |
12,228 |
-0.10 |
0.064 |
0.058 |
242,575 |
| IND |
1 |
6 |
5,033,349 |
5,033,349 |
789,193 |
0.20 |
0.144 |
0.131 |
903,709 |
| JPN |
-1 |
124 |
-34,615,406 |
-34,615,406 |
-17,488,646 |
0.53 |
-0.130 |
-0.128 |
4,716,388 |
| 0 |
15 |
0 |
0 |
0 |
0.55 |
-0.069 |
-0.086 |
0 |
| 1 |
80 |
29,628,222 |
29,628,222 |
12,909,593 |
0.47 |
-0.002 |
0.000 |
190,872 |
| MYS |
1 |
3 |
534,362 |
534,362 |
97,865 |
0.10 |
-0.013 |
-0.011 |
-15,704 |
| NZL |
-1 |
1 |
-1,160,218 |
-1,160,218 |
38,088 |
-0.03 |
-0.161 |
-0.161 |
186,687 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.034 |
0.034 |
0 |
| SGP |
-1 |
7 |
-2,232,643 |
-2,232,643 |
-803,232 |
0.37 |
-0.113 |
-0.095 |
319,771 |
| THA |
-1 |
21 |
-7,640,769 |
-7,640,769 |
-866,771 |
0.21 |
-0.150 |
-0.157 |
1,069,363 |
| 1 |
10 |
3,727,158 |
3,727,158 |
259,915 |
0.21 |
0.006 |
0.018 |
48,216 |
| TWN |
-1 |
51 |
-8,119,657 |
-8,119,657 |
-3,997,682 |
0.51 |
-0.154 |
-0.154 |
1,326,116 |
| 1 |
21 |
3,878,835 |
3,878,835 |
1,388,517 |
0.41 |
-0.007 |
-0.009 |
-2,389 |