Generated at 18:00 on Monday 03/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
554 |
-125,686,832 |
| 0 |
23 |
0 |
| 1 |
397 |
123,035,473 |
|
target_notional |
| target_notional |
-2,651,359 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,580,263 |
-2,651,359 |
26,266,357 |
248,722,305 |
1 |
-0.006 |
-0.011 |
0.106 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,862,433 |
| 0 |
0 |
| 1 |
115,282,170 |
|
alpha_notional |
| alpha_notional |
26,266,357 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,547,287 |
| 0 |
0 |
| 1 |
14,719,070 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,221,833 |
16,630,292 |
1 |
-0.374 |
0.067 |
| CHN |
473 |
8,031,725 |
114,437,001 |
1 |
0.070 |
0.460 |
| HKG |
106 |
4,126,683 |
19,331,455 |
1 |
0.213 |
0.078 |
| IDN |
8 |
3,007,027 |
3,007,027 |
1 |
1.000 |
0.012 |
| IND |
6 |
5,107,247 |
5,107,247 |
1 |
1.000 |
0.021 |
| JPN |
212 |
-5,418,083 |
64,103,107 |
1 |
-0.085 |
0.258 |
| MYS |
3 |
546,803 |
546,803 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,161,034 |
1,161,034 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
14 |
14 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,283,372 |
2,283,372 |
1 |
-1.000 |
0.009 |
| THA |
31 |
-3,858,738 |
9,840,231 |
1 |
-0.392 |
0.040 |
| TWN |
75 |
-4,527,796 |
12,274,721 |
1 |
-0.369 |
0.049 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,426,063 |
| 0 |
1 |
0 |
| 1 |
16 |
5,204,230 |
| CHN |
-1 |
266 |
-53,202,638 |
| 0 |
9 |
0 |
| 1 |
198 |
61,234,363 |
| HKG |
-1 |
48 |
-7,602,386 |
| 0 |
1 |
0 |
| 1 |
57 |
11,729,069 |
| IDN |
1 |
8 |
3,007,027 |
| IND |
1 |
6 |
5,107,247 |
| JPN |
-1 |
126 |
-34,760,595 |
| 0 |
8 |
0 |
| 1 |
78 |
29,342,512 |
| MYS |
1 |
3 |
546,803 |
| NZL |
-1 |
1 |
-1,161,034 |
| PHL |
1 |
1 |
14 |
| SGP |
-1 |
7 |
-2,283,372 |
| THA |
-1 |
19 |
-6,849,485 |
| 0 |
3 |
0 |
| 1 |
9 |
2,990,747 |
| TWN |
-1 |
53 |
-8,401,259 |
| 0 |
1 |
0 |
| 1 |
21 |
3,873,462 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,426,063 |
-11,426,063 |
-4,149,931 |
0.50 |
-0.170 |
-0.174 |
1,963,417 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
-0.157 |
-0.157 |
0 |
| 1 |
16 |
5,204,230 |
5,204,230 |
963,666 |
0.18 |
0.000 |
0.009 |
69,460 |
| CHN |
-1 |
266 |
-53,202,638 |
-53,202,638 |
-81,077,404 |
1.72 |
-0.013 |
-0.013 |
1,781,209 |
| 0 |
9 |
0 |
0 |
0 |
1.52 |
0.008 |
-0.006 |
0 |
| 1 |
198 |
61,234,363 |
61,234,363 |
84,546,407 |
1.50 |
0.153 |
0.152 |
11,067,909 |
| HKG |
-1 |
48 |
-7,602,386 |
-7,602,386 |
-8,265,108 |
1.66 |
0.005 |
0.017 |
211,576 |
| 0 |
1 |
0 |
0 |
0 |
2.16 |
0.036 |
0.036 |
0 |
| 1 |
57 |
11,729,069 |
11,729,069 |
14,701,469 |
1.61 |
0.124 |
0.122 |
1,773,673 |
| IDN |
1 |
8 |
3,007,027 |
3,007,027 |
34,321 |
-0.10 |
0.081 |
0.072 |
385,516 |
| IND |
1 |
6 |
5,107,247 |
5,107,247 |
837,264 |
0.20 |
0.150 |
0.155 |
962,719 |
| JPN |
-1 |
126 |
-34,760,595 |
-34,760,595 |
-17,642,295 |
0.54 |
-0.130 |
-0.122 |
4,705,016 |
| 0 |
8 |
0 |
0 |
0 |
0.64 |
-0.046 |
-0.051 |
0 |
| 1 |
78 |
29,342,512 |
29,342,512 |
12,594,965 |
0.46 |
-0.002 |
-0.003 |
195,433 |
| MYS |
1 |
3 |
546,803 |
546,803 |
100,141 |
0.10 |
-0.035 |
-0.042 |
-28,236 |
| NZL |
-1 |
1 |
-1,161,034 |
-1,161,034 |
38,115 |
-0.03 |
-0.169 |
-0.169 |
196,065 |
| PHL |
1 |
1 |
14 |
14 |
3 |
0.20 |
-0.076 |
-0.076 |
-1 |
| SGP |
-1 |
7 |
-2,283,372 |
-2,283,372 |
-825,112 |
0.37 |
-0.117 |
-0.090 |
333,871 |
| THA |
-1 |
19 |
-6,849,485 |
-6,849,485 |
-758,546 |
0.19 |
-0.141 |
-0.152 |
946,610 |
| 0 |
3 |
0 |
0 |
0 |
0.31 |
-0.125 |
-0.152 |
0 |
| 1 |
9 |
2,990,747 |
2,990,747 |
109,395 |
0.22 |
0.022 |
0.017 |
256,292 |
| TWN |
-1 |
53 |
-8,401,259 |
-8,401,259 |
-4,182,151 |
0.52 |
-0.156 |
-0.155 |
1,409,525 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.088 |
0.088 |
0 |
| 1 |
21 |
3,873,462 |
3,873,462 |
1,394,539 |
0.41 |
0.002 |
0.002 |
36,305 |