Generated at 15:19 on Tuesday 03/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
556 |
-127,001,067 |
| 0 |
22 |
0 |
| 1 |
396 |
123,508,690 |
|
target_notional |
| target_notional |
-3,492,377 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-4,479,022 |
-3,492,377 |
26,562,051 |
250,509,758 |
1 |
-0.018 |
-0.014 |
0.106 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-120,003,000 |
| 0 |
0 |
| 1 |
115,523,979 |
|
alpha_notional |
| alpha_notional |
26,562,051 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,613,988 |
| 0 |
0 |
| 1 |
14,948,063 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-6,222,462 |
18,041,281 |
1 |
-0.345 |
0.072 |
| CHN |
479 |
7,027,941 |
116,099,963 |
1 |
0.061 |
0.463 |
| HKG |
104 |
4,405,064 |
19,236,768 |
1 |
0.229 |
0.077 |
| IDN |
8 |
3,282,108 |
3,282,108 |
1 |
1.000 |
0.013 |
| IND |
6 |
4,977,522 |
4,977,522 |
1 |
1.000 |
0.020 |
| JPN |
209 |
-5,527,052 |
63,013,984 |
1 |
-0.088 |
0.252 |
| MYS |
3 |
546,803 |
546,803 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,161,014 |
1,161,014 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,387,175 |
2,387,175 |
1 |
-1.000 |
0.010 |
| THA |
30 |
-3,675,984 |
9,365,618 |
1 |
-0.392 |
0.037 |
| TWN |
74 |
-4,758,140 |
12,397,509 |
1 |
-0.384 |
0.049 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-12,131,872 |
| 0 |
1 |
0 |
| 1 |
16 |
5,909,409 |
| CHN |
-1 |
271 |
-54,536,011 |
| 0 |
7 |
0 |
| 1 |
201 |
61,563,952 |
| HKG |
-1 |
47 |
-7,415,852 |
| 1 |
57 |
11,820,916 |
| IDN |
0 |
1 |
0 |
| 1 |
7 |
3,282,108 |
| IND |
1 |
6 |
4,977,522 |
| JPN |
-1 |
123 |
-34,270,518 |
| 0 |
9 |
0 |
| 1 |
77 |
28,743,466 |
| MYS |
1 |
3 |
546,803 |
| NZL |
-1 |
1 |
-1,161,014 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,387,175 |
| THA |
-1 |
20 |
-6,520,801 |
| 0 |
3 |
0 |
| 1 |
7 |
2,844,817 |
| TWN |
-1 |
52 |
-8,577,824 |
| 0 |
1 |
0 |
| 1 |
21 |
3,819,685 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-12,131,872 |
-12,131,872 |
-4,394,690 |
0.49 |
-0.164 |
-0.160 |
2,101,748 |
| 0 |
1 |
0 |
0 |
0 |
-0.01 |
-0.032 |
-0.032 |
0 |
| 1 |
16 |
5,909,409 |
5,909,409 |
1,001,674 |
0.19 |
0.006 |
0.002 |
137,362 |
| CHN |
-1 |
271 |
-54,536,011 |
-54,536,011 |
-84,162,899 |
1.71 |
-0.010 |
-0.010 |
1,850,517 |
| 0 |
7 |
0 |
0 |
0 |
1.27 |
0.034 |
0.069 |
0 |
| 1 |
201 |
61,563,952 |
61,563,952 |
85,157,581 |
1.50 |
0.155 |
0.154 |
11,180,116 |
| HKG |
-1 |
47 |
-7,415,852 |
-7,415,852 |
-8,315,140 |
1.64 |
0.007 |
0.018 |
150,050 |
| 1 |
57 |
11,820,916 |
11,820,916 |
14,896,905 |
1.61 |
0.117 |
0.102 |
1,885,012 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.83 |
0.088 |
0.088 |
0 |
| 1 |
7 |
3,282,108 |
3,282,108 |
36,256 |
-0.00 |
0.098 |
0.087 |
467,955 |
| IND |
1 |
6 |
4,977,522 |
4,977,522 |
823,283 |
0.20 |
0.138 |
0.150 |
855,166 |
| JPN |
-1 |
123 |
-34,270,518 |
-34,270,518 |
-17,378,076 |
0.55 |
-0.124 |
-0.121 |
4,567,257 |
| 0 |
9 |
0 |
0 |
0 |
0.45 |
-0.073 |
-0.072 |
0 |
| 1 |
77 |
28,743,466 |
28,743,466 |
12,058,735 |
0.46 |
-0.002 |
-0.004 |
206,879 |
| MYS |
1 |
3 |
546,803 |
546,803 |
100,141 |
0.10 |
-0.017 |
-0.018 |
-18,424 |
| NZL |
-1 |
1 |
-1,161,014 |
-1,161,014 |
38,114 |
-0.03 |
-0.175 |
-0.175 |
203,323 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
-0.045 |
-0.045 |
-1 |
| SGP |
-1 |
7 |
-2,387,175 |
-2,387,175 |
-880,975 |
0.37 |
-0.124 |
-0.106 |
367,803 |
| THA |
-1 |
20 |
-6,520,801 |
-6,520,801 |
-641,330 |
0.19 |
-0.133 |
-0.133 |
908,478 |
| 0 |
3 |
0 |
0 |
0 |
0.17 |
-0.099 |
-0.077 |
0 |
| 1 |
7 |
2,844,817 |
2,844,817 |
82,699 |
0.23 |
0.025 |
0.011 |
226,549 |
| TWN |
-1 |
52 |
-8,577,824 |
-8,577,824 |
-4,268,005 |
0.52 |
-0.156 |
-0.156 |
1,464,813 |
| 0 |
1 |
0 |
0 |
0 |
0.53 |
-0.133 |
-0.133 |
0 |
| 1 |
21 |
3,819,685 |
3,819,685 |
1,366,702 |
0.41 |
-0.008 |
-0.010 |
7,448 |