Generated at 15:36 on Wednesday 03/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
561 |
-127,914,385 |
| 0 |
16 |
0 |
| 1 |
390 |
123,978,519 |
|
target_notional |
| target_notional |
-3,935,866 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-4,350,884 |
-3,935,866 |
25,860,735 |
251,892,904 |
1 |
-0.017 |
-0.016 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-119,571,387 |
| 0 |
0 |
| 1 |
115,220,504 |
|
alpha_notional |
| alpha_notional |
25,860,735 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,426,121 |
| 0 |
0 |
| 1 |
14,434,613 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-6,222,566 |
19,085,184 |
1 |
-0.326 |
0.076 |
| CHN |
481 |
6,580,932 |
116,390,282 |
1 |
0.057 |
0.462 |
| HKG |
104 |
4,422,034 |
19,208,026 |
1 |
0.230 |
0.076 |
| IDN |
7 |
3,351,039 |
3,351,039 |
1 |
1.000 |
0.013 |
| IND |
6 |
5,015,623 |
5,015,623 |
1 |
1.000 |
0.020 |
| JPN |
200 |
-5,523,242 |
63,112,376 |
1 |
-0.088 |
0.251 |
| MYS |
3 |
538,499 |
538,499 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,161,013 |
1,161,013 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,412,588 |
2,412,588 |
1 |
-1.000 |
0.010 |
| THA |
31 |
-3,807,132 |
9,450,544 |
1 |
-0.403 |
0.038 |
| TWN |
74 |
-4,717,466 |
12,167,717 |
1 |
-0.388 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-12,653,875 |
| 0 |
1 |
0 |
| 1 |
15 |
6,431,309 |
| CHN |
-1 |
271 |
-54,904,675 |
| 0 |
9 |
0 |
| 1 |
201 |
61,485,607 |
| HKG |
-1 |
48 |
-7,392,996 |
| 0 |
1 |
0 |
| 1 |
55 |
11,815,030 |
| IDN |
1 |
7 |
3,351,039 |
| IND |
0 |
1 |
0 |
| 1 |
5 |
5,015,623 |
| JPN |
-1 |
123 |
-34,317,809 |
| 1 |
77 |
28,794,567 |
| MYS |
1 |
3 |
538,499 |
| NZL |
-1 |
1 |
-1,161,013 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,412,588 |
| THA |
-1 |
23 |
-6,628,838 |
| 0 |
2 |
0 |
| 1 |
6 |
2,821,706 |
| TWN |
-1 |
52 |
-8,442,591 |
| 0 |
2 |
0 |
| 1 |
20 |
3,725,125 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-12,653,875 |
-12,653,875 |
-4,404,476 |
0.48 |
-0.151 |
-0.152 |
2,020,655 |
| 0 |
1 |
0 |
0 |
0 |
0.26 |
-0.044 |
-0.044 |
0 |
| 1 |
15 |
6,431,309 |
6,431,309 |
1,021,942 |
0.18 |
0.009 |
0.009 |
171,213 |
| CHN |
-1 |
271 |
-54,904,675 |
-54,904,675 |
-83,294,575 |
1.72 |
-0.008 |
-0.009 |
1,712,951 |
| 0 |
9 |
0 |
0 |
0 |
1.19 |
0.025 |
0.042 |
0 |
| 1 |
201 |
61,485,607 |
61,485,607 |
84,903,291 |
1.52 |
0.151 |
0.149 |
10,861,472 |
| HKG |
-1 |
48 |
-7,392,996 |
-7,392,996 |
-8,709,901 |
1.63 |
0.005 |
0.002 |
209,199 |
| 0 |
1 |
0 |
0 |
0 |
1.14 |
0.014 |
0.014 |
0 |
| 1 |
55 |
11,815,030 |
11,815,030 |
14,867,275 |
1.61 |
0.117 |
0.112 |
1,686,774 |
| IDN |
1 |
7 |
3,351,039 |
3,351,039 |
33,259 |
-0.00 |
0.057 |
0.045 |
405,326 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.018 |
-0.018 |
0 |
| 1 |
5 |
5,015,623 |
5,015,623 |
828,949 |
0.18 |
0.188 |
0.202 |
992,710 |
| JPN |
-1 |
123 |
-34,317,809 |
-34,317,809 |
-17,381,105 |
0.55 |
-0.123 |
-0.118 |
4,474,327 |
| 1 |
77 |
28,794,567 |
28,794,567 |
12,065,995 |
0.46 |
-0.004 |
-0.008 |
99,084 |
| MYS |
1 |
3 |
538,499 |
538,499 |
98,650 |
0.10 |
0.018 |
0.001 |
-10,980 |
| NZL |
-1 |
1 |
-1,161,013 |
-1,161,013 |
38,114 |
-0.03 |
-0.174 |
-0.174 |
202,105 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
-0.069 |
-0.069 |
-1 |
| SGP |
-1 |
7 |
-2,412,588 |
-2,412,588 |
-885,054 |
0.37 |
-0.119 |
-0.101 |
352,747 |
| THA |
-1 |
23 |
-6,628,838 |
-6,628,838 |
-702,867 |
0.19 |
-0.146 |
-0.144 |
1,109,773 |
| 0 |
2 |
0 |
0 |
0 |
0.37 |
-0.108 |
-0.108 |
0 |
| 1 |
6 |
2,821,706 |
2,821,706 |
75,635 |
0.18 |
0.011 |
-0.004 |
206,778 |
| TWN |
-1 |
52 |
-8,442,591 |
-8,442,591 |
-4,231,523 |
0.53 |
-0.147 |
-0.147 |
1,344,364 |
| 0 |
2 |
0 |
0 |
0 |
0.39 |
-0.135 |
-0.135 |
0 |
| 1 |
20 |
3,725,125 |
3,725,125 |
1,325,505 |
0.40 |
0.001 |
-0.002 |
22,237 |