Generated at 15:27 on Thursday 03/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
561 |
-125,880,039 |
| 0 |
24 |
0 |
| 1 |
390 |
122,885,875 |
|
target_notional |
| target_notional |
-2,994,163 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,603,022 |
-2,994,163 |
25,854,798 |
248,765,914 |
1 |
-0.006 |
-0.012 |
0.104 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,038,351 |
| 0 |
0 |
| 1 |
114,435,329 |
|
alpha_notional |
| alpha_notional |
25,854,798 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,905,386 |
| 0 |
0 |
| 1 |
13,949,412 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,219,410 |
18,548,619 |
1 |
-0.335 |
0.075 |
| CHN |
486 |
8,245,615 |
114,372,252 |
1 |
0.072 |
0.460 |
| HKG |
106 |
4,309,395 |
18,589,848 |
1 |
0.232 |
0.075 |
| IDN |
7 |
3,393,960 |
3,393,960 |
1 |
1.000 |
0.014 |
| IND |
5 |
4,467,132 |
4,467,132 |
1 |
1.000 |
0.018 |
| JPN |
205 |
-4,973,300 |
62,638,846 |
1 |
-0.079 |
0.252 |
| MYS |
3 |
574,922 |
574,922 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,161,017 |
1,161,017 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,398,979 |
2,398,979 |
1 |
-1.000 |
0.010 |
| THA |
30 |
-4,424,095 |
10,250,441 |
1 |
-0.432 |
0.041 |
| TWN |
72 |
-4,799,272 |
12,360,757 |
1 |
-0.388 |
0.050 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-12,384,014 |
| 0 |
1 |
0 |
| 1 |
15 |
6,164,605 |
| CHN |
-1 |
273 |
-53,063,319 |
| 0 |
11 |
0 |
| 1 |
202 |
61,308,934 |
| HKG |
-1 |
48 |
-7,140,226 |
| 0 |
3 |
0 |
| 1 |
55 |
11,449,622 |
| IDN |
1 |
7 |
3,393,960 |
| IND |
1 |
5 |
4,467,132 |
| JPN |
-1 |
123 |
-33,806,073 |
| 0 |
7 |
0 |
| 1 |
75 |
28,832,773 |
| MYS |
1 |
3 |
574,922 |
| NZL |
-1 |
1 |
-1,161,017 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,398,979 |
| THA |
-1 |
21 |
-7,337,268 |
| 0 |
2 |
0 |
| 1 |
7 |
2,913,173 |
| TWN |
-1 |
52 |
-8,580,014 |
| 1 |
20 |
3,780,743 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-12,384,014 |
-12,384,014 |
-4,205,017 |
0.47 |
-0.155 |
-0.159 |
1,962,996 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
0.035 |
0.035 |
0 |
| 1 |
15 |
6,164,605 |
6,164,605 |
1,000,621 |
0.18 |
-0.012 |
-0.019 |
-13,179 |
| CHN |
-1 |
273 |
-53,063,319 |
-53,063,319 |
-79,778,402 |
1.70 |
-0.015 |
-0.013 |
1,996,507 |
| 0 |
11 |
0 |
0 |
0 |
1.94 |
0.034 |
-0.006 |
0 |
| 1 |
202 |
61,308,934 |
61,308,934 |
84,628,598 |
1.51 |
0.155 |
0.150 |
11,077,635 |
| HKG |
-1 |
48 |
-7,140,226 |
-7,140,226 |
-8,725,848 |
1.65 |
0.003 |
0.018 |
238,008 |
| 0 |
3 |
0 |
0 |
0 |
1.68 |
0.043 |
0.018 |
0 |
| 1 |
55 |
11,449,622 |
11,449,622 |
14,121,988 |
1.59 |
0.131 |
0.138 |
1,734,427 |
| IDN |
1 |
7 |
3,393,960 |
3,393,960 |
20,603 |
-0.04 |
0.048 |
0.075 |
296,239 |
| IND |
1 |
5 |
4,467,132 |
4,467,132 |
719,975 |
0.18 |
0.126 |
0.123 |
591,368 |
| JPN |
-1 |
123 |
-33,806,073 |
-33,806,073 |
-17,452,682 |
0.56 |
-0.124 |
-0.118 |
4,489,574 |
| 0 |
7 |
0 |
0 |
0 |
0.45 |
-0.084 |
-0.052 |
0 |
| 1 |
75 |
28,832,773 |
28,832,773 |
12,407,075 |
0.47 |
-0.004 |
-0.009 |
123,525 |
| MYS |
1 |
3 |
574,922 |
574,922 |
99,904 |
0.10 |
0.036 |
0.019 |
-160 |
| NZL |
-1 |
1 |
-1,161,017 |
-1,161,017 |
38,114 |
-0.03 |
-0.149 |
-0.149 |
172,649 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
-0.005 |
-0.005 |
-0 |
| SGP |
-1 |
7 |
-2,398,979 |
-2,398,979 |
-868,802 |
0.37 |
-0.121 |
-0.114 |
348,169 |
| THA |
-1 |
21 |
-7,337,268 |
-7,337,268 |
-688,963 |
0.21 |
-0.148 |
-0.153 |
1,259,806 |
| 0 |
2 |
0 |
0 |
0 |
0.05 |
-0.022 |
-0.022 |
0 |
| 1 |
7 |
2,913,173 |
2,913,173 |
87,881 |
0.18 |
0.031 |
0.010 |
187,218 |
| TWN |
-1 |
52 |
-8,580,014 |
-8,580,014 |
-4,347,480 |
0.53 |
-0.150 |
-0.142 |
1,436,596 |
| 1 |
20 |
3,780,743 |
3,780,743 |
1,348,682 |
0.40 |
-0.012 |
-0.015 |
-47,661 |