Generated at 15:17 on Monday 03/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
582 |
-126,655,441 |
| 0 |
27 |
0 |
| 1 |
402 |
123,124,274 |
|
target_notional |
| target_notional |
-3,531,166 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,549,755 |
-3,531,166 |
25,331,994 |
249,779,715 |
1 |
-0.014 |
-0.014 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,830,874 |
| 0 |
0 |
| 1 |
113,281,118 |
|
alpha_notional |
| alpha_notional |
25,331,994 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,682,471 |
| 0 |
0 |
| 1 |
13,649,523 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-6,223,370 |
16,628,648 |
1 |
-0.374 |
0.067 |
| CHN |
507 |
7,169,161 |
115,524,996 |
1 |
0.062 |
0.463 |
| HKG |
104 |
4,514,625 |
18,761,654 |
1 |
0.241 |
0.075 |
| IDN |
5 |
3,151,373 |
3,151,373 |
1 |
1.000 |
0.013 |
| IND |
6 |
4,400,063 |
4,400,063 |
1 |
1.000 |
0.018 |
| JPN |
218 |
-4,620,180 |
63,539,648 |
1 |
-0.073 |
0.254 |
| MYS |
3 |
576,001 |
576,001 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,161,015 |
1,161,015 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,418,102 |
2,418,102 |
1 |
-1.000 |
0.010 |
| THA |
29 |
-4,102,570 |
11,309,913 |
1 |
-0.363 |
0.045 |
| TWN |
74 |
-4,817,167 |
12,308,290 |
1 |
-0.391 |
0.049 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-11,426,009 |
| 1 |
19 |
5,202,639 |
| CHN |
-1 |
289 |
-54,177,917 |
| 0 |
16 |
0 |
| 1 |
202 |
61,347,079 |
| HKG |
-1 |
47 |
-7,123,514 |
| 0 |
1 |
0 |
| 1 |
56 |
11,638,140 |
| IDN |
1 |
5 |
3,151,373 |
| IND |
1 |
6 |
4,400,063 |
| JPN |
-1 |
130 |
-34,079,914 |
| 0 |
7 |
0 |
| 1 |
81 |
29,459,734 |
| MYS |
1 |
3 |
576,001 |
| NZL |
-1 |
1 |
-1,161,015 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,418,102 |
| THA |
-1 |
20 |
-7,706,241 |
| 1 |
9 |
3,603,672 |
| TWN |
-1 |
52 |
-8,562,728 |
| 0 |
2 |
0 |
| 1 |
20 |
3,745,561 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-11,426,009 |
-11,426,009 |
-3,687,612 |
0.46 |
-0.165 |
-0.158 |
1,929,676 |
| 1 |
19 |
5,202,639 |
5,202,639 |
996,122 |
0.20 |
-0.025 |
-0.033 |
-85,285 |
| CHN |
-1 |
289 |
-54,177,917 |
-54,177,917 |
-81,529,270 |
1.67 |
-0.011 |
-0.009 |
1,745,601 |
| 0 |
16 |
0 |
0 |
0 |
1.56 |
0.019 |
0.022 |
0 |
| 1 |
202 |
61,347,079 |
61,347,079 |
83,426,035 |
1.51 |
0.155 |
0.156 |
10,895,749 |
| HKG |
-1 |
47 |
-7,123,514 |
-7,123,514 |
-8,465,835 |
1.67 |
0.006 |
0.017 |
303,993 |
| 0 |
1 |
0 |
0 |
0 |
0.65 |
0.142 |
0.142 |
0 |
| 1 |
56 |
11,638,140 |
11,638,140 |
14,127,755 |
1.58 |
0.137 |
0.140 |
1,837,935 |
| IDN |
1 |
5 |
3,151,373 |
3,151,373 |
39,240 |
-0.02 |
0.042 |
0.041 |
116,937 |
| IND |
1 |
6 |
4,400,063 |
4,400,063 |
718,464 |
0.19 |
0.111 |
0.102 |
640,636 |
| JPN |
-1 |
130 |
-34,079,914 |
-34,079,914 |
-17,213,094 |
0.54 |
-0.120 |
-0.118 |
4,680,086 |
| 0 |
7 |
0 |
0 |
0 |
0.76 |
-0.078 |
-0.074 |
0 |
| 1 |
81 |
29,459,734 |
29,459,734 |
12,418,344 |
0.47 |
-0.004 |
-0.003 |
205,011 |
| MYS |
1 |
3 |
576,001 |
576,001 |
99,967 |
0.10 |
0.009 |
0.013 |
-12,822 |
| NZL |
-1 |
1 |
-1,161,015 |
-1,161,015 |
38,114 |
-0.03 |
-0.159 |
-0.159 |
184,530 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.147 |
0.147 |
2 |
| SGP |
-1 |
7 |
-2,418,102 |
-2,418,102 |
-887,032 |
0.37 |
-0.109 |
-0.088 |
332,070 |
| THA |
-1 |
20 |
-7,706,241 |
-7,706,241 |
-700,492 |
0.20 |
-0.136 |
-0.140 |
1,171,836 |
| 1 |
9 |
3,603,672 |
3,603,672 |
124,142 |
0.17 |
0.019 |
0.009 |
120,363 |
| TWN |
-1 |
52 |
-8,562,728 |
-8,562,728 |
-4,385,652 |
0.54 |
-0.146 |
-0.137 |
1,334,680 |
| 0 |
2 |
0 |
0 |
0 |
0.45 |
-0.177 |
-0.177 |
0 |
| 1 |
20 |
3,745,561 |
3,745,561 |
1,331,045 |
0.40 |
-0.017 |
-0.021 |
-69,001 |