Generated at 15:18 on Tuesday 03/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
569 |
-127,110,774 |
| 0 |
45 |
0 |
| 1 |
398 |
123,147,576 |
|
target_notional |
| target_notional |
-3,963,198 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,848,928 |
-3,963,198 |
25,790,862 |
250,258,349 |
1 |
-0.015 |
-0.016 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,739,889 |
| 0 |
0 |
| 1 |
113,890,961 |
|
alpha_notional |
| alpha_notional |
25,790,862 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,000,926 |
| 0 |
0 |
| 1 |
13,789,936 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-6,209,680 |
16,211,084 |
1 |
-0.383 |
0.065 |
| CHN |
506 |
6,539,958 |
116,048,798 |
1 |
0.056 |
0.464 |
| HKG |
105 |
4,771,238 |
18,654,245 |
1 |
0.256 |
0.075 |
| IDN |
5 |
3,148,592 |
3,148,592 |
1 |
1.000 |
0.013 |
| IND |
6 |
3,792,274 |
3,792,274 |
1 |
1.000 |
0.015 |
| JPN |
219 |
-4,107,053 |
64,760,252 |
1 |
-0.063 |
0.259 |
| MYS |
3 |
578,107 |
578,107 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,161,002 |
1,161,002 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,417,185 |
2,417,185 |
1 |
-1.000 |
0.010 |
| THA |
29 |
-3,503,921 |
11,551,070 |
1 |
-0.303 |
0.046 |
| TWN |
73 |
-5,394,537 |
11,935,728 |
1 |
-0.452 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-11,210,382 |
| 0 |
6 |
0 |
| 1 |
17 |
5,000,702 |
| CHN |
-1 |
282 |
-54,754,420 |
| 0 |
19 |
0 |
| 1 |
205 |
61,294,378 |
| HKG |
-1 |
44 |
-6,941,504 |
| 0 |
5 |
0 |
| 1 |
56 |
11,712,741 |
| IDN |
1 |
5 |
3,148,592 |
| IND |
0 |
1 |
0 |
| 1 |
5 |
3,792,274 |
| JPN |
-1 |
129 |
-34,433,653 |
| 0 |
10 |
0 |
| 1 |
80 |
30,326,600 |
| MYS |
1 |
3 |
578,107 |
| NZL |
-1 |
1 |
-1,161,002 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,417,185 |
| THA |
-1 |
19 |
-7,527,496 |
| 0 |
2 |
0 |
| 1 |
8 |
4,023,574 |
| TWN |
-1 |
53 |
-8,665,132 |
| 0 |
2 |
0 |
| 1 |
18 |
3,270,595 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-11,210,382 |
-11,210,382 |
-3,697,354 |
0.48 |
-0.163 |
-0.154 |
1,654,320 |
| 0 |
6 |
0 |
0 |
0 |
0.19 |
-0.076 |
-0.078 |
0 |
| 1 |
17 |
5,000,702 |
5,000,702 |
943,192 |
0.20 |
-0.019 |
-0.023 |
-14,723 |
| CHN |
-1 |
282 |
-54,754,420 |
-54,754,420 |
-82,386,461 |
1.66 |
-0.018 |
-0.017 |
2,315,567 |
| 0 |
19 |
0 |
0 |
0 |
1.73 |
-0.003 |
-0.020 |
0 |
| 1 |
205 |
61,294,378 |
61,294,378 |
84,043,776 |
1.52 |
0.150 |
0.149 |
10,683,506 |
| HKG |
-1 |
44 |
-6,941,504 |
-6,941,504 |
-8,012,477 |
1.67 |
0.027 |
0.035 |
264,237 |
| 0 |
5 |
0 |
0 |
0 |
1.33 |
-0.010 |
-0.012 |
0 |
| 1 |
56 |
11,712,741 |
11,712,741 |
14,496,388 |
1.61 |
0.153 |
0.151 |
2,179,833 |
| IDN |
1 |
5 |
3,148,592 |
3,148,592 |
42,674 |
-0.02 |
0.083 |
0.114 |
358,322 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.08 |
0.008 |
0.008 |
0 |
| 1 |
5 |
3,792,274 |
3,792,274 |
558,270 |
0.21 |
0.081 |
0.086 |
372,759 |
| JPN |
-1 |
129 |
-34,433,653 |
-34,433,653 |
-17,672,678 |
0.54 |
-0.127 |
-0.123 |
4,832,319 |
| 0 |
10 |
0 |
0 |
0 |
0.70 |
-0.052 |
-0.053 |
0 |
| 1 |
80 |
30,326,600 |
30,326,600 |
12,453,403 |
0.45 |
-0.009 |
-0.009 |
177,100 |
| MYS |
1 |
3 |
578,107 |
578,107 |
100,300 |
0.10 |
-0.020 |
-0.016 |
-22,541 |
| NZL |
-1 |
1 |
-1,161,002 |
-1,161,002 |
38,114 |
-0.03 |
-0.163 |
-0.163 |
189,104 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.068 |
0.068 |
1 |
| SGP |
-1 |
7 |
-2,417,185 |
-2,417,185 |
-890,713 |
0.37 |
-0.113 |
-0.093 |
347,421 |
| THA |
-1 |
19 |
-7,527,496 |
-7,527,496 |
-686,115 |
0.20 |
-0.123 |
-0.130 |
993,122 |
| 0 |
2 |
0 |
0 |
0 |
0.18 |
-0.046 |
-0.046 |
0 |
| 1 |
8 |
4,023,574 |
4,023,574 |
114,707 |
0.18 |
0.023 |
0.020 |
137,109 |
| TWN |
-1 |
53 |
-8,665,132 |
-8,665,132 |
-4,432,206 |
0.53 |
-0.156 |
-0.156 |
1,404,836 |
| 0 |
2 |
0 |
0 |
0 |
0.34 |
-0.075 |
-0.075 |
0 |
| 1 |
18 |
3,270,595 |
3,270,595 |
1,138,250 |
0.41 |
-0.024 |
-0.028 |
-81,429 |