Generated at 15:20 on Wednesday 03/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
568 |
-126,515,606 |
| 0 |
29 |
0 |
| 1 |
391 |
123,253,718 |
|
target_notional |
| target_notional |
-3,261,888 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,559,169 |
-3,261,888 |
25,558,976 |
249,769,323 |
1 |
-0.010 |
-0.013 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,938,746 |
| 0 |
0 |
| 1 |
114,379,578 |
|
alpha_notional |
| alpha_notional |
25,558,976 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,871,189 |
| 0 |
0 |
| 1 |
13,687,787 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-6,217,114 |
14,716,387 |
1 |
-0.422 |
0.059 |
| CHN |
492 |
7,569,692 |
115,504,882 |
1 |
0.066 |
0.462 |
| HKG |
101 |
4,878,231 |
18,715,658 |
1 |
0.261 |
0.075 |
| IDN |
5 |
3,193,172 |
3,193,172 |
1 |
1.000 |
0.013 |
| IND |
7 |
3,581,461 |
3,581,461 |
1 |
1.000 |
0.014 |
| JPN |
218 |
-4,699,245 |
65,499,568 |
1 |
-0.072 |
0.262 |
| MYS |
3 |
541,070 |
541,070 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,158,596 |
1,158,596 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,461,102 |
2,461,102 |
1 |
-1.000 |
0.010 |
| THA |
28 |
-3,023,273 |
12,339,762 |
1 |
-0.245 |
0.049 |
| TWN |
73 |
-5,466,198 |
12,057,650 |
1 |
-0.453 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,466,750 |
| 0 |
2 |
0 |
| 1 |
17 |
4,249,637 |
| CHN |
-1 |
279 |
-53,967,595 |
| 0 |
11 |
0 |
| 1 |
202 |
61,537,287 |
| HKG |
-1 |
44 |
-6,918,714 |
| 0 |
1 |
0 |
| 1 |
56 |
11,796,945 |
| IDN |
0 |
1 |
0 |
| 1 |
4 |
3,193,172 |
| IND |
1 |
7 |
3,581,461 |
| JPN |
-1 |
129 |
-35,099,407 |
| 0 |
13 |
0 |
| 1 |
76 |
30,400,162 |
| MYS |
0 |
1 |
0 |
| 1 |
2 |
541,070 |
| NZL |
-1 |
1 |
-1,158,596 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,461,102 |
| THA |
-1 |
20 |
-7,681,517 |
| 1 |
8 |
4,658,244 |
| TWN |
-1 |
55 |
-8,761,924 |
| 1 |
18 |
3,295,726 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,466,750 |
-10,466,750 |
-3,695,911 |
0.50 |
-0.176 |
-0.163 |
1,715,958 |
| 0 |
2 |
0 |
0 |
0 |
-0.08 |
-0.107 |
-0.107 |
0 |
| 1 |
17 |
4,249,637 |
4,249,637 |
920,961 |
0.20 |
-0.041 |
-0.038 |
-128,408 |
| CHN |
-1 |
279 |
-53,967,595 |
-53,967,595 |
-80,582,003 |
1.67 |
-0.015 |
-0.016 |
2,068,961 |
| 0 |
11 |
0 |
0 |
0 |
1.34 |
0.031 |
0.058 |
0 |
| 1 |
202 |
61,537,287 |
61,537,287 |
84,499,697 |
1.52 |
0.153 |
0.153 |
11,253,588 |
| HKG |
-1 |
44 |
-6,918,714 |
-6,918,714 |
-8,000,812 |
1.67 |
0.020 |
0.021 |
250,654 |
| 0 |
1 |
0 |
0 |
0 |
0.78 |
0.155 |
0.155 |
0 |
| 1 |
56 |
11,796,945 |
11,796,945 |
14,656,765 |
1.62 |
0.142 |
0.138 |
2,021,743 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.18 |
-0.141 |
-0.141 |
0 |
| 1 |
4 |
3,193,172 |
3,193,172 |
51,426 |
0.01 |
0.032 |
0.032 |
86,140 |
| IND |
1 |
7 |
3,581,461 |
3,581,461 |
578,114 |
0.22 |
0.093 |
0.089 |
312,160 |
| JPN |
-1 |
129 |
-35,099,407 |
-35,099,407 |
-18,574,576 |
0.55 |
-0.124 |
-0.123 |
4,801,681 |
| 0 |
13 |
0 |
0 |
0 |
0.59 |
-0.049 |
-0.048 |
0 |
| 1 |
76 |
30,400,162 |
30,400,162 |
12,312,501 |
0.44 |
-0.011 |
-0.014 |
67,037 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.04 |
-0.072 |
-0.072 |
0 |
| 1 |
2 |
541,070 |
541,070 |
100,120 |
0.13 |
-0.035 |
-0.035 |
-30,128 |
| NZL |
-1 |
1 |
-1,158,596 |
-1,158,596 |
38,035 |
-0.03 |
-0.164 |
-0.164 |
189,752 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
-0.065 |
-0.065 |
-1 |
| SGP |
-1 |
7 |
-2,461,102 |
-2,461,102 |
-902,575 |
0.37 |
-0.119 |
-0.101 |
363,105 |
| THA |
-1 |
20 |
-7,681,517 |
-7,681,517 |
-698,423 |
0.20 |
-0.131 |
-0.143 |
1,063,815 |
| 1 |
8 |
4,658,244 |
4,658,244 |
113,296 |
0.18 |
0.011 |
0.015 |
197,636 |
| TWN |
-1 |
55 |
-8,761,924 |
-8,761,924 |
-4,522,482 |
0.53 |
-0.157 |
-0.161 |
1,417,264 |
| 1 |
18 |
3,295,726 |
3,295,726 |
1,146,694 |
0.41 |
-0.030 |
-0.027 |
-91,979 |