Generated at 18:42 on Thursday 03/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
560 |
-125,810,273 |
| 0 |
29 |
0 |
| 1 |
389 |
123,034,092 |
|
target_notional |
| target_notional |
-2,776,181 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-690,449 |
-2,776,181 |
25,732,418 |
248,844,365 |
1 |
-0.003 |
-0.011 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-114,774,892 |
| 0 |
0 |
| 1 |
114,084,443 |
|
alpha_notional |
| alpha_notional |
25,732,418 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,957,488 |
| 0 |
0 |
| 1 |
13,774,930 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,222,285 |
13,765,112 |
1 |
-0.452 |
0.055 |
| CHN |
490 |
8,878,791 |
114,421,960 |
1 |
0.078 |
0.460 |
| HKG |
102 |
4,539,922 |
18,747,314 |
1 |
0.242 |
0.075 |
| IDN |
4 |
3,199,726 |
3,199,726 |
1 |
1.000 |
0.013 |
| IND |
8 |
3,296,212 |
3,296,212 |
1 |
1.000 |
0.013 |
| JPN |
208 |
-5,386,541 |
66,529,525 |
1 |
-0.081 |
0.267 |
| MYS |
2 |
531,033 |
531,033 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,994 |
1,160,994 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,531,544 |
2,531,544 |
1 |
-1.000 |
0.010 |
| THA |
29 |
-2,457,253 |
12,661,477 |
1 |
-0.194 |
0.051 |
| TWN |
75 |
-5,463,260 |
11,999,455 |
1 |
-0.455 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-9,993,698 |
| 0 |
2 |
0 |
| 1 |
18 |
3,771,413 |
| CHN |
-1 |
277 |
-52,771,585 |
| 0 |
12 |
0 |
| 1 |
201 |
61,650,375 |
| HKG |
-1 |
45 |
-7,103,696 |
| 0 |
1 |
0 |
| 1 |
56 |
11,643,618 |
| IDN |
1 |
4 |
3,199,726 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
3,296,212 |
| JPN |
-1 |
123 |
-35,958,033 |
| 0 |
12 |
0 |
| 1 |
73 |
30,571,492 |
| MYS |
1 |
2 |
531,033 |
| NZL |
-1 |
1 |
-1,160,994 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,531,544 |
| THA |
-1 |
19 |
-7,559,365 |
| 0 |
1 |
0 |
| 1 |
9 |
5,102,112 |
| TWN |
-1 |
57 |
-8,731,357 |
| 1 |
18 |
3,268,098 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-9,993,698 |
-9,993,698 |
-3,556,046 |
0.51 |
-0.180 |
-0.168 |
1,746,403 |
| 0 |
2 |
0 |
0 |
0 |
0.43 |
-0.142 |
-0.142 |
0 |
| 1 |
18 |
3,771,413 |
3,771,413 |
921,751 |
0.19 |
-0.032 |
-0.035 |
-41,352 |
| CHN |
-1 |
277 |
-52,771,585 |
-52,771,585 |
-77,951,909 |
1.66 |
-0.010 |
-0.012 |
1,555,548 |
| 0 |
12 |
0 |
0 |
0 |
1.41 |
0.007 |
-0.023 |
0 |
| 1 |
201 |
61,650,375 |
61,650,375 |
84,580,392 |
1.53 |
0.153 |
0.153 |
11,372,881 |
| HKG |
-1 |
45 |
-7,103,696 |
-7,103,696 |
-8,199,210 |
1.64 |
0.010 |
0.009 |
322,848 |
| 0 |
1 |
0 |
0 |
0 |
-0.06 |
0.057 |
0.057 |
0 |
| 1 |
56 |
11,643,618 |
11,643,618 |
14,413,563 |
1.63 |
0.138 |
0.135 |
1,988,801 |
| IDN |
1 |
4 |
3,199,726 |
3,199,726 |
54,718 |
0.01 |
0.034 |
0.037 |
119,754 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.21 |
0.017 |
0.017 |
0 |
| 1 |
7 |
3,296,212 |
3,296,212 |
471,278 |
0.21 |
0.084 |
0.096 |
344,259 |
| JPN |
-1 |
123 |
-35,958,033 |
-35,958,033 |
-18,986,331 |
0.54 |
-0.129 |
-0.129 |
5,137,528 |
| 0 |
12 |
0 |
0 |
0 |
0.54 |
-0.053 |
-0.043 |
0 |
| 1 |
73 |
30,571,492 |
30,571,492 |
12,298,331 |
0.46 |
-0.015 |
-0.015 |
-202,781 |
| MYS |
1 |
2 |
531,033 |
531,033 |
98,263 |
0.13 |
-0.047 |
-0.047 |
-32,851 |
| NZL |
-1 |
1 |
-1,160,994 |
-1,160,994 |
38,113 |
-0.03 |
-0.167 |
-0.167 |
193,860 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.039 |
0.039 |
0 |
| SGP |
-1 |
7 |
-2,531,544 |
-2,531,544 |
-925,126 |
0.37 |
-0.123 |
-0.107 |
387,400 |
| THA |
-1 |
19 |
-7,559,365 |
-7,559,365 |
-673,552 |
0.20 |
-0.138 |
-0.154 |
1,175,941 |
| 0 |
1 |
0 |
0 |
0 |
0.14 |
-0.015 |
-0.015 |
0 |
| 1 |
9 |
5,102,112 |
5,102,112 |
113,486 |
0.22 |
0.013 |
0.019 |
304,619 |
| TWN |
-1 |
57 |
-8,731,357 |
-8,731,357 |
-4,520,832 |
0.53 |
-0.158 |
-0.164 |
1,437,960 |
| 1 |
18 |
3,268,098 |
3,268,098 |
1,132,658 |
0.41 |
-0.021 |
-0.023 |
-78,401 |