Generated at 15:18 on Sunday 03/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
565 |
-125,796,078 |
| 0 |
23 |
0 |
| 1 |
398 |
122,961,534 |
|
target_notional |
| target_notional |
-2,834,544 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-717,157 |
-2,834,544 |
25,062,894 |
248,757,612 |
1 |
-0.003 |
-0.011 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-114,881,045 |
| 0 |
0 |
| 1 |
114,163,887 |
|
alpha_notional |
| alpha_notional |
25,062,894 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,886,891 |
| 0 |
0 |
| 1 |
13,176,003 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-6,215,196 |
14,726,310 |
1 |
-0.422 |
0.059 |
| CHN |
484 |
8,535,318 |
114,372,634 |
1 |
0.075 |
0.460 |
| HKG |
104 |
5,194,670 |
20,441,038 |
1 |
0.254 |
0.082 |
| IDN |
4 |
3,203,591 |
3,203,591 |
1 |
1.000 |
0.013 |
| IND |
8 |
3,327,015 |
3,327,015 |
1 |
1.000 |
0.013 |
| JPN |
213 |
-6,078,436 |
64,287,842 |
1 |
-0.095 |
0.258 |
| KOR |
4 |
-114,876 |
114,876 |
1 |
-1.000 |
0.000 |
| MYS |
2 |
530,887 |
530,887 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,098 |
1,160,098 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,517,466 |
2,517,466 |
1 |
-1.000 |
0.010 |
| THA |
29 |
-2,208,885 |
12,346,709 |
1 |
-0.179 |
0.050 |
| TWN |
75 |
-5,331,079 |
11,729,133 |
1 |
-0.455 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-10,470,753 |
| 0 |
2 |
0 |
| 1 |
19 |
4,255,557 |
| CHN |
-1 |
271 |
-52,918,658 |
| 0 |
10 |
0 |
| 1 |
203 |
61,453,976 |
| HKG |
-1 |
47 |
-7,623,184 |
| 1 |
57 |
12,817,854 |
| IDN |
1 |
4 |
3,203,591 |
| IND |
1 |
8 |
3,327,015 |
| JPN |
-1 |
127 |
-35,183,139 |
| 0 |
8 |
0 |
| 1 |
78 |
29,104,703 |
| KOR |
-1 |
4 |
-114,876 |
| MYS |
1 |
2 |
530,887 |
| NZL |
-1 |
1 |
-1,160,098 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,517,466 |
| THA |
-1 |
19 |
-7,277,797 |
| 0 |
2 |
0 |
| 1 |
8 |
5,068,912 |
| TWN |
-1 |
56 |
-8,530,106 |
| 0 |
1 |
0 |
| 1 |
18 |
3,199,027 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-10,470,753 |
-10,470,753 |
-3,735,916 |
0.47 |
-0.194 |
-0.185 |
1,898,075 |
| 0 |
2 |
0 |
0 |
0 |
0.49 |
-0.083 |
-0.083 |
0 |
| 1 |
19 |
4,255,557 |
4,255,557 |
1,137,108 |
0.23 |
-0.045 |
-0.057 |
-89,175 |
| CHN |
-1 |
271 |
-52,918,658 |
-52,918,658 |
-78,147,896 |
1.66 |
-0.014 |
-0.014 |
1,725,828 |
| 0 |
10 |
0 |
0 |
0 |
1.53 |
0.025 |
0.054 |
0 |
| 1 |
203 |
61,453,976 |
61,453,976 |
83,761,141 |
1.53 |
0.148 |
0.141 |
10,980,619 |
| HKG |
-1 |
47 |
-7,623,184 |
-7,623,184 |
-8,494,163 |
1.63 |
0.017 |
0.017 |
297,602 |
| 1 |
57 |
12,817,854 |
12,817,854 |
14,986,123 |
1.61 |
0.148 |
0.150 |
2,109,403 |
| IDN |
1 |
4 |
3,203,591 |
3,203,591 |
54,784 |
0.01 |
0.017 |
0.024 |
76,489 |
| IND |
1 |
8 |
3,327,015 |
3,327,015 |
481,559 |
0.21 |
0.090 |
0.095 |
457,311 |
| JPN |
-1 |
127 |
-35,183,139 |
-35,183,139 |
-18,535,357 |
0.53 |
-0.129 |
-0.125 |
4,973,368 |
| 0 |
8 |
0 |
0 |
0 |
0.63 |
-0.061 |
-0.053 |
0 |
| 1 |
78 |
29,104,703 |
29,104,703 |
12,434,428 |
0.46 |
-0.022 |
-0.024 |
-512,340 |
| KOR |
-1 |
4 |
-114,876 |
-114,876 |
-37,897 |
0.45 |
-0.295 |
-0.299 |
35,832 |
| MYS |
1 |
2 |
530,887 |
530,887 |
98,236 |
0.13 |
-0.045 |
-0.045 |
-29,604 |
| NZL |
-1 |
1 |
-1,160,098 |
-1,160,098 |
38,084 |
-0.03 |
-0.146 |
-0.146 |
169,002 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.025 |
0.025 |
0 |
| SGP |
-1 |
7 |
-2,517,466 |
-2,517,466 |
-917,653 |
0.37 |
-0.131 |
-0.107 |
403,746 |
| THA |
-1 |
19 |
-7,277,797 |
-7,277,797 |
-625,399 |
0.20 |
-0.121 |
-0.134 |
1,057,371 |
| 0 |
2 |
0 |
0 |
0 |
0.35 |
0.017 |
0.017 |
0 |
| 1 |
8 |
5,068,912 |
5,068,912 |
107,706 |
0.18 |
0.011 |
0.014 |
244,948 |
| TWN |
-1 |
56 |
-8,530,106 |
-8,530,106 |
-4,424,847 |
0.54 |
-0.149 |
-0.145 |
1,326,068 |
| 0 |
1 |
0 |
0 |
0 |
0.10 |
-0.183 |
-0.183 |
0 |
| 1 |
18 |
3,199,027 |
3,199,027 |
1,102,800 |
0.41 |
-0.015 |
-0.018 |
-61,648 |