Generated at 15:19 on Monday 03/31/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
579 |
-128,547,936 |
| 0 |
25 |
0 |
| 1 |
394 |
122,873,278 |
|
target_notional |
| target_notional |
-5,674,659 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-4,357,204 |
-5,674,659 |
25,548,446 |
251,421,214 |
1 |
-0.017 |
-0.023 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,478,558 |
| 0 |
0 |
| 1 |
113,121,354 |
|
alpha_notional |
| alpha_notional |
25,548,446 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,146,619 |
| 0 |
0 |
| 1 |
13,401,827 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-6,223,670 |
15,149,211 |
1 |
-0.411 |
0.060 |
| CHN |
487 |
5,202,012 |
116,530,402 |
1 |
0.045 |
0.463 |
| HKG |
105 |
5,853,231 |
21,326,344 |
1 |
0.274 |
0.085 |
| IDN |
4 |
3,203,591 |
3,203,591 |
1 |
1.000 |
0.013 |
| IND |
8 |
3,051,932 |
3,051,932 |
1 |
1.000 |
0.012 |
| JPN |
217 |
-5,268,097 |
63,395,778 |
1 |
-0.083 |
0.252 |
| KOR |
8 |
-213,808 |
213,808 |
1 |
-1.000 |
0.001 |
| MYS |
2 |
530,887 |
530,887 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,145,104 |
1,145,104 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
9 |
-3,203,167 |
3,203,167 |
1 |
-1.000 |
0.013 |
| THA |
27 |
-2,329,250 |
12,319,947 |
1 |
-0.189 |
0.049 |
| TWN |
76 |
-5,133,226 |
11,351,032 |
1 |
-0.452 |
0.045 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-10,686,441 |
| 0 |
3 |
0 |
| 1 |
16 |
4,462,770 |
| CHN |
-1 |
278 |
-55,664,195 |
| 0 |
6 |
0 |
| 1 |
203 |
60,866,207 |
| HKG |
-1 |
47 |
-7,736,556 |
| 1 |
58 |
13,589,787 |
| IDN |
1 |
4 |
3,203,591 |
| IND |
0 |
2 |
0 |
| 1 |
6 |
3,051,932 |
| JPN |
-1 |
128 |
-34,331,938 |
| 0 |
10 |
0 |
| 1 |
79 |
29,063,841 |
| KOR |
-1 |
8 |
-213,808 |
| MYS |
1 |
2 |
530,887 |
| NZL |
-1 |
1 |
-1,145,104 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
9 |
-3,203,167 |
| THA |
-1 |
16 |
-7,324,599 |
| 0 |
4 |
0 |
| 1 |
7 |
4,995,348 |
| TWN |
-1 |
58 |
-8,242,129 |
| 1 |
18 |
3,108,903 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-10,686,441 |
-10,686,441 |
-3,732,297 |
0.48 |
-0.194 |
-0.185 |
1,992,587 |
| 0 |
3 |
0 |
0 |
0 |
0.10 |
-0.092 |
-0.077 |
0 |
| 1 |
16 |
4,462,770 |
4,462,770 |
1,231,019 |
0.26 |
-0.047 |
-0.055 |
-124,158 |
| CHN |
-1 |
278 |
-55,664,195 |
-55,664,195 |
-80,922,785 |
1.62 |
-0.024 |
-0.024 |
2,494,972 |
| 0 |
6 |
0 |
0 |
0 |
1.74 |
-0.005 |
-0.032 |
0 |
| 1 |
203 |
60,866,207 |
60,866,207 |
81,725,163 |
1.51 |
0.142 |
0.135 |
10,588,283 |
| HKG |
-1 |
47 |
-7,736,556 |
-7,736,556 |
-8,429,689 |
1.64 |
0.035 |
0.043 |
187,292 |
| 1 |
58 |
13,589,787 |
13,589,787 |
15,781,002 |
1.62 |
0.165 |
0.168 |
2,500,216 |
| IDN |
1 |
4 |
3,203,591 |
3,203,591 |
-87,256 |
-0.02 |
0.028 |
0.023 |
97,512 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.29 |
-0.049 |
-0.049 |
0 |
| 1 |
6 |
3,051,932 |
3,051,932 |
458,985 |
0.23 |
0.103 |
0.092 |
392,519 |
| JPN |
-1 |
128 |
-34,331,938 |
-34,331,938 |
-17,924,714 |
0.52 |
-0.117 |
-0.116 |
4,493,242 |
| 0 |
10 |
0 |
0 |
0 |
0.61 |
-0.048 |
-0.041 |
0 |
| 1 |
79 |
29,063,841 |
29,063,841 |
12,779,941 |
0.49 |
-0.009 |
-0.014 |
-207,834 |
| KOR |
-1 |
8 |
-213,808 |
-213,808 |
-115,315 |
0.61 |
-0.256 |
-0.246 |
57,198 |
| MYS |
1 |
2 |
530,887 |
530,887 |
94,854 |
0.13 |
-0.056 |
-0.056 |
-33,709 |
| NZL |
-1 |
1 |
-1,145,104 |
-1,145,104 |
25,867 |
-0.02 |
-0.170 |
-0.170 |
194,772 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.150 |
0.150 |
2 |
| SGP |
-1 |
9 |
-3,203,167 |
-3,203,167 |
-1,130,285 |
0.33 |
-0.120 |
-0.096 |
476,782 |
| THA |
-1 |
16 |
-7,324,599 |
-7,324,599 |
-836,920 |
0.22 |
-0.124 |
-0.134 |
986,451 |
| 0 |
4 |
0 |
0 |
0 |
0.30 |
-0.047 |
-0.061 |
0 |
| 1 |
7 |
4,995,348 |
4,995,348 |
76,274 |
0.16 |
0.017 |
0.003 |
253,178 |
| TWN |
-1 |
58 |
-8,242,129 |
-8,242,129 |
-4,412,421 |
0.55 |
-0.143 |
-0.139 |
1,263,322 |
| 1 |
18 |
3,108,903 |
3,108,903 |
1,061,369 |
0.41 |
-0.011 |
-0.019 |
-64,181 |