Generated at 18:27 on Thursday 04/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
568 |
-126,809,242 |
| 0 |
11 |
0 |
| 1 |
411 |
124,484,815 |
|
target_notional |
| target_notional |
-2,324,427 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-69,867 |
-2,324,427 |
24,157,653 |
251,294,058 |
1 |
-0.000 |
-0.009 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-108,998,855 |
| 0 |
0 |
| 1 |
108,928,988 |
|
alpha_notional |
| alpha_notional |
24,157,653 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,593,688 |
| 0 |
0 |
| 1 |
12,563,965 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-6,216,762 |
18,590,005 |
1 |
-0.334 |
0.074 |
| CHN |
432 |
7,245,367 |
102,573,459 |
1 |
0.071 |
0.408 |
| HKG |
103 |
6,317,696 |
21,751,585 |
1 |
0.290 |
0.087 |
| IDN |
4 |
3,203,591 |
3,203,591 |
1 |
1.000 |
0.013 |
| IND |
5 |
3,720,216 |
3,720,216 |
1 |
1.000 |
0.015 |
| JPN |
250 |
-3,626,465 |
71,179,965 |
1 |
-0.051 |
0.283 |
| KOR |
18 |
-1,049,252 |
1,049,252 |
1 |
-1.000 |
0.004 |
| MYS |
2 |
536,188 |
536,188 |
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 |
11 |
-3,653,872 |
3,653,872 |
1 |
-1.000 |
0.015 |
| THA |
30 |
-2,335,877 |
12,183,241 |
1 |
-0.192 |
0.048 |
| TWN |
76 |
-5,320,164 |
11,707,567 |
1 |
-0.454 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-12,403,383 |
| 1 |
20 |
6,186,622 |
| CHN |
-1 |
244 |
-47,664,046 |
| 1 |
188 |
54,909,413 |
| HKG |
-1 |
45 |
-7,716,944 |
| 1 |
58 |
14,034,641 |
| IDN |
1 |
4 |
3,203,591 |
| IND |
1 |
5 |
3,720,216 |
| JPN |
-1 |
137 |
-37,403,215 |
| 0 |
10 |
0 |
| 1 |
103 |
33,776,750 |
| KOR |
-1 |
18 |
-1,049,252 |
| MYS |
1 |
2 |
536,188 |
| NZL |
-1 |
1 |
-1,145,104 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,653,872 |
| THA |
-1 |
17 |
-7,259,559 |
| 0 |
1 |
0 |
| 1 |
12 |
4,923,682 |
| TWN |
-1 |
58 |
-8,513,865 |
| 1 |
18 |
3,193,701 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-12,403,383 |
-12,403,383 |
-3,465,588 |
0.49 |
-0.182 |
-0.184 |
2,212,910 |
| 1 |
20 |
6,186,622 |
6,186,622 |
1,457,690 |
0.22 |
-0.055 |
-0.066 |
-120,111 |
| CHN |
-1 |
244 |
-47,664,046 |
-47,664,046 |
-69,682,684 |
1.62 |
-0.024 |
-0.020 |
2,035,875 |
| 1 |
188 |
54,909,413 |
54,909,413 |
74,513,610 |
1.54 |
0.133 |
0.127 |
8,737,614 |
| HKG |
-1 |
45 |
-7,716,944 |
-7,716,944 |
-8,231,972 |
1.60 |
0.054 |
0.061 |
-18,754 |
| 1 |
58 |
14,034,641 |
14,034,641 |
16,050,051 |
1.59 |
0.175 |
0.184 |
2,679,101 |
| IDN |
1 |
4 |
3,203,591 |
3,203,591 |
-89,529 |
-0.02 |
0.059 |
0.062 |
201,013 |
| IND |
1 |
5 |
3,720,216 |
3,720,216 |
491,812 |
0.16 |
0.152 |
0.175 |
730,317 |
| JPN |
-1 |
137 |
-37,403,215 |
-37,403,215 |
-20,054,823 |
0.56 |
-0.098 |
-0.094 |
4,026,964 |
| 0 |
10 |
0 |
0 |
0 |
0.69 |
-0.029 |
-0.025 |
0 |
| 1 |
103 |
33,776,750 |
33,776,750 |
15,217,058 |
0.47 |
-0.004 |
-0.007 |
409,987 |
| KOR |
-1 |
18 |
-1,049,252 |
-1,049,252 |
-823,426 |
0.70 |
-0.273 |
-0.247 |
278,517 |
| MYS |
1 |
2 |
536,188 |
536,188 |
95,681 |
0.13 |
-0.048 |
-0.048 |
-26,698 |
| NZL |
-1 |
1 |
-1,145,104 |
-1,145,104 |
25,325 |
-0.02 |
-0.181 |
-0.181 |
207,346 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.129 |
0.129 |
2 |
| SGP |
-1 |
11 |
-3,653,872 |
-3,653,872 |
-1,292,612 |
0.35 |
-0.090 |
-0.082 |
426,590 |
| THA |
-1 |
17 |
-7,259,559 |
-7,259,559 |
-920,743 |
0.22 |
-0.128 |
-0.132 |
904,210 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
-0.039 |
-0.039 |
0 |
| 1 |
12 |
4,923,682 |
4,923,682 |
90,197 |
0.12 |
0.019 |
0.030 |
48,681 |
| TWN |
-1 |
58 |
-8,513,865 |
-8,513,865 |
-4,552,331 |
0.55 |
-0.171 |
-0.169 |
1,520,031 |
| 1 |
18 |
3,193,701 |
3,193,701 |
1,102,415 |
0.41 |
-0.033 |
-0.035 |
-95,941 |