Generated at 15:17 on Sunday 04/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
585 |
-126,480,941 |
| 0 |
26 |
0 |
| 1 |
428 |
123,079,913 |
|
target_notional |
| target_notional |
-3,401,027 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-797,922 |
-3,401,027 |
23,922,017 |
249,560,854 |
1 |
-0.003 |
-0.014 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-110,393,730 |
| 0 |
0 |
| 1 |
109,595,808 |
|
alpha_notional |
| alpha_notional |
23,922,017 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,432,650 |
| 0 |
0 |
| 1 |
12,489,367 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-6,216,983 |
17,590,670 |
1 |
-0.353 |
0.070 |
| CHN |
466 |
4,265,034 |
104,378,915 |
1 |
0.041 |
0.418 |
| HKG |
113 |
8,379,667 |
21,845,574 |
1 |
0.384 |
0.088 |
| IDN |
4 |
3,203,591 |
3,203,591 |
1 |
1.000 |
0.013 |
| IND |
5 |
3,537,945 |
3,537,945 |
1 |
1.000 |
0.014 |
| JPN |
245 |
-1,838,356 |
69,038,013 |
1 |
-0.027 |
0.277 |
| KOR |
23 |
-1,732,464 |
1,732,464 |
1 |
-1.000 |
0.007 |
| MYS |
2 |
532,592 |
532,592 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,144,222 |
1,144,222 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
11 |
-3,578,846 |
3,578,846 |
1 |
-1.000 |
0.014 |
| THA |
29 |
-2,613,987 |
11,566,064 |
1 |
-0.226 |
0.046 |
| TWN |
78 |
-6,195,008 |
11,411,946 |
1 |
-0.543 |
0.046 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-11,903,826 |
| 0 |
3 |
0 |
| 1 |
18 |
5,686,843 |
| CHN |
-1 |
266 |
-50,056,941 |
| 0 |
3 |
0 |
| 1 |
197 |
54,321,975 |
| HKG |
-1 |
42 |
-6,732,954 |
| 0 |
2 |
0 |
| 1 |
69 |
15,112,620 |
| IDN |
1 |
4 |
3,203,591 |
| IND |
1 |
5 |
3,537,945 |
| JPN |
-1 |
125 |
-35,438,185 |
| 0 |
16 |
0 |
| 1 |
104 |
33,599,828 |
| KOR |
-1 |
22 |
-1,732,464 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
532,592 |
| NZL |
-1 |
1 |
-1,144,222 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,578,846 |
| THA |
-1 |
18 |
-7,090,025 |
| 1 |
11 |
4,476,038 |
| TWN |
-1 |
60 |
-8,803,477 |
| 0 |
1 |
0 |
| 1 |
17 |
2,608,469 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-11,903,826 |
-11,903,826 |
-3,384,561 |
0.48 |
-0.169 |
-0.177 |
1,973,664 |
| 0 |
3 |
0 |
0 |
0 |
0.04 |
-0.115 |
-0.090 |
0 |
| 1 |
18 |
5,686,843 |
5,686,843 |
1,323,376 |
0.25 |
-0.037 |
-0.048 |
-32,888 |
| CHN |
-1 |
266 |
-50,056,941 |
-50,056,941 |
-73,119,105 |
1.62 |
-0.036 |
-0.030 |
2,601,758 |
| 0 |
3 |
0 |
0 |
0 |
1.64 |
-0.061 |
-0.073 |
0 |
| 1 |
197 |
54,321,975 |
54,321,975 |
74,681,117 |
1.55 |
0.116 |
0.117 |
7,553,046 |
| HKG |
-1 |
42 |
-6,732,954 |
-6,732,954 |
-7,067,496 |
1.60 |
0.069 |
0.076 |
-41,671 |
| 0 |
2 |
0 |
0 |
0 |
1.63 |
0.134 |
0.134 |
0 |
| 1 |
69 |
15,112,620 |
15,112,620 |
17,110,086 |
1.57 |
0.188 |
0.194 |
3,168,965 |
| IDN |
1 |
4 |
3,203,591 |
3,203,591 |
-89,529 |
-0.02 |
0.047 |
0.053 |
167,939 |
| IND |
1 |
5 |
3,537,945 |
3,537,945 |
471,566 |
0.16 |
0.138 |
0.166 |
655,062 |
| JPN |
-1 |
125 |
-35,438,185 |
-35,438,185 |
-18,576,023 |
0.53 |
-0.082 |
-0.078 |
3,322,601 |
| 0 |
16 |
0 |
0 |
0 |
0.76 |
-0.034 |
-0.055 |
0 |
| 1 |
104 |
33,599,828 |
33,599,828 |
15,016,994 |
0.46 |
0.013 |
0.007 |
905,944 |
| KOR |
-1 |
22 |
-1,732,464 |
-1,732,464 |
-1,361,344 |
0.61 |
-0.298 |
-0.318 |
531,652 |
| 0 |
1 |
0 |
0 |
0 |
0.82 |
-0.242 |
-0.242 |
0 |
| MYS |
1 |
2 |
532,592 |
532,592 |
95,039 |
0.13 |
-0.061 |
-0.061 |
-34,742 |
| NZL |
-1 |
1 |
-1,144,222 |
-1,144,222 |
25,305 |
-0.02 |
-0.204 |
-0.204 |
233,353 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.187 |
0.187 |
2 |
| SGP |
-1 |
11 |
-3,578,846 |
-3,578,846 |
-1,263,593 |
0.35 |
-0.077 |
-0.072 |
365,404 |
| THA |
-1 |
18 |
-7,090,025 |
-7,090,025 |
-887,821 |
0.21 |
-0.110 |
-0.112 |
837,688 |
| 1 |
11 |
4,476,038 |
4,476,038 |
55,531 |
0.11 |
0.039 |
0.027 |
180,785 |
| TWN |
-1 |
60 |
-8,803,477 |
-8,803,477 |
-4,759,092 |
0.56 |
-0.176 |
-0.179 |
1,608,203 |
| 0 |
1 |
0 |
0 |
0 |
0.20 |
-0.091 |
-0.091 |
0 |
| 1 |
17 |
2,608,469 |
2,608,469 |
931,624 |
0.42 |
-0.038 |
-0.034 |
-74,746 |