Generated at 15:18 on Monday 04/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
626 |
-130,292,727 |
| 0 |
16 |
0 |
| 1 |
478 |
122,519,572 |
|
target_notional |
| target_notional |
-7,773,155 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-7,572,057 |
-7,773,155 |
24,328,645 |
252,812,298 |
1 |
-0.030 |
-0.031 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-116,909,962 |
| 0 |
0 |
| 1 |
109,337,905 |
|
alpha_notional |
| alpha_notional |
24,328,645 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,143,722 |
| 0 |
0 |
| 1 |
12,184,923 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-6,218,350 |
17,449,278 |
1 |
-0.356 |
0.069 |
| CHN |
511 |
-3,345,024 |
108,990,416 |
1 |
-0.031 |
0.431 |
| HKG |
130 |
10,877,374 |
21,804,767 |
1 |
0.499 |
0.086 |
| IDN |
4 |
3,147,358 |
3,147,358 |
1 |
1.000 |
0.012 |
| IND |
7 |
3,569,815 |
3,569,815 |
1 |
1.000 |
0.014 |
| JPN |
256 |
-1,245,868 |
68,232,904 |
1 |
-0.018 |
0.270 |
| KOR |
28 |
-2,654,309 |
2,654,309 |
1 |
-1.000 |
0.010 |
| MYS |
2 |
511,672 |
511,672 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,145,145 |
1,145,145 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
11 |
11 |
1 |
1.000 |
0.000 |
| SGP |
11 |
-3,267,688 |
3,267,688 |
1 |
-1.000 |
0.013 |
| THA |
29 |
-1,837,607 |
11,074,551 |
1 |
-0.166 |
0.044 |
| TWN |
79 |
-6,165,393 |
10,964,385 |
1 |
-0.562 |
0.043 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-11,833,814 |
| 1 |
19 |
5,615,464 |
| CHN |
-1 |
291 |
-56,167,720 |
| 0 |
10 |
0 |
| 1 |
210 |
52,822,696 |
| HKG |
-1 |
42 |
-5,463,696 |
| 0 |
1 |
0 |
| 1 |
87 |
16,341,071 |
| IDN |
1 |
4 |
3,147,358 |
| IND |
1 |
7 |
3,569,815 |
| JPN |
-1 |
135 |
-34,739,386 |
| 0 |
1 |
0 |
| 1 |
120 |
33,493,518 |
| KOR |
-1 |
26 |
-2,654,309 |
| 0 |
2 |
0 |
| MYS |
1 |
2 |
511,672 |
| NZL |
-1 |
1 |
-1,145,145 |
| PHL |
1 |
1 |
11 |
| SGP |
-1 |
11 |
-3,267,688 |
| THA |
-1 |
17 |
-6,456,079 |
| 0 |
1 |
0 |
| 1 |
11 |
4,618,472 |
| TWN |
-1 |
61 |
-8,564,889 |
| 0 |
1 |
0 |
| 1 |
17 |
2,399,496 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-11,833,814 |
-11,833,814 |
-3,557,262 |
0.47 |
-0.169 |
-0.163 |
1,891,795 |
| 1 |
19 |
5,615,464 |
5,615,464 |
1,274,119 |
0.24 |
-0.057 |
-0.076 |
-127,225 |
| CHN |
-1 |
291 |
-56,167,720 |
-56,167,720 |
-81,464,985 |
1.63 |
-0.043 |
-0.041 |
3,605,073 |
| 0 |
10 |
0 |
0 |
0 |
1.66 |
-0.008 |
-0.020 |
0 |
| 1 |
210 |
52,822,696 |
52,822,696 |
72,983,948 |
1.54 |
0.110 |
0.107 |
6,809,980 |
| HKG |
-1 |
42 |
-5,463,696 |
-5,463,696 |
-5,105,104 |
1.60 |
0.087 |
0.092 |
-79,438 |
| 0 |
1 |
0 |
0 |
0 |
1.38 |
0.113 |
0.113 |
0 |
| 1 |
87 |
16,341,071 |
16,341,071 |
18,759,448 |
1.50 |
0.205 |
0.204 |
3,731,414 |
| IDN |
1 |
4 |
3,147,358 |
3,147,358 |
-79,400 |
-0.02 |
0.031 |
0.034 |
122,160 |
| IND |
1 |
7 |
3,569,815 |
3,569,815 |
489,633 |
0.23 |
0.114 |
0.134 |
511,648 |
| JPN |
-1 |
135 |
-34,739,386 |
-34,739,386 |
-17,869,478 |
0.53 |
-0.077 |
-0.076 |
3,046,486 |
| 0 |
1 |
0 |
0 |
0 |
0.53 |
0.042 |
0.042 |
0 |
| 1 |
120 |
33,493,518 |
33,493,518 |
14,907,364 |
0.50 |
0.020 |
0.009 |
1,011,817 |
| KOR |
-1 |
26 |
-2,654,309 |
-2,654,309 |
-2,176,682 |
0.61 |
-0.280 |
-0.285 |
871,064 |
| 0 |
2 |
0 |
0 |
0 |
0.71 |
-0.317 |
-0.317 |
0 |
| MYS |
1 |
2 |
511,672 |
511,672 |
91,306 |
0.13 |
-0.054 |
-0.054 |
-32,800 |
| NZL |
-1 |
1 |
-1,145,145 |
-1,145,145 |
25,325 |
-0.02 |
-0.192 |
-0.192 |
219,507 |
| PHL |
1 |
1 |
11 |
11 |
3 |
0.27 |
0.149 |
0.149 |
2 |
| SGP |
-1 |
11 |
-3,267,688 |
-3,267,688 |
-1,142,291 |
0.35 |
-0.068 |
-0.065 |
295,412 |
| THA |
-1 |
17 |
-6,456,079 |
-6,456,079 |
-828,586 |
0.22 |
-0.130 |
-0.133 |
865,179 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.192 |
-0.192 |
0 |
| 1 |
11 |
4,618,472 |
4,618,472 |
47,868 |
0.11 |
0.010 |
-0.002 |
143,692 |
| TWN |
-1 |
61 |
-8,564,889 |
-8,564,889 |
-4,790,899 |
0.55 |
-0.162 |
-0.169 |
1,428,646 |
| 0 |
1 |
0 |
0 |
0 |
0.20 |
-0.071 |
-0.071 |
0 |
| 1 |
17 |
2,399,496 |
2,399,496 |
863,616 |
0.42 |
-0.014 |
-0.016 |
14,234 |