Generated at 19:57 on Tuesday 04/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-127,001,966 |
| 0 |
44 |
0 |
| 1 |
467 |
122,861,009 |
|
target_notional |
| target_notional |
-4,140,957 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,900,145 |
-4,140,957 |
24,727,908 |
249,862,974 |
1 |
-0.008 |
-0.017 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-113,795,607 |
| 0 |
0 |
| 1 |
111,895,462 |
|
alpha_notional |
| alpha_notional |
24,727,908 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,393,085 |
| 0 |
0 |
| 1 |
12,334,823 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-6,217,065 |
17,159,436 |
1 |
-0.362 |
0.069 |
| CHN |
502 |
-1,160,418 |
105,647,544 |
1 |
-0.011 |
0.423 |
| HKG |
129 |
12,378,507 |
22,658,517 |
1 |
0.546 |
0.091 |
| IDN |
4 |
2,881,953 |
2,881,953 |
1 |
1.000 |
0.012 |
| IND |
7 |
3,642,387 |
3,642,387 |
1 |
1.000 |
0.015 |
| JPN |
270 |
-3,004,199 |
70,559,122 |
1 |
-0.043 |
0.282 |
| KOR |
34 |
-3,117,199 |
3,117,199 |
1 |
-1.000 |
0.012 |
| MYS |
2 |
512,338 |
512,338 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,145,112 |
1,145,112 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
11 |
-2,961,207 |
2,961,207 |
1 |
-1.000 |
0.012 |
| THA |
30 |
-489,837 |
9,446,207 |
1 |
-0.052 |
0.038 |
| TWN |
78 |
-5,461,117 |
10,131,939 |
1 |
-0.539 |
0.041 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-11,688,251 |
| 0 |
4 |
0 |
| 1 |
17 |
5,471,185 |
| CHN |
-1 |
274 |
-53,403,981 |
| 0 |
17 |
0 |
| 1 |
211 |
52,243,563 |
| HKG |
-1 |
38 |
-5,140,005 |
| 0 |
4 |
0 |
| 1 |
87 |
17,518,512 |
| IDN |
1 |
4 |
2,881,953 |
| IND |
0 |
1 |
0 |
| 1 |
6 |
3,642,387 |
| JPN |
-1 |
148 |
-36,781,661 |
| 0 |
11 |
0 |
| 1 |
111 |
33,777,462 |
| KOR |
-1 |
34 |
-3,117,199 |
| MYS |
1 |
2 |
512,338 |
| NZL |
-1 |
1 |
-1,145,112 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-2,961,207 |
| THA |
-1 |
14 |
-4,968,022 |
| 0 |
5 |
0 |
| 1 |
11 |
4,478,185 |
| TWN |
-1 |
59 |
-7,796,528 |
| 0 |
2 |
0 |
| 1 |
17 |
2,335,411 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-11,688,251 |
-11,688,251 |
-3,753,279 |
0.47 |
-0.176 |
-0.180 |
1,864,657 |
| 0 |
4 |
0 |
0 |
0 |
0.22 |
-0.097 |
-0.115 |
0 |
| 1 |
17 |
5,471,185 |
5,471,185 |
1,205,950 |
0.20 |
-0.060 |
-0.068 |
-159,737 |
| CHN |
-1 |
274 |
-53,403,981 |
-53,403,981 |
-77,400,460 |
1.62 |
-0.044 |
-0.041 |
3,652,217 |
| 0 |
17 |
0 |
0 |
0 |
1.52 |
-0.013 |
-0.016 |
0 |
| 1 |
211 |
52,243,563 |
52,243,563 |
74,660,873 |
1.56 |
0.112 |
0.111 |
6,882,596 |
| HKG |
-1 |
38 |
-5,140,005 |
-5,140,005 |
-4,696,797 |
1.65 |
0.087 |
0.089 |
-74,967 |
| 0 |
4 |
0 |
0 |
0 |
1.11 |
0.143 |
0.143 |
0 |
| 1 |
87 |
17,518,512 |
17,518,512 |
19,777,820 |
1.50 |
0.212 |
0.210 |
4,312,959 |
| IDN |
1 |
4 |
2,881,953 |
2,881,953 |
-69,519 |
-0.02 |
0.053 |
0.071 |
194,249 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.61 |
-0.145 |
-0.145 |
0 |
| 1 |
6 |
3,642,387 |
3,642,387 |
487,057 |
0.16 |
0.106 |
0.129 |
514,309 |
| JPN |
-1 |
148 |
-36,781,661 |
-36,781,661 |
-19,358,486 |
0.54 |
-0.098 |
-0.093 |
3,751,819 |
| 0 |
11 |
0 |
0 |
0 |
0.84 |
-0.023 |
-0.036 |
0 |
| 1 |
111 |
33,777,462 |
33,777,462 |
14,896,137 |
0.47 |
-0.005 |
-0.010 |
297,692 |
| KOR |
-1 |
34 |
-3,117,199 |
-3,117,199 |
-2,582,683 |
0.66 |
-0.269 |
-0.254 |
1,011,783 |
| MYS |
1 |
2 |
512,338 |
512,338 |
91,425 |
0.13 |
-0.035 |
-0.035 |
-24,041 |
| NZL |
-1 |
1 |
-1,145,112 |
-1,145,112 |
25,325 |
-0.02 |
-0.204 |
-0.204 |
233,297 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.078 |
0.078 |
1 |
| SGP |
-1 |
11 |
-2,961,207 |
-2,961,207 |
-1,066,318 |
0.35 |
-0.058 |
-0.066 |
249,462 |
| THA |
-1 |
14 |
-4,968,022 |
-4,968,022 |
-758,428 |
0.20 |
-0.096 |
-0.104 |
530,842 |
| 0 |
5 |
0 |
0 |
0 |
0.25 |
-0.092 |
-0.109 |
0 |
| 1 |
11 |
4,478,185 |
4,478,185 |
27,123 |
0.12 |
0.035 |
0.024 |
269,947 |
| TWN |
-1 |
59 |
-7,796,528 |
-7,796,528 |
-4,204,479 |
0.55 |
-0.139 |
-0.135 |
1,173,975 |
| 0 |
2 |
0 |
0 |
0 |
0.37 |
-0.004 |
-0.004 |
0 |
| 1 |
17 |
2,335,411 |
2,335,411 |
818,592 |
0.42 |
0.016 |
0.016 |
46,847 |