Generated at 18:22 on Wednesday 04/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
666 |
-137,313,663 |
| 0 |
12 |
0 |
| 1 |
486 |
130,405,223 |
|
target_notional |
| target_notional |
-6,908,440 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-5,111,860 |
-6,908,440 |
26,436,237 |
267,718,886 |
1 |
-0.019 |
-0.026 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-124,603,600 |
| 0 |
0 |
| 1 |
119,491,740 |
|
alpha_notional |
| alpha_notional |
26,436,237 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,144,974 |
| 0 |
0 |
| 1 |
13,291,263 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
67 |
-6,608,082 |
18,168,557 |
1 |
-0.364 |
0.068 |
| CHN |
508 |
-4,842,172 |
114,814,760 |
1 |
-0.042 |
0.429 |
| HKG |
126 |
14,186,314 |
24,474,961 |
1 |
0.580 |
0.091 |
| IDN |
4 |
2,882,462 |
2,882,462 |
1 |
1.000 |
0.011 |
| IND |
7 |
3,588,293 |
3,588,293 |
1 |
1.000 |
0.013 |
| JPN |
287 |
-3,334,199 |
75,841,705 |
1 |
-0.044 |
0.283 |
| KOR |
39 |
-3,904,488 |
3,904,488 |
1 |
-1.000 |
0.015 |
| MYS |
2 |
511,082 |
511,082 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,218,724 |
1,218,724 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-2,849,897 |
2,883,587 |
1 |
-0.988 |
0.011 |
| THA |
26 |
-532,180 |
9,614,820 |
1 |
-0.055 |
0.036 |
| TWN |
84 |
-4,786,862 |
9,815,435 |
1 |
-0.488 |
0.037 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-12,388,320 |
| 0 |
2 |
0 |
| 1 |
19 |
5,780,238 |
| CHN |
-1 |
293 |
-59,828,466 |
| 0 |
3 |
0 |
| 1 |
212 |
54,986,294 |
| HKG |
-1 |
38 |
-5,144,323 |
| 1 |
88 |
19,330,637 |
| IDN |
1 |
4 |
2,882,462 |
| IND |
1 |
7 |
3,588,293 |
| JPN |
-1 |
167 |
-39,587,952 |
| 0 |
2 |
0 |
| 1 |
118 |
36,253,753 |
| KOR |
-1 |
39 |
-3,904,488 |
| MYS |
1 |
2 |
511,082 |
| NZL |
-1 |
1 |
-1,218,724 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-2,866,742 |
| 1 |
1 |
16,845 |
| THA |
-1 |
14 |
-5,073,500 |
| 0 |
1 |
0 |
| 1 |
11 |
4,541,320 |
| TWN |
-1 |
57 |
-7,301,149 |
| 0 |
4 |
0 |
| 1 |
23 |
2,514,287 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-12,388,320 |
-12,388,320 |
-3,840,139 |
0.45 |
-0.173 |
-0.175 |
2,046,748 |
| 0 |
2 |
0 |
0 |
0 |
0.39 |
-0.171 |
-0.171 |
0 |
| 1 |
19 |
5,780,238 |
5,780,238 |
1,221,248 |
0.21 |
-0.063 |
-0.071 |
-198,504 |
| CHN |
-1 |
293 |
-59,828,466 |
-59,828,466 |
-86,593,631 |
1.64 |
-0.051 |
-0.049 |
4,418,582 |
| 0 |
3 |
0 |
0 |
0 |
1.19 |
-0.045 |
-0.019 |
0 |
| 1 |
212 |
54,986,294 |
54,986,294 |
79,752,271 |
1.56 |
0.110 |
0.105 |
7,356,556 |
| HKG |
-1 |
38 |
-5,144,323 |
-5,144,323 |
-4,730,798 |
1.65 |
0.086 |
0.091 |
-77,624 |
| 1 |
88 |
19,330,637 |
19,330,637 |
21,337,435 |
1.51 |
0.215 |
0.213 |
4,651,311 |
| IDN |
1 |
4 |
2,882,462 |
2,882,462 |
-66,966 |
-0.02 |
0.045 |
0.045 |
130,899 |
| IND |
1 |
7 |
3,588,293 |
3,588,293 |
490,310 |
0.23 |
0.064 |
0.116 |
461,201 |
| JPN |
-1 |
167 |
-39,587,952 |
-39,587,952 |
-20,646,454 |
0.53 |
-0.082 |
-0.080 |
3,476,184 |
| 0 |
2 |
0 |
0 |
0 |
0.63 |
0.019 |
0.019 |
0 |
| 1 |
118 |
36,253,753 |
36,253,753 |
15,749,296 |
0.48 |
0.007 |
0.002 |
654,134 |
| KOR |
-1 |
39 |
-3,904,488 |
-3,904,488 |
-3,171,102 |
0.70 |
-0.259 |
-0.245 |
1,183,760 |
| MYS |
1 |
2 |
511,082 |
511,082 |
91,201 |
0.13 |
-0.036 |
-0.036 |
-23,207 |
| NZL |
-1 |
1 |
-1,218,724 |
-1,218,724 |
26,953 |
-0.02 |
-0.223 |
-0.223 |
271,603 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.090 |
0.090 |
1 |
| SGP |
-1 |
11 |
-2,866,742 |
-2,866,742 |
-1,050,043 |
0.35 |
-0.064 |
-0.073 |
246,363 |
| 1 |
1 |
16,845 |
16,845 |
772 |
0.05 |
-0.007 |
-0.007 |
-118 |
| THA |
-1 |
14 |
-5,073,500 |
-5,073,500 |
-786,327 |
0.20 |
-0.118 |
-0.125 |
643,637 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.175 |
-0.175 |
0 |
| 1 |
11 |
4,541,320 |
4,541,320 |
23,396 |
0.12 |
0.014 |
0.005 |
149,955 |
| TWN |
-1 |
57 |
-7,301,149 |
-7,301,149 |
-3,812,059 |
0.55 |
-0.119 |
-0.114 |
935,720 |
| 0 |
4 |
0 |
0 |
0 |
0.70 |
-0.031 |
0.002 |
0 |
| 1 |
23 |
2,514,287 |
2,514,287 |
892,773 |
0.43 |
0.036 |
0.035 |
109,035 |