Generated at 16:50 on Thursday 04/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
655 |
-147,761,648 |
| 0 |
28 |
0 |
| 1 |
494 |
141,879,306 |
|
target_notional |
| target_notional |
-5,882,342 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,887,489 |
-5,882,342 |
28,610,063 |
289,640,954 |
1 |
-0.010 |
-0.020 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-132,984,557 |
| 0 |
0 |
| 1 |
130,097,068 |
|
alpha_notional |
| alpha_notional |
28,610,063 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,610,201 |
| 0 |
0 |
| 1 |
13,999,861 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-7,192,598 |
20,937,725 |
1 |
-0.344 |
0.072 |
| CHN |
524 |
-2,203,311 |
122,716,254 |
1 |
-0.018 |
0.424 |
| HKG |
126 |
15,346,833 |
25,825,369 |
1 |
0.594 |
0.089 |
| IDN |
4 |
2,943,436 |
2,943,436 |
1 |
1.000 |
0.010 |
| IND |
9 |
4,497,811 |
4,497,811 |
1 |
1.000 |
0.016 |
| JPN |
288 |
-4,208,298 |
82,418,352 |
1 |
-0.051 |
0.285 |
| KOR |
33 |
-4,186,588 |
4,186,588 |
1 |
-1.000 |
0.014 |
| MYS |
2 |
524,806 |
524,806 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,324,482 |
1,324,482 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-2,968,547 |
3,047,316 |
1 |
-0.974 |
0.011 |
| THA |
26 |
-1,293,990 |
10,246,597 |
1 |
-0.126 |
0.035 |
| TWN |
83 |
-5,817,426 |
10,972,207 |
1 |
-0.530 |
0.038 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-14,065,162 |
| 0 |
1 |
0 |
| 1 |
21 |
6,872,563 |
| CHN |
-1 |
288 |
-62,459,782 |
| 0 |
13 |
0 |
| 1 |
223 |
60,256,471 |
| HKG |
-1 |
38 |
-5,239,268 |
| 0 |
1 |
0 |
| 1 |
87 |
20,586,101 |
| IDN |
1 |
4 |
2,943,436 |
| IND |
0 |
1 |
0 |
| 1 |
8 |
4,497,811 |
| JPN |
-1 |
166 |
-43,313,325 |
| 0 |
7 |
0 |
| 1 |
115 |
39,105,027 |
| KOR |
-1 |
33 |
-4,186,588 |
| MYS |
1 |
2 |
524,806 |
| NZL |
-1 |
1 |
-1,324,482 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,007,932 |
| 1 |
1 |
39,384 |
| THA |
-1 |
15 |
-5,770,294 |
| 0 |
1 |
0 |
| 1 |
10 |
4,476,303 |
| TWN |
-1 |
57 |
-8,394,817 |
| 0 |
4 |
0 |
| 1 |
22 |
2,577,391 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-14,065,162 |
-14,065,162 |
-4,477,804 |
0.45 |
-0.184 |
-0.187 |
2,415,465 |
| 0 |
1 |
0 |
0 |
0 |
0.80 |
-0.203 |
-0.203 |
0 |
| 1 |
21 |
6,872,563 |
6,872,563 |
1,372,040 |
0.18 |
-0.068 |
-0.061 |
-320,066 |
| CHN |
-1 |
288 |
-62,459,782 |
-62,459,782 |
-91,137,159 |
1.64 |
-0.042 |
-0.039 |
4,019,070 |
| 0 |
13 |
0 |
0 |
0 |
1.64 |
-0.045 |
-0.061 |
0 |
| 1 |
223 |
60,256,471 |
60,256,471 |
87,410,309 |
1.56 |
0.116 |
0.113 |
8,623,306 |
| HKG |
-1 |
38 |
-5,239,268 |
-5,239,268 |
-4,828,488 |
1.65 |
0.076 |
0.082 |
-21,576 |
| 0 |
1 |
0 |
0 |
0 |
0.67 |
0.125 |
0.125 |
0 |
| 1 |
87 |
20,586,101 |
20,586,101 |
22,797,026 |
1.52 |
0.203 |
0.202 |
4,728,891 |
| IDN |
1 |
4 |
2,943,436 |
2,943,436 |
-65,519 |
-0.02 |
0.039 |
0.050 |
130,711 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.61 |
-0.074 |
-0.074 |
0 |
| 1 |
8 |
4,497,811 |
4,497,811 |
656,106 |
0.21 |
0.125 |
0.148 |
730,681 |
| JPN |
-1 |
166 |
-43,313,325 |
-43,313,325 |
-22,731,456 |
0.54 |
-0.097 |
-0.095 |
4,429,397 |
| 0 |
7 |
0 |
0 |
0 |
0.51 |
-0.040 |
-0.051 |
0 |
| 1 |
115 |
39,105,027 |
39,105,027 |
16,889,308 |
0.48 |
-0.011 |
-0.013 |
17,117 |
| KOR |
-1 |
33 |
-4,186,588 |
-4,186,588 |
-3,517,088 |
0.66 |
-0.266 |
-0.261 |
1,303,121 |
| MYS |
1 |
2 |
524,806 |
524,806 |
93,650 |
0.13 |
-0.044 |
-0.044 |
-27,798 |
| NZL |
-1 |
1 |
-1,324,482 |
-1,324,482 |
29,292 |
-0.02 |
-0.204 |
-0.204 |
270,399 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.153 |
0.153 |
2 |
| SGP |
-1 |
11 |
-3,007,932 |
-3,007,932 |
-1,103,448 |
0.35 |
-0.069 |
-0.072 |
264,217 |
| 1 |
1 |
39,384 |
39,384 |
1,805 |
0.05 |
-0.001 |
-0.001 |
-30 |
| THA |
-1 |
15 |
-5,770,294 |
-5,770,294 |
-880,165 |
0.19 |
-0.121 |
-0.144 |
682,935 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
-0.016 |
-0.016 |
0 |
| 1 |
10 |
4,476,303 |
4,476,303 |
22,300 |
0.13 |
-0.001 |
0.003 |
58,490 |
| TWN |
-1 |
57 |
-8,394,817 |
-8,394,817 |
-4,338,240 |
0.55 |
-0.134 |
-0.132 |
1,247,174 |
| 0 |
4 |
0 |
0 |
0 |
0.70 |
-0.039 |
-0.007 |
0 |
| 1 |
22 |
2,577,391 |
2,577,391 |
920,040 |
0.43 |
0.019 |
0.016 |
58,557 |