Generated at 17:08 on Sunday 04/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
670 |
-153,776,809 |
| 0 |
12 |
0 |
| 1 |
513 |
150,547,645 |
|
target_notional |
| target_notional |
-3,229,165 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
332,686 |
-3,229,165 |
29,222,111 |
304,324,454 |
1 |
0.001 |
-0.011 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-136,896,992 |
| 0 |
0 |
| 1 |
137,229,678 |
|
alpha_notional |
| alpha_notional |
29,222,111 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,523,047 |
| 0 |
0 |
| 1 |
14,699,064 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-7,610,052 |
23,100,878 |
1 |
-0.329 |
0.076 |
| CHN |
529 |
225,298 |
127,302,705 |
1 |
0.002 |
0.418 |
| HKG |
125 |
16,109,152 |
26,799,360 |
1 |
0.601 |
0.088 |
| IDN |
4 |
2,878,409 |
2,878,409 |
1 |
1.000 |
0.009 |
| IND |
8 |
4,544,873 |
4,544,873 |
1 |
1.000 |
0.015 |
| JPN |
299 |
-3,291,335 |
87,913,187 |
1 |
-0.037 |
0.289 |
| KOR |
36 |
-4,807,293 |
4,807,293 |
1 |
-1.000 |
0.016 |
| MYS |
2 |
539,985 |
539,985 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,397,045 |
1,397,045 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-2,998,045 |
3,100,890 |
1 |
-0.967 |
0.010 |
| THA |
25 |
-1,273,561 |
10,340,184 |
1 |
-0.123 |
0.034 |
| TWN |
80 |
-6,149,563 |
11,599,633 |
1 |
-0.530 |
0.038 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-15,355,465 |
| 0 |
2 |
0 |
| 1 |
23 |
7,745,413 |
| CHN |
-1 |
293 |
-63,538,703 |
| 0 |
7 |
0 |
| 1 |
229 |
63,764,002 |
| HKG |
-1 |
38 |
-5,345,104 |
| 0 |
1 |
0 |
| 1 |
86 |
21,454,256 |
| IDN |
1 |
4 |
2,878,409 |
| IND |
1 |
8 |
4,544,873 |
| JPN |
-1 |
170 |
-45,602,261 |
| 0 |
2 |
0 |
| 1 |
127 |
42,310,926 |
| KOR |
-1 |
36 |
-4,807,293 |
| MYS |
1 |
2 |
539,985 |
| NZL |
-1 |
1 |
-1,397,045 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,049,467 |
| 1 |
1 |
51,423 |
| THA |
-1 |
15 |
-5,806,873 |
| 1 |
10 |
4,533,311 |
| TWN |
-1 |
58 |
-8,874,598 |
| 1 |
22 |
2,725,035 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-15,355,465 |
-15,355,465 |
-4,789,437 |
0.45 |
-0.171 |
-0.173 |
2,551,522 |
| 0 |
2 |
0 |
0 |
0 |
0.51 |
-0.147 |
-0.147 |
0 |
| 1 |
23 |
7,745,413 |
7,745,413 |
1,435,926 |
0.19 |
-0.060 |
-0.061 |
-308,103 |
| CHN |
-1 |
293 |
-63,538,703 |
-63,538,703 |
-93,035,051 |
1.64 |
-0.038 |
-0.034 |
3,621,045 |
| 0 |
7 |
0 |
0 |
0 |
1.62 |
-0.045 |
-0.044 |
0 |
| 1 |
229 |
63,764,002 |
63,764,002 |
92,443,436 |
1.54 |
0.117 |
0.119 |
8,914,030 |
| HKG |
-1 |
38 |
-5,345,104 |
-5,345,104 |
-4,940,470 |
1.65 |
0.058 |
0.072 |
36,770 |
| 0 |
1 |
0 |
0 |
0 |
2.97 |
0.247 |
0.247 |
0 |
| 1 |
86 |
21,454,256 |
21,454,256 |
23,937,868 |
1.50 |
0.191 |
0.183 |
4,795,193 |
| IDN |
1 |
4 |
2,878,409 |
2,878,409 |
-46,084 |
-0.02 |
0.041 |
0.067 |
181,547 |
| IND |
1 |
8 |
4,544,873 |
4,544,873 |
663,609 |
0.21 |
0.120 |
0.136 |
749,499 |
| JPN |
-1 |
170 |
-45,602,261 |
-45,602,261 |
-23,692,109 |
0.55 |
-0.089 |
-0.085 |
4,205,864 |
| 0 |
2 |
0 |
0 |
0 |
0.71 |
-0.029 |
-0.029 |
0 |
| 1 |
127 |
42,310,926 |
42,310,926 |
17,686,421 |
0.47 |
-0.006 |
-0.007 |
458,474 |
| KOR |
-1 |
36 |
-4,807,293 |
-4,807,293 |
-3,903,003 |
0.65 |
-0.289 |
-0.280 |
1,472,473 |
| MYS |
1 |
2 |
539,985 |
539,985 |
96,359 |
0.13 |
-0.037 |
-0.037 |
-23,686 |
| NZL |
-1 |
1 |
-1,397,045 |
-1,397,045 |
30,896 |
-0.02 |
-0.214 |
-0.214 |
299,465 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.184 |
0.184 |
2 |
| SGP |
-1 |
11 |
-3,049,467 |
-3,049,467 |
-1,125,049 |
0.35 |
-0.062 |
-0.061 |
252,694 |
| 1 |
1 |
51,423 |
51,423 |
2,356 |
0.05 |
-0.004 |
-0.004 |
-197 |
| THA |
-1 |
15 |
-5,806,873 |
-5,806,873 |
-882,725 |
0.19 |
-0.126 |
-0.134 |
756,290 |
| 1 |
10 |
4,533,311 |
4,533,311 |
26,592 |
0.13 |
-0.015 |
-0.013 |
-42,967 |
| TWN |
-1 |
58 |
-8,874,598 |
-8,874,598 |
-4,560,042 |
0.54 |
-0.142 |
-0.133 |
1,326,923 |
| 1 |
22 |
2,725,035 |
2,725,035 |
983,191 |
0.43 |
-0.011 |
-0.014 |
-24,728 |