Generated at 15:39 on Monday 04/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
680 |
-161,884,667 |
| 0 |
18 |
0 |
| 1 |
514 |
158,923,868 |
|
target_notional |
| target_notional |
-2,960,798 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
338,111 |
-2,960,798 |
30,202,971 |
320,808,535 |
1 |
0.001 |
-0.009 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-143,856,798 |
| 0 |
0 |
| 1 |
144,194,909 |
|
alpha_notional |
| alpha_notional |
30,202,971 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,949,473 |
| 0 |
0 |
| 1 |
15,253,497 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-7,996,523 |
24,115,525 |
1 |
-0.332 |
0.075 |
| CHN |
539 |
534,995 |
134,137,131 |
1 |
0.004 |
0.418 |
| HKG |
126 |
16,368,952 |
27,869,093 |
1 |
0.587 |
0.087 |
| IDN |
4 |
2,839,775 |
2,839,775 |
1 |
1.000 |
0.009 |
| IND |
8 |
5,559,465 |
5,559,465 |
1 |
1.000 |
0.017 |
| JPN |
305 |
-3,174,805 |
93,382,984 |
1 |
-0.034 |
0.291 |
| KOR |
35 |
-5,080,689 |
5,080,689 |
1 |
-1.000 |
0.016 |
| MYS |
2 |
544,828 |
544,828 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,471,645 |
1,471,645 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,073,046 |
3,201,743 |
1 |
-0.960 |
0.010 |
| THA |
25 |
-1,273,561 |
10,340,184 |
1 |
-0.123 |
0.032 |
| TWN |
81 |
-6,738,557 |
12,265,459 |
1 |
-0.549 |
0.038 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-16,056,024 |
| 0 |
2 |
0 |
| 1 |
22 |
8,059,501 |
| CHN |
-1 |
295 |
-66,801,068 |
| 0 |
10 |
0 |
| 1 |
234 |
67,336,063 |
| HKG |
-1 |
39 |
-5,750,071 |
| 1 |
87 |
22,119,023 |
| IDN |
0 |
1 |
0 |
| 1 |
3 |
2,839,775 |
| IND |
1 |
8 |
5,559,465 |
| JPN |
-1 |
177 |
-48,278,895 |
| 0 |
4 |
0 |
| 1 |
124 |
45,104,090 |
| KOR |
-1 |
34 |
-5,080,689 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
544,828 |
| NZL |
-1 |
1 |
-1,471,645 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,137,394 |
| 1 |
1 |
64,348 |
| THA |
-1 |
15 |
-5,806,873 |
| 1 |
10 |
4,533,311 |
| TWN |
-1 |
59 |
-9,502,008 |
| 1 |
22 |
2,763,451 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-16,056,024 |
-16,056,024 |
-5,100,308 |
0.45 |
-0.175 |
-0.178 |
2,740,907 |
| 0 |
2 |
0 |
0 |
0 |
0.58 |
-0.161 |
-0.161 |
0 |
| 1 |
22 |
8,059,501 |
8,059,501 |
1,426,964 |
0.18 |
-0.066 |
-0.058 |
-354,369 |
| CHN |
-1 |
295 |
-66,801,068 |
-66,801,068 |
-97,569,972 |
1.64 |
-0.033 |
-0.032 |
3,376,130 |
| 0 |
10 |
0 |
0 |
0 |
1.58 |
-0.017 |
-0.042 |
0 |
| 1 |
234 |
67,336,063 |
67,336,063 |
97,450,664 |
1.55 |
0.119 |
0.117 |
9,733,115 |
| HKG |
-1 |
39 |
-5,750,071 |
-5,750,071 |
-5,329,622 |
1.65 |
0.049 |
0.058 |
64,271 |
| 1 |
87 |
22,119,023 |
22,119,023 |
24,689,599 |
1.50 |
0.174 |
0.173 |
4,354,883 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.25 |
-0.118 |
-0.118 |
0 |
| 1 |
3 |
2,839,775 |
2,839,775 |
-14,450 |
0.06 |
0.077 |
0.075 |
212,598 |
| IND |
1 |
8 |
5,559,465 |
5,559,465 |
826,190 |
0.21 |
0.131 |
0.151 |
1,026,649 |
| JPN |
-1 |
177 |
-48,278,895 |
-48,278,895 |
-24,841,921 |
0.55 |
-0.087 |
-0.083 |
4,414,909 |
| 0 |
4 |
0 |
0 |
0 |
0.40 |
-0.092 |
-0.077 |
0 |
| 1 |
124 |
45,104,090 |
45,104,090 |
18,695,504 |
0.47 |
-0.005 |
-0.007 |
320,870 |
| KOR |
-1 |
34 |
-5,080,689 |
-5,080,689 |
-4,073,308 |
0.63 |
-0.281 |
-0.275 |
1,555,393 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.354 |
-0.354 |
0 |
| MYS |
1 |
2 |
544,828 |
544,828 |
97,223 |
0.13 |
-0.045 |
-0.045 |
-26,827 |
| NZL |
-1 |
1 |
-1,471,645 |
-1,471,645 |
32,546 |
-0.02 |
-0.226 |
-0.226 |
332,033 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.062 |
0.062 |
1 |
| SGP |
-1 |
11 |
-3,137,394 |
-3,137,394 |
-1,172,912 |
0.35 |
-0.069 |
-0.064 |
281,539 |
| 1 |
1 |
64,348 |
64,348 |
2,949 |
0.05 |
-0.013 |
-0.013 |
-839 |
| THA |
-1 |
15 |
-5,806,873 |
-5,806,873 |
-882,725 |
0.19 |
-0.118 |
-0.117 |
689,263 |
| 1 |
10 |
4,533,311 |
4,533,311 |
26,592 |
0.13 |
-0.005 |
-0.001 |
7,351 |
| TWN |
-1 |
59 |
-9,502,008 |
-9,502,008 |
-4,918,576 |
0.54 |
-0.145 |
-0.145 |
1,495,028 |
| 1 |
22 |
2,763,451 |
2,763,451 |
993,671 |
0.43 |
-0.015 |
-0.022 |
-19,934 |