Generated at 15:22 on Wednesday 04/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
675 |
-165,562,439 |
| 0 |
27 |
0 |
| 1 |
522 |
161,803,791 |
|
target_notional |
| target_notional |
-3,758,648 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,463,339 |
-3,758,648 |
31,117,372 |
327,366,230 |
1 |
0.004 |
-0.011 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-142,447,837 |
| 0 |
0 |
| 1 |
143,911,176 |
|
alpha_notional |
| alpha_notional |
31,117,372 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,307,431 |
| 0 |
0 |
| 1 |
15,809,940 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-8,197,005 |
24,084,324 |
1 |
-0.340 |
0.074 |
| CHN |
552 |
-1,465,981 |
137,443,937 |
1 |
-0.011 |
0.420 |
| HKG |
129 |
16,038,382 |
27,877,363 |
1 |
0.575 |
0.085 |
| IDN |
4 |
3,014,869 |
3,014,869 |
1 |
1.000 |
0.009 |
| IND |
8 |
5,950,978 |
5,950,978 |
1 |
1.000 |
0.018 |
| JPN |
301 |
-2,385,001 |
95,935,500 |
1 |
-0.025 |
0.293 |
| KOR |
35 |
-5,320,335 |
5,320,335 |
1 |
-1.000 |
0.016 |
| MYS |
2 |
543,636 |
543,636 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,508,454 |
1,508,454 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,303,814 |
3,438,038 |
1 |
-0.961 |
0.011 |
| THA |
27 |
-381,616 |
9,795,237 |
1 |
-0.039 |
0.030 |
| TWN |
81 |
-6,744,319 |
12,453,548 |
1 |
-0.542 |
0.038 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-16,140,664 |
| 0 |
1 |
0 |
| 1 |
22 |
7,943,660 |
| CHN |
-1 |
299 |
-69,454,959 |
| 0 |
14 |
0 |
| 1 |
239 |
67,988,978 |
| HKG |
-1 |
39 |
-5,919,490 |
| 0 |
1 |
0 |
| 1 |
89 |
21,957,872 |
| IDN |
1 |
4 |
3,014,869 |
| IND |
1 |
8 |
5,950,978 |
| JPN |
-1 |
169 |
-49,160,251 |
| 0 |
10 |
0 |
| 1 |
122 |
46,775,250 |
| KOR |
-1 |
35 |
-5,320,335 |
| MYS |
1 |
2 |
543,636 |
| NZL |
-1 |
1 |
-1,508,454 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,370,926 |
| 1 |
1 |
67,112 |
| THA |
-1 |
16 |
-5,088,427 |
| 0 |
1 |
0 |
| 1 |
10 |
4,706,810 |
| TWN |
-1 |
57 |
-9,598,934 |
| 1 |
24 |
2,854,614 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-16,140,664 |
-16,140,664 |
-5,487,404 |
0.44 |
-0.155 |
-0.156 |
2,390,353 |
| 0 |
1 |
0 |
0 |
0 |
0.49 |
-0.059 |
-0.059 |
0 |
| 1 |
22 |
7,943,660 |
7,943,660 |
1,375,416 |
0.17 |
-0.039 |
-0.036 |
-149,303 |
| CHN |
-1 |
299 |
-69,454,959 |
-69,454,959 |
-95,487,861 |
1.63 |
-0.039 |
-0.037 |
3,667,935 |
| 0 |
14 |
0 |
0 |
0 |
1.81 |
-0.032 |
-0.040 |
0 |
| 1 |
239 |
67,988,978 |
67,988,978 |
97,215,358 |
1.52 |
0.113 |
0.112 |
9,403,355 |
| HKG |
-1 |
39 |
-5,919,490 |
-5,919,490 |
-5,336,711 |
1.65 |
0.072 |
0.100 |
6,230 |
| 0 |
1 |
0 |
0 |
0 |
2.18 |
0.092 |
0.092 |
0 |
| 1 |
89 |
21,957,872 |
21,957,872 |
24,074,487 |
1.46 |
0.188 |
0.193 |
4,538,085 |
| IDN |
1 |
4 |
3,014,869 |
3,014,869 |
-46,760 |
0.00 |
0.111 |
0.101 |
306,924 |
| IND |
1 |
8 |
5,950,978 |
5,950,978 |
882,220 |
0.21 |
0.100 |
0.084 |
978,962 |
| JPN |
-1 |
169 |
-49,160,251 |
-49,160,251 |
-24,794,822 |
0.55 |
-0.095 |
-0.094 |
4,953,120 |
| 0 |
10 |
0 |
0 |
0 |
0.57 |
-0.029 |
-0.025 |
0 |
| 1 |
122 |
46,775,250 |
46,775,250 |
19,266,470 |
0.46 |
-0.001 |
-0.007 |
599,636 |
| KOR |
-1 |
35 |
-5,320,335 |
-5,320,335 |
-4,161,791 |
0.65 |
-0.268 |
-0.257 |
1,501,277 |
| MYS |
1 |
2 |
543,636 |
543,636 |
97,010 |
0.13 |
-0.022 |
-0.022 |
-16,850 |
| NZL |
-1 |
1 |
-1,508,454 |
-1,508,454 |
33,360 |
-0.02 |
-0.213 |
-0.213 |
321,550 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.212 |
0.212 |
3 |
| SGP |
-1 |
11 |
-3,370,926 |
-3,370,926 |
-1,275,982 |
0.35 |
-0.087 |
-0.082 |
373,119 |
| 1 |
1 |
67,112 |
67,112 |
3,075 |
0.05 |
-0.036 |
-0.036 |
-2,428 |
| THA |
-1 |
16 |
-5,088,427 |
-5,088,427 |
-906,452 |
0.23 |
-0.120 |
-0.131 |
615,295 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.151 |
-0.151 |
0 |
| 1 |
10 |
4,706,810 |
4,706,810 |
38,586 |
0.13 |
0.005 |
0.006 |
127,509 |
| TWN |
-1 |
57 |
-9,598,934 |
-9,598,934 |
-5,030,174 |
0.54 |
-0.146 |
-0.150 |
1,478,551 |
| 1 |
24 |
2,854,614 |
2,854,614 |
1,005,310 |
0.43 |
-0.007 |
-0.013 |
24,049 |