Generated at 15:58 on Thursday 04/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
699 |
-177,188,658 |
| 0 |
11 |
0 |
| 1 |
527 |
169,869,789 |
|
target_notional |
| target_notional |
-7,318,869 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,764,345 |
-7,318,869 |
32,917,961 |
347,058,447 |
1 |
-0.011 |
-0.021 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-153,954,133 |
| 0 |
0 |
| 1 |
150,189,788 |
|
alpha_notional |
| alpha_notional |
32,917,961 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,640,049 |
| 0 |
0 |
| 1 |
16,277,912 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-8,595,659 |
24,745,859 |
1 |
-0.347 |
0.071 |
| CHN |
563 |
-3,091,995 |
147,142,775 |
1 |
-0.021 |
0.424 |
| HKG |
130 |
16,456,972 |
28,740,712 |
1 |
0.573 |
0.083 |
| IDN |
5 |
3,367,423 |
3,367,423 |
1 |
1.000 |
0.010 |
| IND |
8 |
6,081,603 |
6,081,603 |
1 |
1.000 |
0.018 |
| JPN |
299 |
-4,141,368 |
100,649,557 |
1 |
-0.041 |
0.290 |
| KOR |
35 |
-5,688,003 |
5,688,003 |
1 |
-1.000 |
0.016 |
| MYS |
2 |
542,265 |
542,265 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,582,057 |
1,582,057 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,603,331 |
3,739,241 |
1 |
-0.964 |
0.011 |
| THA |
29 |
-1,291,540 |
11,545,448 |
1 |
-0.112 |
0.033 |
| TWN |
81 |
-5,773,191 |
13,233,491 |
1 |
-0.436 |
0.038 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-16,670,759 |
| 0 |
2 |
0 |
| 1 |
22 |
8,075,100 |
| CHN |
-1 |
318 |
-75,117,385 |
| 0 |
4 |
0 |
| 1 |
241 |
72,025,390 |
| HKG |
-1 |
40 |
-6,141,870 |
| 1 |
90 |
22,598,842 |
| IDN |
1 |
5 |
3,367,423 |
| IND |
1 |
8 |
6,081,603 |
| JPN |
-1 |
172 |
-52,395,463 |
| 0 |
4 |
0 |
| 1 |
123 |
48,254,095 |
| KOR |
-1 |
35 |
-5,688,003 |
| MYS |
1 |
2 |
542,265 |
| NZL |
-1 |
1 |
-1,582,057 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,671,286 |
| 1 |
1 |
67,955 |
| THA |
-1 |
19 |
-6,418,494 |
| 1 |
10 |
5,126,954 |
| TWN |
-1 |
56 |
-9,503,341 |
| 0 |
1 |
0 |
| 1 |
24 |
3,730,150 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-16,670,759 |
-16,670,759 |
-5,807,048 |
0.43 |
-0.160 |
-0.162 |
2,591,913 |
| 0 |
2 |
0 |
0 |
0 |
0.54 |
-0.063 |
-0.063 |
0 |
| 1 |
22 |
8,075,100 |
8,075,100 |
1,410,482 |
0.19 |
-0.041 |
-0.032 |
-177,010 |
| CHN |
-1 |
318 |
-75,117,385 |
-75,117,385 |
-104,023,145 |
1.63 |
-0.036 |
-0.033 |
3,487,133 |
| 0 |
4 |
0 |
0 |
0 |
1.30 |
0.017 |
0.036 |
0 |
| 1 |
241 |
72,025,390 |
72,025,390 |
102,501,580 |
1.54 |
0.116 |
0.115 |
10,414,758 |
| HKG |
-1 |
40 |
-6,141,870 |
-6,141,870 |
-5,494,640 |
1.66 |
0.063 |
0.089 |
59,889 |
| 1 |
90 |
22,598,842 |
22,598,842 |
24,020,449 |
1.47 |
0.181 |
0.186 |
4,320,342 |
| IDN |
1 |
5 |
3,367,423 |
3,367,423 |
-112,722 |
-0.05 |
0.122 |
0.109 |
374,903 |
| IND |
1 |
8 |
6,081,603 |
6,081,603 |
901,450 |
0.21 |
0.113 |
0.103 |
987,623 |
| JPN |
-1 |
172 |
-52,395,463 |
-52,395,463 |
-26,810,475 |
0.56 |
-0.104 |
-0.098 |
5,870,500 |
| 0 |
4 |
0 |
0 |
0 |
0.41 |
-0.050 |
-0.052 |
0 |
| 1 |
123 |
48,254,095 |
48,254,095 |
19,958,398 |
0.46 |
-0.013 |
-0.016 |
-19,934 |
| KOR |
-1 |
35 |
-5,688,003 |
-5,688,003 |
-4,417,546 |
0.65 |
-0.279 |
-0.265 |
1,649,535 |
| MYS |
1 |
2 |
542,265 |
542,265 |
96,766 |
0.13 |
-0.024 |
-0.024 |
-15,970 |
| NZL |
-1 |
1 |
-1,582,057 |
-1,582,057 |
34,988 |
-0.02 |
-0.227 |
-0.227 |
359,263 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.170 |
0.170 |
2 |
| SGP |
-1 |
11 |
-3,671,286 |
-3,671,286 |
-1,400,660 |
0.35 |
-0.094 |
-0.087 |
440,166 |
| 1 |
1 |
67,955 |
67,955 |
3,114 |
0.05 |
-0.042 |
-0.042 |
-2,830 |
| THA |
-1 |
19 |
-6,418,494 |
-6,418,494 |
-1,070,417 |
0.20 |
-0.144 |
-0.165 |
931,411 |
| 1 |
10 |
5,126,954 |
5,126,954 |
60,431 |
0.13 |
0.005 |
0.006 |
233,114 |
| TWN |
-1 |
56 |
-9,503,341 |
-9,503,341 |
-4,965,189 |
0.54 |
-0.124 |
-0.127 |
1,250,238 |
| 0 |
1 |
0 |
0 |
0 |
0.60 |
-0.158 |
-0.158 |
0 |
| 1 |
24 |
3,730,150 |
3,730,150 |
1,349,837 |
0.43 |
0.016 |
0.014 |
162,914 |