Generated at 16:56 on Sunday 04/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
682 |
-174,820,405 |
| 0 |
9 |
0 |
| 1 |
547 |
172,292,044 |
|
target_notional |
| target_notional |
-2,528,361 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,455,525 |
-2,528,361 |
32,406,585 |
347,112,450 |
1 |
0.010 |
-0.007 |
0.093 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-144,885,471 |
| 0 |
0 |
| 1 |
148,340,996 |
|
alpha_notional |
| alpha_notional |
32,406,585 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,628,422 |
| 0 |
0 |
| 1 |
14,778,162 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
70 |
-8,411,169 |
24,574,122 |
1 |
-0.342 |
0.071 |
| CHN |
527 |
1,565,584 |
135,334,391 |
1 |
0.012 |
0.390 |
| HKG |
128 |
16,335,810 |
28,228,797 |
1 |
0.579 |
0.081 |
| IDN |
6 |
3,659,963 |
3,659,963 |
1 |
1.000 |
0.011 |
| IND |
9 |
6,288,929 |
6,288,929 |
1 |
1.000 |
0.018 |
| JPN |
319 |
-6,836,906 |
109,606,115 |
1 |
-0.062 |
0.316 |
| KOR |
41 |
-6,038,242 |
6,038,242 |
1 |
-1.000 |
0.017 |
| MYS |
2 |
545,940 |
545,940 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,561,293 |
1,561,293 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,525,477 |
3,661,891 |
1 |
-0.963 |
0.011 |
| THA |
34 |
-1,191,311 |
12,741,850 |
1 |
-0.093 |
0.037 |
| TWN |
87 |
-3,338,846 |
14,849,549 |
1 |
-0.225 |
0.043 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-16,492,646 |
| 1 |
22 |
8,081,476 |
| CHN |
-1 |
288 |
-66,884,403 |
| 1 |
239 |
68,449,987 |
| HKG |
-1 |
39 |
-5,946,494 |
| 1 |
89 |
22,282,304 |
| IDN |
1 |
6 |
3,659,963 |
| IND |
1 |
9 |
6,288,929 |
| JPN |
-1 |
179 |
-58,221,511 |
| 0 |
6 |
0 |
| 1 |
134 |
51,384,604 |
| KOR |
-1 |
41 |
-6,038,242 |
| MYS |
1 |
2 |
545,940 |
| NZL |
-1 |
1 |
-1,561,293 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,593,684 |
| 1 |
1 |
68,207 |
| THA |
-1 |
20 |
-6,966,580 |
| 0 |
1 |
0 |
| 1 |
13 |
5,775,270 |
| TWN |
-1 |
54 |
-9,094,197 |
| 0 |
2 |
0 |
| 1 |
31 |
5,755,352 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-16,492,646 |
-16,492,646 |
-5,653,244 |
0.44 |
-0.134 |
-0.137 |
2,079,416 |
| 1 |
22 |
8,081,476 |
8,081,476 |
1,402,951 |
0.17 |
-0.026 |
-0.020 |
-37,392 |
| CHN |
-1 |
288 |
-66,884,403 |
-66,884,403 |
-91,674,122 |
1.62 |
-0.033 |
-0.032 |
3,163,360 |
| 1 |
239 |
68,449,987 |
68,449,987 |
97,987,443 |
1.52 |
0.116 |
0.115 |
9,673,680 |
| HKG |
-1 |
39 |
-5,946,494 |
-5,946,494 |
-5,376,430 |
1.65 |
0.059 |
0.076 |
102,436 |
| 1 |
89 |
22,282,304 |
22,282,304 |
24,500,551 |
1.46 |
0.180 |
0.186 |
4,003,977 |
| IDN |
1 |
6 |
3,659,963 |
3,659,963 |
-156,004 |
-0.08 |
0.118 |
0.114 |
438,226 |
| IND |
1 |
9 |
6,288,929 |
6,288,929 |
946,582 |
0.20 |
0.115 |
0.123 |
1,053,186 |
| JPN |
-1 |
179 |
-58,221,511 |
-58,221,511 |
-30,045,903 |
0.56 |
-0.122 |
-0.118 |
7,611,600 |
| 0 |
6 |
0 |
0 |
0 |
0.80 |
-0.051 |
-0.046 |
0 |
| 1 |
134 |
51,384,604 |
51,384,604 |
21,253,743 |
0.47 |
-0.028 |
-0.031 |
-901,799 |
| KOR |
-1 |
41 |
-6,038,242 |
-6,038,242 |
-4,624,852 |
0.64 |
-0.277 |
-0.276 |
1,693,234 |
| MYS |
1 |
2 |
545,940 |
545,940 |
97,421 |
0.13 |
-0.038 |
-0.038 |
-24,099 |
| NZL |
-1 |
1 |
-1,561,293 |
-1,561,293 |
34,529 |
-0.02 |
-0.227 |
-0.227 |
354,869 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.172 |
0.172 |
2 |
| SGP |
-1 |
11 |
-3,593,684 |
-3,593,684 |
-1,373,238 |
0.35 |
-0.085 |
-0.078 |
390,748 |
| 1 |
1 |
68,207 |
68,207 |
3,125 |
0.05 |
-0.027 |
-0.027 |
-1,808 |
| THA |
-1 |
20 |
-6,966,580 |
-6,966,580 |
-1,341,483 |
0.24 |
-0.151 |
-0.156 |
1,118,847 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
-0.044 |
-0.044 |
0 |
| 1 |
13 |
5,775,270 |
5,775,270 |
148,785 |
0.14 |
0.009 |
0.020 |
198,391 |
| TWN |
-1 |
54 |
-9,094,197 |
-9,094,197 |
-4,807,063 |
0.55 |
-0.113 |
-0.115 |
1,110,613 |
| 0 |
2 |
0 |
0 |
0 |
0.42 |
0.061 |
0.061 |
0 |
| 1 |
31 |
5,755,352 |
5,755,352 |
2,156,396 |
0.43 |
0.039 |
0.036 |
375,798 |