Generated at 15:18 on Monday 04/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
679 |
-174,132,112 |
| 0 |
51 |
0 |
| 1 |
548 |
169,976,568 |
|
target_notional |
| target_notional |
-4,155,544 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
728,770 |
-4,155,544 |
32,801,542 |
344,108,680 |
1 |
0.002 |
-0.012 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-148,940,920 |
| 0 |
0 |
| 1 |
149,669,690 |
|
alpha_notional |
| alpha_notional |
32,801,542 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,207,379 |
| 0 |
0 |
| 1 |
15,594,163 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-8,605,326 |
22,980,716 |
1 |
-0.374 |
0.067 |
| CHN |
563 |
893,907 |
140,353,114 |
1 |
0.006 |
0.408 |
| HKG |
129 |
15,696,045 |
27,741,996 |
1 |
0.566 |
0.081 |
| IDN |
6 |
3,626,823 |
3,626,823 |
1 |
1.000 |
0.011 |
| IND |
10 |
5,397,236 |
5,397,236 |
1 |
1.000 |
0.016 |
| JPN |
319 |
-5,404,487 |
105,801,967 |
1 |
-0.051 |
0.307 |
| KOR |
40 |
-5,945,669 |
5,945,669 |
1 |
-1.000 |
0.017 |
| MYS |
2 |
545,940 |
545,940 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,582,025 |
1,582,025 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,632,376 |
3,767,811 |
1 |
-0.964 |
0.011 |
| THA |
35 |
-2,294,478 |
11,795,735 |
1 |
-0.195 |
0.034 |
| TWN |
87 |
-2,830,430 |
14,548,922 |
1 |
-0.195 |
0.042 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-15,793,021 |
| 0 |
6 |
0 |
| 1 |
22 |
7,187,695 |
| CHN |
-1 |
306 |
-69,729,603 |
| 0 |
11 |
0 |
| 1 |
246 |
70,623,511 |
| HKG |
-1 |
37 |
-6,022,976 |
| 0 |
3 |
0 |
| 1 |
89 |
21,719,021 |
| IDN |
1 |
6 |
3,626,823 |
| IND |
0 |
2 |
0 |
| 1 |
8 |
5,397,236 |
| JPN |
-1 |
166 |
-55,603,227 |
| 0 |
25 |
0 |
| 1 |
128 |
50,198,740 |
| KOR |
-1 |
40 |
-5,945,669 |
| MYS |
1 |
2 |
545,940 |
| NZL |
-1 |
1 |
-1,582,025 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,700,093 |
| 1 |
1 |
67,718 |
| THA |
-1 |
21 |
-7,045,107 |
| 0 |
1 |
0 |
| 1 |
13 |
4,750,628 |
| TWN |
-1 |
52 |
-8,689,676 |
| 0 |
3 |
0 |
| 1 |
32 |
5,859,246 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-15,793,021 |
-15,793,021 |
-5,633,723 |
0.44 |
-0.137 |
-0.138 |
2,188,712 |
| 0 |
6 |
0 |
0 |
0 |
0.37 |
-0.094 |
-0.060 |
0 |
| 1 |
22 |
7,187,695 |
7,187,695 |
1,356,801 |
0.17 |
-0.017 |
-0.010 |
3,650 |
| CHN |
-1 |
306 |
-69,729,603 |
-69,729,603 |
-97,926,031 |
1.64 |
-0.040 |
-0.041 |
3,432,189 |
| 0 |
11 |
0 |
0 |
0 |
1.35 |
0.050 |
0.070 |
0 |
| 1 |
246 |
70,623,511 |
70,623,511 |
100,955,867 |
1.52 |
0.117 |
0.118 |
10,097,788 |
| HKG |
-1 |
37 |
-6,022,976 |
-6,022,976 |
-5,336,459 |
1.64 |
0.058 |
0.070 |
112,851 |
| 0 |
3 |
0 |
0 |
0 |
1.74 |
0.128 |
0.116 |
0 |
| 1 |
89 |
21,719,021 |
21,719,021 |
23,433,564 |
1.47 |
0.183 |
0.187 |
3,978,633 |
| IDN |
1 |
6 |
3,626,823 |
3,626,823 |
-150,620 |
-0.08 |
0.105 |
0.103 |
453,945 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.14 |
0.004 |
0.004 |
0 |
| 1 |
8 |
5,397,236 |
5,397,236 |
811,165 |
0.19 |
0.095 |
0.079 |
918,729 |
| JPN |
-1 |
166 |
-55,603,227 |
-55,603,227 |
-28,070,001 |
0.55 |
-0.116 |
-0.113 |
7,071,658 |
| 0 |
25 |
0 |
0 |
0 |
0.64 |
-0.063 |
-0.057 |
0 |
| 1 |
128 |
50,198,740 |
50,198,740 |
20,803,717 |
0.46 |
-0.021 |
-0.027 |
-429,550 |
| KOR |
-1 |
40 |
-5,945,669 |
-5,945,669 |
-4,593,009 |
0.65 |
-0.264 |
-0.260 |
1,559,225 |
| MYS |
1 |
2 |
545,940 |
545,940 |
97,421 |
0.13 |
-0.041 |
-0.041 |
-24,768 |
| NZL |
-1 |
1 |
-1,582,025 |
-1,582,025 |
34,987 |
-0.02 |
-0.222 |
-0.222 |
351,380 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.154 |
0.154 |
2 |
| SGP |
-1 |
11 |
-3,700,093 |
-3,700,093 |
-1,426,362 |
0.35 |
-0.093 |
-0.076 |
434,812 |
| 1 |
1 |
67,718 |
67,718 |
3,103 |
0.05 |
-0.035 |
-0.035 |
-2,344 |
| THA |
-1 |
21 |
-7,045,107 |
-7,045,107 |
-1,354,768 |
0.23 |
-0.129 |
-0.129 |
1,074,219 |
| 0 |
1 |
0 |
0 |
0 |
0.25 |
-0.005 |
-0.005 |
0 |
| 1 |
13 |
4,750,628 |
4,750,628 |
157,112 |
0.13 |
0.021 |
0.032 |
324,650 |
| TWN |
-1 |
52 |
-8,689,676 |
-8,689,676 |
-4,612,599 |
0.55 |
-0.103 |
-0.107 |
979,424 |
| 0 |
3 |
0 |
0 |
0 |
0.49 |
-0.016 |
-0.004 |
0 |
| 1 |
32 |
5,859,246 |
5,859,246 |
2,201,555 |
0.42 |
0.036 |
0.037 |
273,428 |