Generated at 16:19 on Wednesday 04/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
686 |
-174,576,738 |
| 0 |
39 |
0 |
| 1 |
527 |
169,695,320 |
|
target_notional |
| target_notional |
-4,881,419 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
940,237 |
-4,881,419 |
32,871,463 |
344,272,058 |
1 |
0.003 |
-0.014 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-150,419,746 |
| 0 |
0 |
| 1 |
151,359,983 |
|
alpha_notional |
| alpha_notional |
32,871,463 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,313,794 |
| 0 |
0 |
| 1 |
15,557,669 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-8,591,387 |
21,162,319 |
1 |
-0.406 |
0.061 |
| CHN |
569 |
2,327,664 |
144,262,774 |
1 |
0.016 |
0.419 |
| HKG |
127 |
13,682,674 |
26,776,941 |
1 |
0.511 |
0.078 |
| IDN |
6 |
3,677,678 |
3,677,678 |
1 |
1.000 |
0.011 |
| IND |
8 |
4,960,149 |
4,960,149 |
1 |
1.000 |
0.014 |
| JPN |
286 |
-4,319,809 |
100,320,534 |
1 |
-0.043 |
0.291 |
| KOR |
54 |
-8,216,075 |
8,216,075 |
1 |
-1.000 |
0.024 |
| MYS |
2 |
545,425 |
545,425 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,578,075 |
1,578,075 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,801,510 |
3,941,526 |
1 |
-0.964 |
0.011 |
| THA |
32 |
-2,182,377 |
12,980,930 |
1 |
-0.168 |
0.038 |
| TWN |
84 |
-1,364,640 |
15,828,471 |
1 |
-0.086 |
0.046 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-14,876,853 |
| 0 |
5 |
0 |
| 1 |
17 |
6,285,466 |
| CHN |
-1 |
311 |
-70,967,555 |
| 0 |
14 |
0 |
| 1 |
244 |
73,295,219 |
| HKG |
-1 |
38 |
-6,547,133 |
| 1 |
89 |
20,229,808 |
| IDN |
0 |
1 |
0 |
| 1 |
5 |
3,677,678 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
4,960,149 |
| JPN |
-1 |
156 |
-52,320,171 |
| 0 |
14 |
0 |
| 1 |
116 |
48,000,362 |
| KOR |
-1 |
54 |
-8,216,075 |
| MYS |
1 |
2 |
545,425 |
| NZL |
-1 |
1 |
-1,578,075 |
| 0 |
1 |
0 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,871,518 |
| 1 |
1 |
70,008 |
| THA |
-1 |
20 |
-7,581,654 |
| 1 |
12 |
5,399,277 |
| TWN |
-1 |
48 |
-8,596,556 |
| 0 |
3 |
0 |
| 1 |
33 |
7,231,916 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-14,876,853 |
-14,876,853 |
-5,913,439 |
0.44 |
-0.140 |
-0.143 |
1,963,880 |
| 0 |
5 |
0 |
0 |
0 |
0.19 |
-0.046 |
-0.053 |
0 |
| 1 |
17 |
6,285,466 |
6,285,466 |
1,267,037 |
0.18 |
-0.010 |
-0.010 |
28,292 |
| CHN |
-1 |
311 |
-70,967,555 |
-70,967,555 |
-99,144,295 |
1.64 |
-0.031 |
-0.028 |
2,854,875 |
| 0 |
14 |
0 |
0 |
0 |
1.59 |
0.003 |
-0.000 |
0 |
| 1 |
244 |
73,295,219 |
73,295,219 |
104,116,182 |
1.52 |
0.123 |
0.118 |
11,301,669 |
| HKG |
-1 |
38 |
-6,547,133 |
-6,547,133 |
-5,784,577 |
1.64 |
0.041 |
0.053 |
198,803 |
| 1 |
89 |
20,229,808 |
20,229,808 |
21,459,310 |
1.47 |
0.159 |
0.162 |
3,178,993 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.27 |
-0.024 |
-0.024 |
0 |
| 1 |
5 |
3,677,678 |
3,677,678 |
-141,681 |
-0.05 |
0.084 |
0.086 |
368,185 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.07 |
-0.094 |
-0.094 |
0 |
| 1 |
7 |
4,960,149 |
4,960,149 |
747,097 |
0.17 |
0.086 |
0.069 |
681,115 |
| JPN |
-1 |
156 |
-52,320,171 |
-52,320,171 |
-26,203,586 |
0.55 |
-0.117 |
-0.112 |
6,862,975 |
| 0 |
14 |
0 |
0 |
0 |
0.66 |
-0.071 |
-0.072 |
0 |
| 1 |
116 |
48,000,362 |
48,000,362 |
20,895,610 |
0.45 |
-0.021 |
-0.028 |
-454,517 |
| KOR |
-1 |
54 |
-8,216,075 |
-8,216,075 |
-5,721,200 |
0.62 |
-0.256 |
-0.257 |
2,229,391 |
| MYS |
1 |
2 |
545,425 |
545,425 |
97,329 |
0.13 |
-0.037 |
-0.037 |
-21,136 |
| NZL |
-1 |
1 |
-1,578,075 |
-1,578,075 |
34,900 |
-0.02 |
-0.198 |
-0.198 |
312,191 |
| 0 |
1 |
0 |
0 |
0 |
-0.21 |
-0.163 |
-0.163 |
0 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.046 |
0.046 |
1 |
| SGP |
-1 |
11 |
-3,871,518 |
-3,871,518 |
-1,520,506 |
0.35 |
-0.101 |
-0.091 |
488,600 |
| 1 |
1 |
70,008 |
70,008 |
3,208 |
0.05 |
-0.048 |
-0.048 |
-3,358 |
| THA |
-1 |
20 |
-7,581,654 |
-7,581,654 |
-1,476,528 |
0.24 |
-0.141 |
-0.139 |
1,288,983 |
| 1 |
12 |
5,399,277 |
5,399,277 |
277,640 |
0.14 |
0.018 |
0.020 |
262,197 |
| TWN |
-1 |
48 |
-8,596,556 |
-8,596,556 |
-4,667,080 |
0.57 |
-0.125 |
-0.127 |
1,111,334 |
| 0 |
3 |
0 |
0 |
0 |
0.30 |
-0.057 |
-0.004 |
0 |
| 1 |
33 |
7,231,916 |
7,231,916 |
2,638,248 |
0.41 |
0.019 |
0.012 |
216,228 |