Generated at 16:05 on Thursday 04/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
668 |
-177,419,458 |
| 0 |
39 |
0 |
| 1 |
530 |
172,170,968 |
|
target_notional |
| target_notional |
-5,248,490 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,018,399 |
-5,248,490 |
34,041,552 |
349,590,425 |
1 |
0.003 |
-0.015 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-151,187,115 |
| 0 |
0 |
| 1 |
152,205,514 |
|
alpha_notional |
| alpha_notional |
34,041,552 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,100,113 |
| 0 |
0 |
| 1 |
15,941,439 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-8,743,114 |
21,244,677 |
1 |
-0.412 |
0.061 |
| CHN |
551 |
1,247,030 |
146,027,356 |
1 |
0.009 |
0.418 |
| HKG |
129 |
14,445,406 |
26,692,007 |
1 |
0.541 |
0.076 |
| IDN |
5 |
3,831,765 |
3,831,765 |
1 |
1.000 |
0.011 |
| IND |
8 |
4,961,191 |
4,961,191 |
1 |
1.000 |
0.014 |
| JPN |
294 |
-4,409,787 |
102,017,752 |
1 |
-0.043 |
0.292 |
| KOR |
56 |
-8,677,550 |
8,677,550 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
555,240 |
555,240 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,557,271 |
1,557,271 |
1 |
-1.000 |
0.004 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,886,248 |
4,027,631 |
1 |
-0.965 |
0.012 |
| THA |
33 |
-2,525,446 |
13,470,325 |
1 |
-0.187 |
0.039 |
| TWN |
81 |
-451,323 |
16,489,253 |
1 |
-0.027 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-14,993,895 |
| 1 |
17 |
6,250,782 |
| CHN |
-1 |
292 |
-72,390,163 |
| 0 |
19 |
0 |
| 1 |
240 |
73,637,193 |
| HKG |
-1 |
38 |
-6,123,300 |
| 0 |
3 |
0 |
| 1 |
88 |
20,568,706 |
| IDN |
1 |
5 |
3,831,765 |
| IND |
0 |
1 |
0 |
| 1 |
7 |
4,961,191 |
| JPN |
-1 |
158 |
-53,213,769 |
| 0 |
11 |
0 |
| 1 |
125 |
48,803,982 |
| KOR |
-1 |
55 |
-8,677,550 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
555,240 |
| NZL |
-1 |
1 |
-1,557,271 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,956,940 |
| 1 |
1 |
70,692 |
| THA |
-1 |
20 |
-7,997,886 |
| 0 |
2 |
0 |
| 1 |
11 |
5,472,439 |
| TWN |
-1 |
46 |
-8,470,288 |
| 0 |
2 |
0 |
| 1 |
33 |
8,018,965 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-14,993,895 |
-14,993,895 |
-6,014,277 |
0.44 |
-0.145 |
-0.145 |
2,022,418 |
| 1 |
17 |
6,250,782 |
6,250,782 |
1,260,165 |
0.18 |
-0.020 |
-0.020 |
-5,089 |
| CHN |
-1 |
292 |
-72,390,163 |
-72,390,163 |
-98,332,974 |
1.63 |
-0.032 |
-0.030 |
3,505,207 |
| 0 |
19 |
0 |
0 |
0 |
1.55 |
0.008 |
-0.004 |
0 |
| 1 |
240 |
73,637,193 |
73,637,193 |
104,595,343 |
1.53 |
0.122 |
0.119 |
11,419,489 |
| HKG |
-1 |
38 |
-6,123,300 |
-6,123,300 |
-5,369,725 |
1.65 |
0.039 |
0.042 |
159,108 |
| 0 |
3 |
0 |
0 |
0 |
1.14 |
0.038 |
0.065 |
0 |
| 1 |
88 |
20,568,706 |
20,568,706 |
21,796,691 |
1.48 |
0.161 |
0.163 |
3,380,232 |
| IDN |
1 |
5 |
3,831,765 |
3,831,765 |
-157,516 |
-0.05 |
0.091 |
0.087 |
523,007 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.17 |
0.021 |
0.021 |
0 |
| 1 |
7 |
4,961,191 |
4,961,191 |
756,353 |
0.16 |
0.075 |
0.076 |
581,504 |
| JPN |
-1 |
158 |
-53,213,769 |
-53,213,769 |
-27,854,630 |
0.57 |
-0.118 |
-0.116 |
6,958,086 |
| 0 |
11 |
0 |
0 |
0 |
0.45 |
-0.065 |
-0.070 |
0 |
| 1 |
125 |
48,803,982 |
48,803,982 |
20,728,932 |
0.44 |
-0.020 |
-0.024 |
-581,347 |
| KOR |
-1 |
55 |
-8,677,550 |
-8,677,550 |
-5,956,990 |
0.60 |
-0.254 |
-0.254 |
2,366,230 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
-0.177 |
-0.177 |
0 |
| MYS |
1 |
2 |
555,240 |
555,240 |
99,081 |
0.13 |
-0.044 |
-0.044 |
-30,809 |
| NZL |
-1 |
1 |
-1,557,271 |
-1,557,271 |
34,440 |
-0.02 |
-0.196 |
-0.196 |
304,801 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.137 |
0.137 |
2 |
| SGP |
-1 |
11 |
-3,956,940 |
-3,956,940 |
-1,554,616 |
0.35 |
-0.086 |
-0.075 |
457,923 |
| 1 |
1 |
70,692 |
70,692 |
3,239 |
0.05 |
-0.046 |
-0.046 |
-3,242 |
| THA |
-1 |
20 |
-7,997,886 |
-7,997,886 |
-1,441,291 |
0.24 |
-0.135 |
-0.131 |
1,234,103 |
| 0 |
2 |
0 |
0 |
0 |
0.10 |
-0.055 |
-0.055 |
0 |
| 1 |
11 |
5,472,439 |
5,472,439 |
236,582 |
0.13 |
0.017 |
0.008 |
325,897 |
| TWN |
-1 |
46 |
-8,470,288 |
-8,470,288 |
-4,654,504 |
0.58 |
-0.128 |
-0.128 |
1,086,686 |
| 0 |
2 |
0 |
0 |
0 |
0.25 |
0.056 |
0.056 |
0 |
| 1 |
33 |
8,018,965 |
8,018,965 |
2,886,642 |
0.41 |
0.019 |
0.014 |
331,795 |