Generated at 15:19 on Sunday 04/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
661 |
-177,833,575 |
| 0 |
41 |
0 |
| 1 |
520 |
171,530,980 |
|
target_notional |
| target_notional |
-6,302,595 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,291,708 |
-6,302,595 |
33,835,320 |
349,364,554 |
1 |
-0.004 |
-0.018 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-154,013,471 |
| 0 |
0 |
| 1 |
152,721,763 |
|
alpha_notional |
| alpha_notional |
33,835,320 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,936,247 |
| 0 |
0 |
| 1 |
15,899,073 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
65 |
-8,235,683 |
19,020,714 |
1 |
-0.433 |
0.054 |
| CHN |
541 |
988,310 |
147,311,727 |
1 |
0.007 |
0.422 |
| HKG |
127 |
13,731,282 |
26,676,416 |
1 |
0.515 |
0.076 |
| IDN |
5 |
4,004,714 |
4,004,714 |
1 |
1.000 |
0.011 |
| IND |
11 |
4,029,608 |
4,029,608 |
1 |
1.000 |
0.012 |
| JPN |
291 |
-4,852,835 |
103,336,736 |
1 |
-0.047 |
0.296 |
| KOR |
54 |
-8,685,421 |
8,685,421 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
553,669 |
553,669 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,599,233 |
1,599,233 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,989,528 |
4,130,932 |
1 |
-0.966 |
0.012 |
| THA |
31 |
-1,884,928 |
13,249,083 |
1 |
-0.142 |
0.038 |
| TWN |
79 |
-323,332 |
16,727,057 |
1 |
-0.019 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-13,628,199 |
| 0 |
9 |
0 |
| 1 |
12 |
5,392,515 |
| CHN |
-1 |
291 |
-73,161,709 |
| 0 |
15 |
0 |
| 1 |
235 |
74,150,018 |
| HKG |
-1 |
38 |
-6,472,567 |
| 0 |
1 |
0 |
| 1 |
88 |
20,203,849 |
| IDN |
1 |
5 |
4,004,714 |
| IND |
0 |
2 |
0 |
| 1 |
9 |
4,029,608 |
| JPN |
-1 |
155 |
-54,094,785 |
| 0 |
12 |
0 |
| 1 |
124 |
49,241,951 |
| KOR |
-1 |
53 |
-8,685,421 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
553,669 |
| NZL |
-1 |
2 |
-1,599,233 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-4,060,230 |
| 1 |
1 |
70,702 |
| THA |
-1 |
20 |
-7,567,006 |
| 0 |
1 |
0 |
| 1 |
10 |
5,682,078 |
| TWN |
-1 |
46 |
-8,525,194 |
| 1 |
33 |
8,201,863 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-13,628,199 |
-13,628,199 |
-6,316,024 |
0.46 |
-0.140 |
-0.139 |
1,951,837 |
| 0 |
9 |
0 |
0 |
0 |
0.18 |
-0.032 |
-0.031 |
0 |
| 1 |
12 |
5,392,515 |
5,392,515 |
1,149,773 |
0.20 |
-0.001 |
-0.000 |
73,827 |
| CHN |
-1 |
291 |
-73,161,709 |
-73,161,709 |
-98,681,016 |
1.62 |
-0.032 |
-0.033 |
2,890,282 |
| 0 |
15 |
0 |
0 |
0 |
1.28 |
0.045 |
0.055 |
0 |
| 1 |
235 |
74,150,018 |
74,150,018 |
105,871,821 |
1.55 |
0.125 |
0.119 |
12,087,359 |
| HKG |
-1 |
38 |
-6,472,567 |
-6,472,567 |
-5,542,329 |
1.60 |
0.034 |
0.030 |
185,495 |
| 0 |
1 |
0 |
0 |
0 |
2.10 |
-0.060 |
-0.060 |
0 |
| 1 |
88 |
20,203,849 |
20,203,849 |
21,566,045 |
1.48 |
0.144 |
0.151 |
3,062,345 |
| IDN |
1 |
5 |
4,004,714 |
4,004,714 |
-174,781 |
-0.05 |
0.115 |
0.103 |
574,455 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.07 |
-0.017 |
-0.017 |
0 |
| 1 |
9 |
4,029,608 |
4,029,608 |
694,730 |
0.19 |
0.076 |
0.072 |
283,068 |
| JPN |
-1 |
155 |
-54,094,785 |
-54,094,785 |
-29,903,539 |
0.58 |
-0.122 |
-0.121 |
7,353,153 |
| 0 |
12 |
0 |
0 |
0 |
0.59 |
-0.057 |
-0.064 |
0 |
| 1 |
124 |
49,241,951 |
49,241,951 |
20,305,401 |
0.43 |
-0.023 |
-0.025 |
-617,768 |
| KOR |
-1 |
53 |
-8,685,421 |
-8,685,421 |
-5,844,466 |
0.60 |
-0.247 |
-0.244 |
2,352,315 |
| 0 |
1 |
0 |
0 |
0 |
1.15 |
-0.251 |
-0.251 |
0 |
| MYS |
1 |
2 |
553,669 |
553,669 |
98,801 |
0.13 |
-0.035 |
-0.035 |
-27,480 |
| NZL |
-1 |
2 |
-1,599,233 |
-1,599,233 |
39,396 |
-0.12 |
-0.221 |
-0.221 |
362,353 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.103 |
0.103 |
1 |
| SGP |
-1 |
11 |
-4,060,230 |
-4,060,230 |
-1,602,414 |
0.35 |
-0.095 |
-0.083 |
487,889 |
| 1 |
1 |
70,702 |
70,702 |
3,240 |
0.05 |
-0.055 |
-0.055 |
-3,922 |
| THA |
-1 |
20 |
-7,567,006 |
-7,567,006 |
-1,415,058 |
0.24 |
-0.136 |
-0.134 |
1,163,465 |
| 0 |
1 |
0 |
0 |
0 |
0.00 |
-0.084 |
-0.084 |
0 |
| 1 |
10 |
5,682,078 |
5,682,078 |
256,478 |
0.14 |
0.030 |
0.023 |
335,455 |
| TWN |
-1 |
46 |
-8,525,194 |
-8,525,194 |
-4,704,547 |
0.58 |
-0.139 |
-0.148 |
1,183,338 |
| 1 |
33 |
8,201,863 |
8,201,863 |
2,950,252 |
0.41 |
-0.002 |
0.007 |
131,732 |