Generated at 15:53 on Monday 04/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
676 |
-179,900,724 |
| 0 |
17 |
0 |
| 1 |
520 |
175,507,022 |
|
target_notional |
| target_notional |
-4,393,702 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,827,006 |
-4,393,702 |
34,119,802 |
355,407,746 |
1 |
-0.005 |
-0.012 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-155,475,354 |
| 0 |
0 |
| 1 |
153,648,348 |
|
alpha_notional |
| alpha_notional |
34,119,802 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,392,203 |
| 0 |
0 |
| 1 |
15,727,599 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-8,569,719 |
21,840,153 |
1 |
-0.392 |
0.061 |
| CHN |
539 |
825,191 |
148,468,833 |
1 |
0.006 |
0.418 |
| HKG |
126 |
13,069,677 |
27,222,950 |
1 |
0.480 |
0.077 |
| IDN |
5 |
4,066,015 |
4,066,015 |
1 |
1.000 |
0.011 |
| IND |
12 |
5,048,201 |
5,048,201 |
1 |
1.000 |
0.014 |
| JPN |
279 |
-4,900,569 |
104,100,968 |
1 |
-0.047 |
0.293 |
| KOR |
53 |
-8,687,469 |
8,687,469 |
1 |
-1.000 |
0.024 |
| MYS |
2 |
558,563 |
558,563 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,600,420 |
1,600,420 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
196,055 |
196,055 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-3,988,177 |
4,128,663 |
1 |
-0.966 |
0.012 |
| THA |
30 |
-82,053 |
12,403,887 |
1 |
-0.007 |
0.035 |
| TWN |
84 |
-285,792 |
17,042,364 |
1 |
-0.017 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-15,204,936 |
| 0 |
3 |
0 |
| 1 |
10 |
6,635,217 |
| CHN |
-1 |
298 |
-73,821,821 |
| 0 |
8 |
0 |
| 1 |
233 |
74,647,012 |
| HKG |
-1 |
38 |
-7,076,636 |
| 1 |
88 |
20,146,314 |
| IDN |
1 |
5 |
4,066,015 |
| IND |
0 |
1 |
0 |
| 1 |
11 |
5,048,201 |
| JPN |
-1 |
155 |
-54,500,769 |
| 1 |
124 |
49,600,199 |
| KOR |
-1 |
51 |
-8,687,469 |
| 0 |
2 |
0 |
| MYS |
1 |
2 |
558,563 |
| NZL |
-1 |
2 |
-1,600,420 |
| PHL |
1 |
2 |
196,055 |
| SGP |
-1 |
11 |
-4,058,420 |
| 1 |
1 |
70,243 |
| THA |
-1 |
19 |
-6,242,970 |
| 0 |
1 |
0 |
| 1 |
10 |
6,160,917 |
| TWN |
-1 |
48 |
-8,664,078 |
| 0 |
2 |
0 |
| 1 |
34 |
8,378,286 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-15,204,936 |
-15,204,936 |
-6,839,734 |
0.43 |
-0.128 |
-0.122 |
2,115,372 |
| 0 |
3 |
0 |
0 |
0 |
0.22 |
-0.042 |
-0.033 |
0 |
| 1 |
10 |
6,635,217 |
6,635,217 |
1,157,238 |
0.18 |
0.009 |
0.007 |
188,339 |
| CHN |
-1 |
298 |
-73,821,821 |
-73,821,821 |
-99,536,161 |
1.61 |
-0.033 |
-0.034 |
3,215,296 |
| 0 |
8 |
0 |
0 |
0 |
1.42 |
-0.004 |
0.010 |
0 |
| 1 |
233 |
74,647,012 |
74,647,012 |
106,507,338 |
1.55 |
0.127 |
0.122 |
12,097,249 |
| HKG |
-1 |
38 |
-7,076,636 |
-7,076,636 |
-5,922,935 |
1.60 |
0.033 |
0.035 |
255,915 |
| 1 |
88 |
20,146,314 |
20,146,314 |
21,476,378 |
1.48 |
0.144 |
0.144 |
3,000,019 |
| IDN |
1 |
5 |
4,066,015 |
4,066,015 |
-182,059 |
-0.05 |
0.098 |
0.099 |
397,452 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.09 |
-0.048 |
-0.048 |
0 |
| 1 |
11 |
5,048,201 |
5,048,201 |
884,834 |
0.19 |
0.101 |
0.114 |
641,192 |
| JPN |
-1 |
155 |
-54,500,769 |
-54,500,769 |
-30,061,229 |
0.58 |
-0.127 |
-0.126 |
7,500,563 |
| 1 |
124 |
49,600,199 |
49,600,199 |
20,405,344 |
0.43 |
-0.030 |
-0.033 |
-941,795 |
| KOR |
-1 |
51 |
-8,687,469 |
-8,687,469 |
-5,579,919 |
0.58 |
-0.239 |
-0.234 |
2,352,839 |
| 0 |
2 |
0 |
0 |
0 |
0.89 |
-0.212 |
-0.212 |
0 |
| MYS |
1 |
2 |
558,563 |
558,563 |
99,674 |
0.13 |
-0.038 |
-0.038 |
-29,822 |
| NZL |
-1 |
2 |
-1,600,420 |
-1,600,420 |
38,995 |
-0.12 |
-0.213 |
-0.213 |
351,021 |
| PHL |
1 |
2 |
196,055 |
196,055 |
8,537 |
0.15 |
0.152 |
0.152 |
45,636 |
| SGP |
-1 |
11 |
-4,058,420 |
-4,058,420 |
-1,598,937 |
0.35 |
-0.082 |
-0.070 |
446,081 |
| 1 |
1 |
70,243 |
70,243 |
3,219 |
0.05 |
-0.047 |
-0.047 |
-3,319 |
| THA |
-1 |
19 |
-6,242,970 |
-6,242,970 |
-1,035,396 |
0.23 |
-0.118 |
-0.109 |
853,407 |
| 0 |
1 |
0 |
0 |
0 |
0.34 |
-0.143 |
-0.143 |
0 |
| 1 |
10 |
6,160,917 |
6,160,917 |
244,907 |
0.14 |
0.044 |
0.050 |
377,551 |
| TWN |
-1 |
48 |
-8,664,078 |
-8,664,078 |
-4,892,159 |
0.59 |
-0.154 |
-0.170 |
1,293,381 |
| 0 |
2 |
0 |
0 |
0 |
0.37 |
-0.045 |
-0.045 |
0 |
| 1 |
34 |
8,378,286 |
8,378,286 |
3,042,938 |
0.42 |
-0.013 |
-0.020 |
-44,904 |