Generated at 17:12 on Thursday 05/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
682 |
-183,896,615 |
| 0 |
9 |
0 |
| 1 |
531 |
184,910,200 |
|
target_notional |
| target_notional |
1,013,585 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,492,556 |
1,013,585 |
35,886,883 |
368,806,816 |
1 |
0.004 |
0.003 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-164,269,392 |
| 0 |
0 |
| 1 |
165,761,948 |
|
alpha_notional |
| alpha_notional |
35,886,883 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,163,404 |
| 0 |
0 |
| 1 |
17,723,480 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-9,103,719 |
25,454,622 |
1 |
-0.358 |
0.069 |
| CHN |
535 |
5,553,796 |
150,521,287 |
1 |
0.037 |
0.408 |
| HKG |
127 |
14,929,333 |
30,750,963 |
1 |
0.485 |
0.083 |
| IDN |
5 |
3,532,204 |
3,532,204 |
1 |
1.000 |
0.010 |
| IND |
11 |
4,384,611 |
4,384,611 |
1 |
1.000 |
0.012 |
| JPN |
285 |
-5,173,738 |
109,449,661 |
1 |
-0.047 |
0.297 |
| KOR |
51 |
-9,091,253 |
9,091,253 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
562,070 |
562,070 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,687,697 |
1,687,697 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
223,227 |
223,227 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-4,055,710 |
4,197,159 |
1 |
-0.966 |
0.011 |
| THA |
31 |
710,075 |
10,599,943 |
1 |
0.067 |
0.029 |
| TWN |
84 |
272,392 |
18,310,113 |
1 |
0.015 |
0.050 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-17,279,170 |
| 0 |
1 |
0 |
| 1 |
18 |
8,175,452 |
| CHN |
-1 |
296 |
-72,483,746 |
| 1 |
239 |
78,037,541 |
| HKG |
-1 |
37 |
-7,910,815 |
| 0 |
1 |
0 |
| 1 |
89 |
22,840,148 |
| IDN |
0 |
1 |
0 |
| 1 |
4 |
3,532,204 |
| IND |
0 |
1 |
0 |
| 1 |
10 |
4,384,611 |
| JPN |
-1 |
163 |
-57,311,700 |
| 1 |
122 |
52,137,961 |
| KOR |
-1 |
51 |
-9,091,253 |
| MYS |
1 |
2 |
562,070 |
| NZL |
-1 |
2 |
-1,687,697 |
| PHL |
1 |
2 |
223,227 |
| SGP |
-1 |
11 |
-4,126,434 |
| 1 |
1 |
70,724 |
| THA |
-1 |
18 |
-4,944,934 |
| 0 |
4 |
0 |
| 1 |
9 |
5,655,009 |
| TWN |
-1 |
48 |
-9,018,860 |
| 0 |
1 |
0 |
| 1 |
35 |
9,291,252 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-17,279,170 |
-17,279,170 |
-10,795,441 |
0.60 |
-0.148 |
-0.147 |
2,811,572 |
| 0 |
1 |
0 |
0 |
0 |
0.61 |
-0.086 |
-0.086 |
0 |
| 1 |
18 |
8,175,452 |
8,175,452 |
2,533,539 |
0.29 |
-0.022 |
-0.028 |
-92,760 |
| CHN |
-1 |
296 |
-72,483,746 |
-72,483,746 |
-86,142,917 |
1.42 |
-0.059 |
-0.062 |
4,308,277 |
| 1 |
239 |
78,037,541 |
78,037,541 |
97,035,702 |
1.37 |
0.104 |
0.095 |
11,058,185 |
| HKG |
-1 |
37 |
-7,910,815 |
-7,910,815 |
-6,601,800 |
1.47 |
0.071 |
0.087 |
-31,411 |
| 0 |
1 |
0 |
0 |
0 |
1.37 |
0.097 |
0.097 |
0 |
| 1 |
89 |
22,840,148 |
22,840,148 |
27,168,881 |
1.47 |
0.202 |
0.204 |
5,181,156 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.02 |
0.002 |
0.002 |
0 |
| 1 |
4 |
3,532,204 |
3,532,204 |
534,135 |
0.17 |
0.033 |
0.035 |
124,197 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.52 |
0.057 |
0.057 |
0 |
| 1 |
10 |
4,384,611 |
4,384,611 |
1,325,280 |
0.27 |
0.076 |
0.095 |
413,760 |
| JPN |
-1 |
163 |
-57,311,700 |
-57,311,700 |
-41,784,506 |
0.74 |
-0.095 |
-0.099 |
6,386,203 |
| 1 |
122 |
52,137,961 |
52,137,961 |
29,667,383 |
0.63 |
-0.005 |
-0.005 |
401,590 |
| KOR |
-1 |
51 |
-9,091,253 |
-9,091,253 |
-6,034,560 |
0.65 |
-0.231 |
-0.233 |
2,250,972 |
| MYS |
1 |
2 |
562,070 |
562,070 |
127,947 |
0.24 |
-0.012 |
-0.012 |
-7,095 |
| NZL |
-1 |
2 |
-1,687,697 |
-1,687,697 |
-436,130 |
0.07 |
-0.249 |
-0.249 |
448,216 |
| PHL |
1 |
2 |
223,227 |
223,227 |
17,830 |
0.22 |
0.209 |
0.209 |
33,452 |
| SGP |
-1 |
11 |
-4,126,434 |
-4,126,434 |
-2,795,819 |
0.63 |
-0.070 |
-0.049 |
390,006 |
| 1 |
1 |
70,724 |
70,724 |
17,279 |
0.24 |
-0.026 |
-0.026 |
-1,817 |
| THA |
-1 |
18 |
-4,944,934 |
-4,944,934 |
-1,674,509 |
0.35 |
-0.111 |
-0.111 |
627,349 |
| 0 |
4 |
0 |
0 |
0 |
0.32 |
-0.154 |
-0.186 |
0 |
| 1 |
9 |
5,655,009 |
5,655,009 |
1,290,287 |
0.22 |
0.003 |
0.011 |
124,428 |
| TWN |
-1 |
48 |
-9,018,860 |
-9,018,860 |
-7,943,704 |
0.95 |
-0.103 |
-0.101 |
966,808 |
| 0 |
1 |
0 |
0 |
0 |
0.81 |
-0.058 |
-0.058 |
0 |
| 1 |
35 |
9,291,252 |
9,291,252 |
6,043,686 |
0.79 |
0.039 |
0.033 |
488,383 |