Generated at 15:39 on Sunday 05/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
684 |
-186,887,031 |
| 0 |
6 |
0 |
| 1 |
530 |
190,315,313 |
|
target_notional |
| target_notional |
3,428,281 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,432,659 |
3,428,281 |
36,055,704 |
377,202,344 |
1 |
0.009 |
0.009 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-165,389,004 |
| 0 |
0 |
| 1 |
168,821,663 |
|
alpha_notional |
| alpha_notional |
36,055,704 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,191,398 |
| 0 |
0 |
| 1 |
18,864,306 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-9,081,295 |
28,243,341 |
1 |
-0.322 |
0.075 |
| CHN |
535 |
5,553,796 |
150,521,287 |
1 |
0.037 |
0.399 |
| HKG |
126 |
15,110,053 |
31,139,585 |
1 |
0.485 |
0.083 |
| IDN |
4 |
3,606,610 |
3,606,610 |
1 |
1.000 |
0.010 |
| IND |
10 |
3,189,436 |
3,189,436 |
1 |
1.000 |
0.008 |
| JPN |
285 |
-5,077,988 |
108,785,860 |
1 |
-0.047 |
0.288 |
| KOR |
50 |
-9,104,417 |
9,104,417 |
1 |
-1.000 |
0.024 |
| MYS |
2 |
576,657 |
576,657 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,686,415 |
1,686,415 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
224,250 |
224,250 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-3,663,189 |
3,879,899 |
1 |
-0.944 |
0.010 |
| THA |
29 |
-911,572 |
12,221,244 |
1 |
-0.075 |
0.032 |
| TWN |
84 |
4,733,988 |
23,981,708 |
1 |
0.197 |
0.064 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-18,662,318 |
| 0 |
3 |
0 |
| 1 |
19 |
9,581,023 |
| CHN |
-1 |
296 |
-72,483,746 |
| 1 |
239 |
78,037,541 |
| HKG |
-1 |
37 |
-8,014,766 |
| 1 |
89 |
23,124,819 |
| IDN |
1 |
4 |
3,606,610 |
| IND |
0 |
3 |
0 |
| 1 |
7 |
3,189,436 |
| JPN |
-1 |
163 |
-56,931,924 |
| 1 |
122 |
51,853,936 |
| KOR |
-1 |
50 |
-9,104,417 |
| MYS |
1 |
2 |
576,657 |
| NZL |
-1 |
2 |
-1,686,415 |
| PHL |
1 |
2 |
224,250 |
| SGP |
-1 |
11 |
-3,771,544 |
| 1 |
1 |
108,355 |
| THA |
-1 |
20 |
-6,566,408 |
| 1 |
9 |
5,654,836 |
| TWN |
-1 |
48 |
-9,623,860 |
| 1 |
36 |
14,357,848 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-18,662,318 |
-18,662,318 |
-11,285,489 |
0.59 |
-0.105 |
-0.103 |
2,179,937 |
| 0 |
3 |
0 |
0 |
0 |
0.29 |
-0.049 |
-0.049 |
0 |
| 1 |
19 |
9,581,023 |
9,581,023 |
3,181,684 |
0.29 |
0.025 |
0.021 |
438,274 |
| CHN |
-1 |
296 |
-72,483,746 |
-72,483,746 |
-86,142,917 |
1.42 |
-0.105 |
-0.108 |
7,841,394 |
| 1 |
239 |
78,037,541 |
78,037,541 |
97,035,702 |
1.37 |
0.055 |
0.047 |
6,932,387 |
| HKG |
-1 |
37 |
-8,014,766 |
-8,014,766 |
-6,707,024 |
1.47 |
0.100 |
0.106 |
-247,022 |
| 1 |
89 |
23,124,819 |
23,124,819 |
27,686,906 |
1.47 |
0.226 |
0.223 |
5,707,136 |
| IDN |
1 |
4 |
3,606,610 |
3,606,610 |
544,174 |
0.17 |
0.093 |
0.091 |
325,391 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.24 |
-0.026 |
0.000 |
0 |
| 1 |
7 |
3,189,436 |
3,189,436 |
1,086,114 |
0.28 |
0.064 |
0.060 |
338,447 |
| JPN |
-1 |
163 |
-56,931,924 |
-56,931,924 |
-41,557,623 |
0.74 |
-0.042 |
-0.042 |
3,482,894 |
| 1 |
122 |
51,853,936 |
51,853,936 |
29,502,097 |
0.63 |
0.040 |
0.040 |
2,469,962 |
| KOR |
-1 |
50 |
-9,104,417 |
-9,104,417 |
-6,108,846 |
0.66 |
-0.237 |
-0.231 |
2,322,186 |
| MYS |
1 |
2 |
576,657 |
576,657 |
131,268 |
0.24 |
0.056 |
0.056 |
24,511 |
| NZL |
-1 |
2 |
-1,686,415 |
-1,686,415 |
-447,263 |
0.07 |
-0.315 |
-0.315 |
554,600 |
| PHL |
1 |
2 |
224,250 |
224,250 |
18,241 |
0.22 |
0.159 |
0.159 |
30,875 |
| SGP |
-1 |
11 |
-3,771,544 |
-3,771,544 |
-2,605,940 |
0.63 |
-0.004 |
0.011 |
107,763 |
| 1 |
1 |
108,355 |
108,355 |
26,472 |
0.24 |
0.034 |
0.034 |
3,631 |
| THA |
-1 |
20 |
-6,566,408 |
-6,566,408 |
-1,983,921 |
0.33 |
-0.071 |
-0.069 |
611,129 |
| 1 |
9 |
5,654,836 |
5,654,836 |
1,284,461 |
0.22 |
0.047 |
0.034 |
474,147 |
| TWN |
-1 |
48 |
-9,623,860 |
-9,623,860 |
-8,490,508 |
0.95 |
-0.029 |
-0.028 |
336,067 |
| 1 |
36 |
14,357,848 |
14,357,848 |
8,324,544 |
0.79 |
0.113 |
0.105 |
2,119,546 |