Generated at 15:38 on Monday 05/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
712 |
-194,609,818 |
| 0 |
52 |
0 |
| 1 |
521 |
192,693,021 |
|
target_notional |
| target_notional |
-1,916,797 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,711,725 |
-1,916,797 |
38,267,714 |
387,302,840 |
1 |
-0.004 |
-0.005 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,652,360 |
| 0 |
0 |
| 1 |
172,940,635 |
|
alpha_notional |
| alpha_notional |
38,267,714 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,518,394 |
| 0 |
0 |
| 1 |
19,749,320 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-9,500,684 |
28,918,971 |
1 |
-0.329 |
0.075 |
| CHN |
595 |
-4,656,653 |
159,194,935 |
1 |
-0.029 |
0.411 |
| HKG |
133 |
17,631,659 |
32,992,453 |
1 |
0.534 |
0.085 |
| IDN |
4 |
3,515,383 |
3,515,383 |
1 |
1.000 |
0.009 |
| IND |
9 |
2,482,151 |
2,482,151 |
1 |
1.000 |
0.006 |
| JPN |
285 |
-5,077,988 |
108,785,860 |
1 |
-0.047 |
0.281 |
| KOR |
50 |
-9,104,417 |
9,104,417 |
1 |
-1.000 |
0.024 |
| MYS |
2 |
571,635 |
571,635 |
1 |
1.000 |
0.001 |
| NZL |
2 |
-1,761,882 |
1,761,882 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
221,926 |
221,926 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-3,394,504 |
3,713,035 |
1 |
-0.914 |
0.010 |
| THA |
29 |
304,030 |
10,685,126 |
1 |
0.028 |
0.028 |
| TWN |
85 |
6,894,180 |
25,313,432 |
1 |
0.272 |
0.065 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-19,209,827 |
| 0 |
3 |
0 |
| 1 |
18 |
9,709,143 |
| CHN |
-1 |
333 |
-81,925,794 |
| 0 |
34 |
0 |
| 1 |
228 |
77,269,141 |
| HKG |
-1 |
35 |
-7,680,397 |
| 0 |
4 |
0 |
| 1 |
94 |
25,312,056 |
| IDN |
1 |
4 |
3,515,383 |
| IND |
0 |
4 |
0 |
| 1 |
5 |
2,482,151 |
| JPN |
-1 |
163 |
-56,931,924 |
| 1 |
122 |
51,853,936 |
| KOR |
-1 |
50 |
-9,104,417 |
| MYS |
1 |
2 |
571,635 |
| NZL |
-1 |
1 |
-1,761,882 |
| 0 |
1 |
0 |
| PHL |
1 |
2 |
221,926 |
| SGP |
-1 |
9 |
-3,553,769 |
| 0 |
2 |
0 |
| 1 |
1 |
159,266 |
| THA |
-1 |
18 |
-5,190,548 |
| 0 |
2 |
0 |
| 1 |
9 |
5,494,578 |
| TWN |
-1 |
47 |
-9,209,626 |
| 0 |
2 |
0 |
| 1 |
36 |
16,103,806 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-19,209,827 |
-19,209,827 |
-11,157,255 |
0.60 |
-0.086 |
-0.078 |
1,833,253 |
| 0 |
3 |
0 |
0 |
0 |
0.33 |
-0.044 |
-0.027 |
0 |
| 1 |
18 |
9,709,143 |
9,709,143 |
3,240,947 |
0.30 |
0.046 |
0.044 |
626,526 |
| CHN |
-1 |
333 |
-81,925,794 |
-81,925,794 |
-96,762,914 |
1.40 |
-0.104 |
-0.104 |
9,189,056 |
| 0 |
34 |
0 |
0 |
0 |
1.34 |
-0.036 |
-0.033 |
0 |
| 1 |
228 |
77,269,141 |
77,269,141 |
96,978,719 |
1.37 |
0.061 |
0.057 |
7,178,634 |
| HKG |
-1 |
35 |
-7,680,397 |
-7,680,397 |
-6,236,199 |
1.48 |
0.084 |
0.085 |
-111,509 |
| 0 |
4 |
0 |
0 |
0 |
1.50 |
0.157 |
0.152 |
0 |
| 1 |
94 |
25,312,056 |
25,312,056 |
31,035,769 |
1.53 |
0.213 |
0.210 |
6,173,913 |
| IDN |
1 |
4 |
3,515,383 |
3,515,383 |
534,252 |
0.17 |
0.100 |
0.099 |
333,612 |
| IND |
0 |
4 |
0 |
0 |
0 |
0.21 |
-0.068 |
-0.080 |
0 |
| 1 |
5 |
2,482,151 |
2,482,151 |
875,138 |
0.33 |
0.069 |
0.056 |
237,185 |
| JPN |
-1 |
163 |
-56,931,924 |
-56,931,924 |
-41,557,623 |
0.74 |
-0.047 |
-0.049 |
3,827,259 |
| 1 |
122 |
51,853,936 |
51,853,936 |
29,502,097 |
0.63 |
0.034 |
0.035 |
2,073,945 |
| KOR |
-1 |
50 |
-9,104,417 |
-9,104,417 |
-6,108,846 |
0.66 |
-0.237 |
-0.239 |
2,325,148 |
| MYS |
1 |
2 |
571,635 |
571,635 |
130,124 |
0.24 |
0.070 |
0.070 |
29,723 |
| NZL |
-1 |
1 |
-1,761,882 |
-1,761,882 |
-479,645 |
0.27 |
-0.344 |
-0.344 |
605,687 |
| 0 |
1 |
0 |
0 |
0 |
-0.13 |
-0.312 |
-0.312 |
0 |
| PHL |
1 |
2 |
221,926 |
221,926 |
18,027 |
0.22 |
0.192 |
0.192 |
38,283 |
| SGP |
-1 |
9 |
-3,553,769 |
-3,553,769 |
-2,499,727 |
0.65 |
-0.020 |
-0.021 |
147,120 |
| 0 |
2 |
0 |
0 |
0 |
0.54 |
0.026 |
0.026 |
0 |
| 1 |
1 |
159,266 |
159,266 |
38,910 |
0.24 |
0.033 |
0.033 |
5,239 |
| THA |
-1 |
18 |
-5,190,548 |
-5,190,548 |
-1,754,924 |
0.35 |
-0.060 |
-0.067 |
364,788 |
| 0 |
2 |
0 |
0 |
0 |
0.19 |
-0.146 |
-0.146 |
0 |
| 1 |
9 |
5,494,578 |
5,494,578 |
1,258,367 |
0.22 |
0.049 |
0.037 |
530,147 |
| TWN |
-1 |
47 |
-9,209,626 |
-9,209,626 |
-8,035,754 |
0.95 |
-0.019 |
-0.018 |
335,467 |
| 0 |
2 |
0 |
0 |
0 |
1.05 |
0.004 |
0.004 |
0 |
| 1 |
36 |
16,103,806 |
16,103,806 |
9,328,285 |
0.78 |
0.127 |
0.115 |
2,522,114 |