Generated at 15:52 on Tuesday 05/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
669 |
-200,184,556 |
| 0 |
96 |
0 |
| 1 |
539 |
198,753,110 |
|
target_notional |
| target_notional |
-1,431,445 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-82,380 |
-1,431,445 |
40,565,557 |
398,937,666 |
1 |
-0.000 |
-0.004 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,510,215 |
| 0 |
0 |
| 1 |
177,427,834 |
|
alpha_notional |
| alpha_notional |
40,565,557 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,603,169 |
| 0 |
0 |
| 1 |
20,962,387 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-10,000,278 |
30,463,773 |
1 |
-0.328 |
0.076 |
| CHN |
563 |
-9,841,490 |
151,748,229 |
1 |
-0.065 |
0.380 |
| HKG |
142 |
20,311,979 |
37,697,806 |
1 |
0.539 |
0.094 |
| IDN |
4 |
3,505,357 |
3,505,357 |
1 |
1.000 |
0.009 |
| IND |
12 |
3,165,366 |
3,165,366 |
1 |
1.000 |
0.008 |
| JPN |
318 |
-1,440,098 |
113,869,917 |
1 |
-0.013 |
0.285 |
| KOR |
56 |
-9,939,177 |
9,939,177 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
586,798 |
586,798 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,597 |
1,854,597 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
222,179 |
222,179 |
1 |
1.000 |
0.001 |
| SGP |
10 |
-3,304,823 |
3,706,888 |
1 |
-0.892 |
0.009 |
| THA |
32 |
-1,394,801 |
14,102,047 |
1 |
-0.099 |
0.035 |
| TWN |
85 |
8,552,138 |
28,075,531 |
1 |
0.305 |
0.070 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-20,232,026 |
| 0 |
4 |
0 |
| 1 |
19 |
10,231,748 |
| CHN |
-1 |
307 |
-80,794,860 |
| 0 |
53 |
0 |
| 1 |
203 |
70,953,370 |
| HKG |
-1 |
32 |
-8,692,913 |
| 0 |
3 |
0 |
| 1 |
107 |
29,004,893 |
| IDN |
1 |
4 |
3,505,357 |
| IND |
1 |
12 |
3,165,366 |
| JPN |
-1 |
148 |
-57,655,007 |
| 0 |
28 |
0 |
| 1 |
142 |
56,214,910 |
| KOR |
-1 |
52 |
-9,939,177 |
| 0 |
4 |
0 |
| MYS |
1 |
2 |
586,798 |
| NZL |
-1 |
1 |
-1,854,597 |
| PHL |
1 |
2 |
222,179 |
| SGP |
-1 |
9 |
-3,505,855 |
| 1 |
1 |
201,033 |
| THA |
-1 |
20 |
-7,748,424 |
| 0 |
2 |
0 |
| 1 |
10 |
6,353,623 |
| TWN |
-1 |
47 |
-9,761,697 |
| 0 |
1 |
0 |
| 1 |
37 |
18,313,835 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-20,232,026 |
-20,232,026 |
-11,434,752 |
0.61 |
-0.077 |
-0.067 |
1,714,821 |
| 0 |
4 |
0 |
0 |
0 |
0.27 |
-0.030 |
-0.025 |
0 |
| 1 |
19 |
10,231,748 |
10,231,748 |
3,407,075 |
0.32 |
0.047 |
0.046 |
699,402 |
| CHN |
-1 |
307 |
-80,794,860 |
-80,794,860 |
-97,763,803 |
1.39 |
-0.124 |
-0.128 |
10,968,683 |
| 0 |
53 |
0 |
0 |
0 |
1.41 |
-0.056 |
-0.038 |
0 |
| 1 |
203 |
70,953,370 |
70,953,370 |
90,477,131 |
1.37 |
0.049 |
0.043 |
5,367,397 |
| HKG |
-1 |
32 |
-8,692,913 |
-8,692,913 |
-6,863,101 |
1.47 |
0.084 |
0.064 |
-177,163 |
| 0 |
3 |
0 |
0 |
0 |
1.03 |
0.094 |
0.096 |
0 |
| 1 |
107 |
29,004,893 |
29,004,893 |
38,003,014 |
1.58 |
0.225 |
0.229 |
6,891,570 |
| IDN |
1 |
4 |
3,505,357 |
3,505,357 |
532,094 |
0.17 |
0.104 |
0.100 |
343,260 |
| IND |
1 |
12 |
3,165,366 |
3,165,366 |
1,106,140 |
0.34 |
0.133 |
0.147 |
422,568 |
| JPN |
-1 |
148 |
-57,655,007 |
-57,655,007 |
-41,610,184 |
0.74 |
-0.038 |
-0.038 |
3,128,062 |
| 0 |
28 |
0 |
0 |
0 |
0.76 |
0.020 |
0.019 |
0 |
| 1 |
142 |
56,214,910 |
56,214,910 |
31,650,832 |
0.64 |
0.051 |
0.050 |
3,472,327 |
| KOR |
-1 |
52 |
-9,939,177 |
-9,939,177 |
-6,185,189 |
0.59 |
-0.207 |
-0.204 |
2,319,534 |
| 0 |
4 |
0 |
0 |
0 |
1.09 |
-0.240 |
-0.240 |
0 |
| MYS |
1 |
2 |
586,798 |
586,798 |
133,576 |
0.24 |
0.076 |
0.076 |
32,017 |
| NZL |
-1 |
1 |
-1,854,597 |
-1,854,597 |
-504,885 |
0.27 |
-0.322 |
-0.322 |
596,628 |
| PHL |
1 |
2 |
222,179 |
222,179 |
18,454 |
0.22 |
0.090 |
0.090 |
38,098 |
| SGP |
-1 |
9 |
-3,505,855 |
-3,505,855 |
-2,471,782 |
0.65 |
-0.010 |
-0.014 |
101,401 |
| 1 |
1 |
201,033 |
201,033 |
49,114 |
0.24 |
0.029 |
0.029 |
5,838 |
| THA |
-1 |
20 |
-7,748,424 |
-7,748,424 |
-2,174,831 |
0.35 |
-0.039 |
-0.042 |
538,322 |
| 0 |
2 |
0 |
0 |
0 |
0.19 |
-0.116 |
-0.116 |
0 |
| 1 |
10 |
6,353,623 |
6,353,623 |
1,389,814 |
0.24 |
0.076 |
0.069 |
742,181 |
| TWN |
-1 |
47 |
-9,761,697 |
-9,761,697 |
-8,501,689 |
0.95 |
-0.021 |
-0.031 |
412,882 |
| 0 |
1 |
0 |
0 |
0 |
0.62 |
-0.032 |
-0.032 |
0 |
| 1 |
37 |
18,313,835 |
18,313,835 |
10,660,589 |
0.79 |
0.127 |
0.111 |
2,947,727 |