Generated at 17:26 on Sunday 06/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
632 |
-199,064,494 |
| 0 |
13 |
0 |
| 1 |
463 |
202,359,101 |
|
target_notional |
| target_notional |
3,294,607 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-760,886 |
3,294,607 |
37,686,673 |
401,423,595 |
1 |
-0.002 |
0.008 |
0.094 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-173,290,208 |
| 0 |
0 |
| 1 |
172,529,322 |
|
alpha_notional |
| alpha_notional |
37,686,673 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,568,932 |
| 0 |
0 |
| 1 |
21,117,740 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-9,984,770 |
30,312,492 |
1 |
-0.329 |
0.076 |
| CHN |
418 |
-8,058,534 |
133,868,426 |
1 |
-0.060 |
0.333 |
| HKG |
132 |
16,047,687 |
39,698,751 |
1 |
0.404 |
0.099 |
| IDN |
2 |
1,279,277 |
1,279,277 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,268,000 |
1,268,000 |
1 |
1.000 |
0.003 |
| JPN |
290 |
-3,437,274 |
122,271,902 |
1 |
-0.028 |
0.305 |
| KOR |
52 |
-9,994,172 |
12,355,297 |
1 |
-0.809 |
0.031 |
| MYS |
3 |
573,704 |
573,704 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,851,607 |
1,851,607 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
239,844 |
239,844 |
1 |
1.000 |
0.001 |
| SGP |
11 |
2,843,725 |
6,173,653 |
1 |
0.461 |
0.015 |
| THA |
30 |
6,954,562 |
19,019,280 |
1 |
0.366 |
0.047 |
| TWN |
94 |
7,414,164 |
32,511,360 |
1 |
0.228 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-20,148,631 |
| 0 |
1 |
0 |
| 1 |
23 |
10,163,861 |
| CHN |
-1 |
258 |
-70,963,480 |
| 1 |
160 |
62,904,946 |
| HKG |
-1 |
39 |
-11,825,532 |
| 1 |
93 |
27,873,219 |
| IDN |
1 |
2 |
1,279,277 |
| IND |
1 |
2 |
1,268,000 |
| JPN |
-1 |
171 |
-62,854,588 |
| 0 |
8 |
0 |
| 1 |
111 |
59,417,314 |
| KOR |
-1 |
44 |
-11,174,735 |
| 1 |
8 |
1,180,562 |
| MYS |
1 |
3 |
573,704 |
| NZL |
-1 |
1 |
-1,851,607 |
| PHL |
1 |
2 |
239,844 |
| SGP |
-1 |
4 |
-1,664,964 |
| 1 |
7 |
4,508,689 |
| THA |
-1 |
13 |
-6,032,359 |
| 1 |
17 |
12,986,921 |
| TWN |
-1 |
55 |
-12,548,598 |
| 0 |
4 |
0 |
| 1 |
35 |
19,962,762 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-20,148,631 |
-20,148,631 |
-11,350,448 |
0.63 |
-0.087 |
-0.073 |
1,898,271 |
| 0 |
1 |
0 |
0 |
0 |
0.54 |
-0.055 |
-0.055 |
0 |
| 1 |
23 |
10,163,861 |
10,163,861 |
3,640,217 |
0.32 |
0.039 |
0.042 |
460,135 |
| CHN |
-1 |
258 |
-70,963,480 |
-70,963,480 |
-82,260,240 |
1.39 |
-0.102 |
-0.104 |
8,591,367 |
| 1 |
160 |
62,904,946 |
62,904,946 |
78,485,915 |
1.34 |
0.066 |
0.065 |
6,029,889 |
| HKG |
-1 |
39 |
-11,825,532 |
-11,825,532 |
-11,372,274 |
1.42 |
0.043 |
0.046 |
19,824 |
| 1 |
93 |
27,873,219 |
27,873,219 |
40,204,760 |
1.62 |
0.174 |
0.171 |
6,236,219 |
| IDN |
1 |
2 |
1,279,277 |
1,279,277 |
198,917 |
0.17 |
0.120 |
0.120 |
154,785 |
| IND |
1 |
2 |
1,268,000 |
1,268,000 |
453,028 |
0.35 |
0.069 |
0.069 |
99,830 |
| JPN |
-1 |
171 |
-62,854,588 |
-62,854,588 |
-46,951,910 |
0.77 |
-0.046 |
-0.042 |
3,075,117 |
| 0 |
8 |
0 |
0 |
0 |
0.76 |
0.016 |
0.020 |
0 |
| 1 |
111 |
59,417,314 |
59,417,314 |
32,822,645 |
0.65 |
0.041 |
0.041 |
3,100,197 |
| KOR |
-1 |
44 |
-11,174,735 |
-11,174,735 |
-6,440,040 |
0.58 |
-0.181 |
-0.175 |
2,414,509 |
| 1 |
8 |
1,180,562 |
1,180,562 |
661,928 |
0.49 |
0.022 |
0.025 |
15,603 |
| MYS |
1 |
3 |
573,704 |
573,704 |
133,378 |
0.25 |
0.087 |
0.086 |
56,109 |
| NZL |
-1 |
1 |
-1,851,607 |
-1,851,607 |
-593,177 |
0.32 |
-0.123 |
-0.123 |
227,595 |
| PHL |
1 |
2 |
239,844 |
239,844 |
24,264 |
0.26 |
0.137 |
0.137 |
33,583 |
| SGP |
-1 |
4 |
-1,664,964 |
-1,664,964 |
-1,354,243 |
0.70 |
-0.013 |
-0.035 |
39,882 |
| 1 |
7 |
4,508,689 |
4,508,689 |
1,452,403 |
0.39 |
0.099 |
0.097 |
464,018 |
| THA |
-1 |
13 |
-6,032,359 |
-6,032,359 |
-1,698,799 |
0.32 |
-0.002 |
-0.017 |
-158,988 |
| 1 |
17 |
12,986,921 |
12,986,921 |
2,704,574 |
0.30 |
0.124 |
0.116 |
2,006,070 |
| TWN |
-1 |
55 |
-12,548,598 |
-12,548,598 |
-11,269,077 |
0.95 |
-0.034 |
-0.041 |
461,355 |
| 0 |
4 |
0 |
0 |
0 |
0.92 |
0.116 |
0.154 |
0 |
| 1 |
35 |
19,962,762 |
19,962,762 |
11,747,292 |
0.78 |
0.084 |
0.075 |
2,461,302 |