Generated at 15:36 on Monday 06/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
633 |
-198,121,890 |
| 0 |
22 |
0 |
| 1 |
470 |
201,866,680 |
|
target_notional |
| target_notional |
3,744,790 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-172,026 |
3,744,790 |
38,172,043 |
399,988,569 |
1 |
-0.000 |
0.009 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-172,463,618 |
| 0 |
0 |
| 1 |
172,291,592 |
|
alpha_notional |
| alpha_notional |
38,172,043 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,518,331 |
| 0 |
0 |
| 1 |
21,653,712 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-9,978,771 |
30,319,909 |
1 |
-0.329 |
0.076 |
| CHN |
435 |
-9,926,108 |
135,793,896 |
1 |
-0.073 |
0.339 |
| HKG |
133 |
16,004,708 |
40,100,800 |
1 |
0.399 |
0.100 |
| IDN |
2 |
1,246,212 |
1,246,212 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,264,717 |
1,264,717 |
1 |
1.000 |
0.003 |
| JPN |
290 |
-1,675,119 |
118,819,584 |
1 |
-0.014 |
0.297 |
| KOR |
52 |
-9,932,506 |
12,315,564 |
1 |
-0.807 |
0.031 |
| MYS |
3 |
573,704 |
573,704 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,038 |
1,857,038 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
240,812 |
240,812 |
1 |
1.000 |
0.001 |
| SGP |
13 |
3,740,024 |
6,173,988 |
1 |
0.606 |
0.015 |
| THA |
30 |
6,954,562 |
19,019,280 |
1 |
0.366 |
0.048 |
| TWN |
90 |
7,089,592 |
32,263,066 |
1 |
0.220 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-20,149,340 |
| 0 |
3 |
0 |
| 1 |
21 |
10,170,569 |
| CHN |
-1 |
264 |
-72,860,002 |
| 0 |
5 |
0 |
| 1 |
166 |
62,933,894 |
| HKG |
-1 |
40 |
-12,048,046 |
| 0 |
1 |
0 |
| 1 |
92 |
28,052,754 |
| IDN |
1 |
2 |
1,246,212 |
| IND |
1 |
2 |
1,264,717 |
| JPN |
-1 |
164 |
-60,247,351 |
| 0 |
13 |
0 |
| 1 |
113 |
58,572,232 |
| KOR |
-1 |
44 |
-11,124,035 |
| 1 |
8 |
1,191,529 |
| MYS |
1 |
3 |
573,704 |
| NZL |
-1 |
1 |
-1,857,038 |
| PHL |
1 |
2 |
240,812 |
| SGP |
-1 |
4 |
-1,216,982 |
| 1 |
9 |
4,957,006 |
| THA |
-1 |
13 |
-6,032,359 |
| 1 |
17 |
12,986,921 |
| TWN |
-1 |
55 |
-12,586,737 |
| 1 |
35 |
19,676,329 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-20,149,340 |
-20,149,340 |
-11,071,801 |
0.61 |
-0.080 |
-0.072 |
1,721,647 |
| 0 |
3 |
0 |
0 |
0 |
0.68 |
-0.008 |
-0.014 |
0 |
| 1 |
21 |
10,170,569 |
10,170,569 |
3,613,415 |
0.32 |
0.044 |
0.044 |
554,563 |
| CHN |
-1 |
264 |
-72,860,002 |
-72,860,002 |
-84,330,121 |
1.40 |
-0.108 |
-0.113 |
9,178,103 |
| 0 |
5 |
0 |
0 |
0 |
1.40 |
-0.094 |
-0.113 |
0 |
| 1 |
166 |
62,933,894 |
62,933,894 |
78,387,838 |
1.35 |
0.067 |
0.063 |
5,988,214 |
| HKG |
-1 |
40 |
-12,048,046 |
-12,048,046 |
-11,839,665 |
1.43 |
0.040 |
0.043 |
93,699 |
| 0 |
1 |
0 |
0 |
0 |
1.24 |
0.068 |
0.068 |
0 |
| 1 |
92 |
28,052,754 |
28,052,754 |
40,471,920 |
1.62 |
0.172 |
0.166 |
6,041,080 |
| IDN |
1 |
2 |
1,246,212 |
1,246,212 |
194,134 |
0.17 |
0.165 |
0.165 |
212,337 |
| IND |
1 |
2 |
1,264,717 |
1,264,717 |
451,818 |
0.35 |
0.075 |
0.075 |
108,956 |
| JPN |
-1 |
164 |
-60,247,351 |
-60,247,351 |
-44,372,895 |
0.77 |
-0.037 |
-0.032 |
2,809,111 |
| 0 |
13 |
0 |
0 |
0 |
0.83 |
0.019 |
0.019 |
0 |
| 1 |
113 |
58,572,232 |
58,572,232 |
32,553,112 |
0.66 |
0.052 |
0.049 |
3,665,020 |
| KOR |
-1 |
44 |
-11,124,035 |
-11,124,035 |
-6,412,743 |
0.58 |
-0.179 |
-0.183 |
2,225,744 |
| 1 |
8 |
1,191,529 |
1,191,529 |
669,123 |
0.49 |
0.010 |
0.009 |
10,912 |
| MYS |
1 |
3 |
573,704 |
573,704 |
133,378 |
0.25 |
0.056 |
0.054 |
39,587 |
| NZL |
-1 |
1 |
-1,857,038 |
-1,857,038 |
-594,918 |
0.32 |
-0.115 |
-0.115 |
214,069 |
| PHL |
1 |
2 |
240,812 |
240,812 |
24,370 |
0.26 |
0.119 |
0.119 |
27,050 |
| SGP |
-1 |
4 |
-1,216,982 |
-1,216,982 |
-1,002,698 |
0.70 |
0.009 |
-0.006 |
1,086 |
| 1 |
9 |
4,957,006 |
4,957,006 |
1,602,058 |
0.48 |
0.117 |
0.115 |
612,212 |
| THA |
-1 |
13 |
-6,032,359 |
-6,032,359 |
-1,698,801 |
0.32 |
-0.004 |
-0.012 |
-153,141 |
| 1 |
17 |
12,986,921 |
12,986,921 |
2,704,581 |
0.30 |
0.119 |
0.103 |
2,026,222 |
| TWN |
-1 |
55 |
-12,586,737 |
-12,586,737 |
-11,139,976 |
0.95 |
-0.030 |
-0.024 |
428,014 |
| 1 |
35 |
19,676,329 |
19,676,329 |
11,485,845 |
0.78 |
0.093 |
0.086 |
2,367,558 |