Generated at 15:18 on Tuesday 06/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-199,545,700 |
| 0 |
32 |
0 |
| 1 |
463 |
201,766,723 |
|
target_notional |
| target_notional |
2,221,023 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,482,449 |
2,221,023 |
38,281,217 |
401,312,423 |
1 |
-0.004 |
0.006 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-173,397,532 |
| 0 |
0 |
| 1 |
171,915,083 |
|
alpha_notional |
| alpha_notional |
38,281,217 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,627,818 |
| 0 |
0 |
| 1 |
21,653,399 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-9,986,222 |
31,463,322 |
1 |
-0.317 |
0.078 |
| CHN |
433 |
-11,729,861 |
137,646,561 |
1 |
-0.085 |
0.343 |
| HKG |
136 |
14,857,645 |
39,636,014 |
1 |
0.375 |
0.099 |
| IDN |
2 |
1,248,290 |
1,248,290 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,225,219 |
1,225,219 |
1 |
1.000 |
0.003 |
| JPN |
284 |
-1,660,178 |
117,768,734 |
1 |
-0.014 |
0.293 |
| KOR |
52 |
-9,992,825 |
12,385,150 |
1 |
-0.807 |
0.031 |
| MYS |
3 |
577,709 |
577,709 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,065 |
1,857,065 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
237,295 |
237,295 |
1 |
1.000 |
0.001 |
| SGP |
13 |
4,438,392 |
6,166,830 |
1 |
0.720 |
0.015 |
| THA |
30 |
8,408,414 |
18,343,578 |
1 |
0.458 |
0.046 |
| TWN |
90 |
6,454,210 |
32,756,656 |
1 |
0.197 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-20,724,772 |
| 0 |
2 |
0 |
| 1 |
20 |
10,738,550 |
| CHN |
-1 |
259 |
-74,688,211 |
| 0 |
7 |
0 |
| 1 |
167 |
62,958,350 |
| HKG |
-1 |
42 |
-12,389,185 |
| 0 |
5 |
0 |
| 1 |
89 |
27,246,829 |
| IDN |
1 |
2 |
1,248,290 |
| IND |
1 |
2 |
1,225,219 |
| JPN |
-1 |
159 |
-59,714,456 |
| 0 |
12 |
0 |
| 1 |
113 |
58,054,278 |
| KOR |
-1 |
44 |
-11,188,987 |
| 1 |
8 |
1,196,163 |
| MYS |
1 |
3 |
577,709 |
| NZL |
-1 |
1 |
-1,857,065 |
| PHL |
1 |
2 |
237,295 |
| SGP |
-1 |
4 |
-864,219 |
| 0 |
1 |
0 |
| 1 |
8 |
5,302,611 |
| THA |
-1 |
12 |
-4,967,582 |
| 0 |
3 |
0 |
| 1 |
15 |
13,375,996 |
| TWN |
-1 |
54 |
-13,151,223 |
| 0 |
2 |
0 |
| 1 |
34 |
19,605,433 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-20,724,772 |
-20,724,772 |
-11,209,783 |
0.61 |
-0.090 |
-0.078 |
1,936,536 |
| 0 |
2 |
0 |
0 |
0 |
0.48 |
0.009 |
0.009 |
0 |
| 1 |
20 |
10,738,550 |
10,738,550 |
3,824,618 |
0.31 |
0.040 |
0.044 |
517,497 |
| CHN |
-1 |
259 |
-74,688,211 |
-74,688,211 |
-85,618,895 |
1.40 |
-0.105 |
-0.107 |
9,290,945 |
| 0 |
7 |
0 |
0 |
0 |
1.22 |
-0.068 |
-0.129 |
0 |
| 1 |
167 |
62,958,350 |
62,958,350 |
78,737,728 |
1.35 |
0.066 |
0.059 |
5,883,734 |
| HKG |
-1 |
42 |
-12,389,185 |
-12,389,185 |
-12,364,555 |
1.47 |
0.043 |
0.038 |
-149,175 |
| 0 |
5 |
0 |
0 |
0 |
1.68 |
0.028 |
0.041 |
0 |
| 1 |
89 |
27,246,829 |
27,246,829 |
39,713,697 |
1.62 |
0.169 |
0.172 |
5,709,091 |
| IDN |
1 |
2 |
1,248,290 |
1,248,290 |
194,709 |
0.17 |
0.146 |
0.146 |
192,385 |
| IND |
1 |
2 |
1,225,219 |
1,225,219 |
438,256 |
0.35 |
0.074 |
0.074 |
109,072 |
| JPN |
-1 |
159 |
-59,714,456 |
-59,714,456 |
-43,269,176 |
0.77 |
-0.039 |
-0.037 |
2,745,395 |
| 0 |
12 |
0 |
0 |
0 |
0.74 |
0.040 |
0.034 |
0 |
| 1 |
113 |
58,054,278 |
58,054,278 |
32,183,747 |
0.66 |
0.055 |
0.054 |
4,027,574 |
| KOR |
-1 |
44 |
-11,188,987 |
-11,188,987 |
-6,537,935 |
0.58 |
-0.175 |
-0.181 |
2,244,786 |
| 1 |
8 |
1,196,163 |
1,196,163 |
671,809 |
0.49 |
0.002 |
0.005 |
2,965 |
| MYS |
1 |
3 |
577,709 |
577,709 |
134,299 |
0.25 |
0.067 |
0.066 |
37,022 |
| NZL |
-1 |
1 |
-1,857,065 |
-1,857,065 |
-594,927 |
0.32 |
-0.132 |
-0.132 |
245,466 |
| PHL |
1 |
2 |
237,295 |
237,295 |
24,250 |
0.26 |
0.175 |
0.175 |
46,594 |
| SGP |
-1 |
4 |
-864,219 |
-864,219 |
-780,421 |
0.70 |
0.012 |
-0.006 |
6,207 |
| 0 |
1 |
0 |
0 |
0 |
1.00 |
0.109 |
0.109 |
0 |
| 1 |
8 |
5,302,611 |
5,302,611 |
1,738,278 |
0.42 |
0.121 |
0.125 |
649,200 |
| THA |
-1 |
12 |
-4,967,582 |
-4,967,582 |
-1,546,988 |
0.37 |
0.002 |
-0.005 |
-172,559 |
| 0 |
3 |
0 |
0 |
0 |
0.21 |
0.021 |
0.036 |
0 |
| 1 |
15 |
13,375,996 |
13,375,996 |
2,781,698 |
0.28 |
0.124 |
0.125 |
2,061,326 |
| TWN |
-1 |
54 |
-13,151,223 |
-13,151,223 |
-11,474,851 |
0.95 |
-0.028 |
-0.022 |
480,218 |
| 0 |
2 |
0 |
0 |
0 |
1.08 |
-0.003 |
-0.003 |
0 |
| 1 |
34 |
19,605,433 |
19,605,433 |
11,471,994 |
0.78 |
0.089 |
0.084 |
2,416,939 |