Generated at 15:21 on Wednesday 06/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
620 |
-197,726,141 |
| 0 |
24 |
0 |
| 1 |
459 |
201,830,425 |
|
target_notional |
| target_notional |
4,104,284 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
669,829 |
4,104,284 |
38,488,613 |
399,556,566 |
1 |
0.002 |
0.010 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-171,622,761 |
| 0 |
0 |
| 1 |
172,292,590 |
|
alpha_notional |
| alpha_notional |
38,488,613 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,791,829 |
| 0 |
0 |
| 1 |
21,696,784 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-9,992,489 |
31,755,230 |
1 |
-0.315 |
0.079 |
| CHN |
432 |
-9,845,628 |
135,832,814 |
1 |
-0.072 |
0.340 |
| HKG |
132 |
14,049,279 |
39,376,139 |
1 |
0.357 |
0.099 |
| IDN |
2 |
1,241,614 |
1,241,614 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,200,834 |
1,200,834 |
1 |
1.000 |
0.003 |
| JPN |
275 |
-1,279,867 |
117,212,369 |
1 |
-0.011 |
0.293 |
| KOR |
52 |
-9,996,728 |
12,778,045 |
1 |
-0.782 |
0.032 |
| MYS |
3 |
585,216 |
585,216 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,058 |
1,857,058 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
235,139 |
235,139 |
1 |
1.000 |
0.001 |
| SGP |
12 |
4,819,071 |
6,177,605 |
1 |
0.780 |
0.015 |
| THA |
28 |
8,547,841 |
18,184,200 |
1 |
0.470 |
0.046 |
| TWN |
88 |
6,397,061 |
33,120,302 |
1 |
0.193 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-20,873,860 |
| 0 |
1 |
0 |
| 1 |
23 |
10,881,370 |
| CHN |
-1 |
256 |
-72,839,221 |
| 0 |
10 |
0 |
| 1 |
166 |
62,993,593 |
| HKG |
-1 |
42 |
-12,663,430 |
| 0 |
3 |
0 |
| 1 |
87 |
26,712,709 |
| IDN |
1 |
2 |
1,241,614 |
| IND |
1 |
2 |
1,200,834 |
| JPN |
-1 |
158 |
-59,246,118 |
| 0 |
8 |
0 |
| 1 |
109 |
57,966,251 |
| KOR |
-1 |
44 |
-11,387,387 |
| 1 |
8 |
1,390,658 |
| MYS |
1 |
3 |
585,216 |
| NZL |
-1 |
1 |
-1,857,058 |
| PHL |
1 |
2 |
235,139 |
| SGP |
-1 |
3 |
-679,267 |
| 0 |
1 |
0 |
| 1 |
8 |
5,498,338 |
| THA |
-1 |
12 |
-4,818,179 |
| 0 |
1 |
0 |
| 1 |
15 |
13,366,020 |
| TWN |
-1 |
54 |
-13,361,621 |
| 1 |
34 |
19,758,682 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-20,873,860 |
-20,873,860 |
-11,006,093 |
0.59 |
-0.098 |
-0.084 |
2,123,495 |
| 0 |
1 |
0 |
0 |
0 |
1.22 |
-0.110 |
-0.110 |
0 |
| 1 |
23 |
10,881,370 |
10,881,370 |
3,882,492 |
0.35 |
0.030 |
0.035 |
447,068 |
| CHN |
-1 |
256 |
-72,839,221 |
-72,839,221 |
-83,986,649 |
1.41 |
-0.099 |
-0.104 |
8,538,021 |
| 0 |
10 |
0 |
0 |
0 |
1.59 |
-0.083 |
-0.115 |
0 |
| 1 |
166 |
62,993,593 |
62,993,593 |
78,632,072 |
1.34 |
0.070 |
0.063 |
6,241,162 |
| HKG |
-1 |
42 |
-12,663,430 |
-12,663,430 |
-12,813,691 |
1.48 |
0.033 |
0.029 |
163,901 |
| 0 |
3 |
0 |
0 |
0 |
0.83 |
0.070 |
0.077 |
0 |
| 1 |
87 |
26,712,709 |
26,712,709 |
39,904,688 |
1.64 |
0.165 |
0.165 |
5,742,679 |
| IDN |
1 |
2 |
1,241,614 |
1,241,614 |
193,974 |
0.17 |
0.156 |
0.156 |
205,311 |
| IND |
1 |
2 |
1,200,834 |
1,200,834 |
429,765 |
0.35 |
0.085 |
0.085 |
121,306 |
| JPN |
-1 |
158 |
-59,246,118 |
-59,246,118 |
-42,633,494 |
0.77 |
-0.037 |
-0.035 |
2,671,721 |
| 0 |
8 |
0 |
0 |
0 |
0.98 |
0.021 |
0.025 |
0 |
| 1 |
109 |
57,966,251 |
57,966,251 |
32,109,145 |
0.65 |
0.059 |
0.057 |
4,142,908 |
| KOR |
-1 |
44 |
-11,387,387 |
-11,387,387 |
-6,713,661 |
0.58 |
-0.196 |
-0.192 |
2,514,454 |
| 1 |
8 |
1,390,658 |
1,390,658 |
764,044 |
0.49 |
-0.005 |
-0.007 |
5,573 |
| MYS |
1 |
3 |
585,216 |
585,216 |
136,039 |
0.25 |
0.050 |
0.050 |
30,292 |
| NZL |
-1 |
1 |
-1,857,058 |
-1,857,058 |
-594,925 |
0.32 |
-0.150 |
-0.150 |
277,974 |
| PHL |
1 |
2 |
235,139 |
235,139 |
24,017 |
0.26 |
0.173 |
0.173 |
45,920 |
| SGP |
-1 |
3 |
-679,267 |
-679,267 |
-669,904 |
0.88 |
-0.025 |
-0.025 |
17,699 |
| 0 |
1 |
0 |
0 |
0 |
0.33 |
0.054 |
0.054 |
0 |
| 1 |
8 |
5,498,338 |
5,498,338 |
1,807,297 |
0.42 |
0.111 |
0.116 |
612,829 |
| THA |
-1 |
12 |
-4,818,179 |
-4,818,179 |
-1,511,695 |
0.37 |
-0.004 |
0.004 |
-93,406 |
| 0 |
1 |
0 |
0 |
0 |
-0.29 |
-0.044 |
-0.044 |
0 |
| 1 |
15 |
13,366,020 |
13,366,020 |
2,783,448 |
0.28 |
0.110 |
0.098 |
1,871,487 |
| TWN |
-1 |
54 |
-13,361,621 |
-13,361,621 |
-11,692,651 |
0.95 |
-0.043 |
-0.046 |
577,969 |
| 1 |
34 |
19,758,682 |
19,758,682 |
11,625,610 |
0.78 |
0.077 |
0.067 |
2,230,250 |