Generated at 16:44 on Thursday 06/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
610 |
-198,351,936 |
| 0 |
31 |
0 |
| 1 |
459 |
201,555,325 |
|
target_notional |
| target_notional |
3,203,388 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
429,044 |
3,203,388 |
38,137,702 |
399,907,261 |
1 |
0.001 |
0.008 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-172,349,795 |
| 0 |
0 |
| 1 |
172,778,839 |
|
alpha_notional |
| alpha_notional |
38,137,702 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,322,870 |
| 0 |
0 |
| 1 |
21,814,832 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-9,996,907 |
33,649,311 |
1 |
-0.297 |
0.084 |
| CHN |
426 |
-9,862,792 |
135,841,585 |
1 |
-0.073 |
0.340 |
| HKG |
136 |
13,023,654 |
40,737,609 |
1 |
0.320 |
0.102 |
| IDN |
2 |
1,239,863 |
1,239,863 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,197,927 |
1,197,927 |
1 |
1.000 |
0.003 |
| JPN |
273 |
474,260 |
116,245,734 |
1 |
0.004 |
0.291 |
| KOR |
52 |
-10,234,689 |
13,141,739 |
1 |
-0.779 |
0.033 |
| MYS |
3 |
581,218 |
581,218 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,062 |
1,857,062 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
232,586 |
232,586 |
1 |
1.000 |
0.001 |
| SGP |
11 |
4,850,155 |
6,177,812 |
1 |
0.785 |
0.015 |
| THA |
29 |
7,041,514 |
16,365,261 |
1 |
0.430 |
0.041 |
| TWN |
89 |
6,513,660 |
32,639,552 |
1 |
0.200 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-21,823,109 |
| 0 |
1 |
0 |
| 1 |
24 |
11,826,202 |
| CHN |
-1 |
256 |
-72,852,189 |
| 0 |
8 |
0 |
| 1 |
162 |
62,989,396 |
| HKG |
-1 |
45 |
-13,856,978 |
| 0 |
2 |
0 |
| 1 |
89 |
26,880,631 |
| IDN |
1 |
2 |
1,239,863 |
| IND |
1 |
2 |
1,197,927 |
| JPN |
-1 |
148 |
-57,885,737 |
| 0 |
16 |
0 |
| 1 |
109 |
58,359,997 |
| KOR |
-1 |
44 |
-11,688,214 |
| 1 |
8 |
1,453,525 |
| MYS |
1 |
3 |
581,218 |
| NZL |
-1 |
1 |
-1,857,062 |
| PHL |
1 |
2 |
232,586 |
| SGP |
-1 |
3 |
-663,829 |
| 1 |
8 |
5,513,984 |
| THA |
-1 |
11 |
-4,661,874 |
| 0 |
3 |
0 |
| 1 |
15 |
11,703,388 |
| TWN |
-1 |
53 |
-13,062,946 |
| 0 |
1 |
0 |
| 1 |
35 |
19,576,606 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-21,823,109 |
-21,823,109 |
-11,216,509 |
0.60 |
-0.098 |
-0.086 |
2,254,738 |
| 0 |
1 |
0 |
0 |
0 |
0.10 |
-0.024 |
-0.024 |
0 |
| 1 |
24 |
11,826,202 |
11,826,202 |
3,987,203 |
0.33 |
0.040 |
0.041 |
578,009 |
| CHN |
-1 |
256 |
-72,852,189 |
-72,852,189 |
-85,319,194 |
1.41 |
-0.099 |
-0.104 |
8,241,364 |
| 0 |
8 |
0 |
0 |
0 |
1.72 |
-0.073 |
-0.054 |
0 |
| 1 |
162 |
62,989,396 |
62,989,396 |
78,325,276 |
1.34 |
0.070 |
0.063 |
6,247,271 |
| HKG |
-1 |
45 |
-13,856,978 |
-13,856,978 |
-13,525,854 |
1.46 |
0.029 |
0.028 |
252,248 |
| 0 |
2 |
0 |
0 |
0 |
0.99 |
0.079 |
0.079 |
0 |
| 1 |
89 |
26,880,631 |
26,880,631 |
40,665,476 |
1.64 |
0.162 |
0.159 |
5,388,727 |
| IDN |
1 |
2 |
1,239,863 |
1,239,863 |
193,952 |
0.17 |
0.152 |
0.152 |
200,918 |
| IND |
1 |
2 |
1,197,927 |
1,197,927 |
428,661 |
0.35 |
0.107 |
0.107 |
149,134 |
| JPN |
-1 |
148 |
-57,885,737 |
-57,885,737 |
-41,188,436 |
0.74 |
-0.034 |
-0.029 |
2,236,850 |
| 0 |
16 |
0 |
0 |
0 |
0.94 |
0.023 |
0.025 |
0 |
| 1 |
109 |
58,359,997 |
58,359,997 |
32,382,544 |
0.65 |
0.067 |
0.065 |
4,835,411 |
| KOR |
-1 |
44 |
-11,688,214 |
-11,688,214 |
-6,944,126 |
0.58 |
-0.200 |
-0.197 |
2,584,297 |
| 1 |
8 |
1,453,525 |
1,453,525 |
803,257 |
0.49 |
-0.009 |
-0.002 |
-18,574 |
| MYS |
1 |
3 |
581,218 |
581,218 |
135,104 |
0.25 |
0.032 |
0.033 |
22,355 |
| NZL |
-1 |
1 |
-1,857,062 |
-1,857,062 |
-594,926 |
0.32 |
-0.141 |
-0.141 |
262,201 |
| PHL |
1 |
2 |
232,586 |
232,586 |
23,801 |
0.26 |
0.165 |
0.165 |
40,869 |
| SGP |
-1 |
3 |
-663,829 |
-663,829 |
-656,381 |
0.88 |
-0.037 |
-0.037 |
24,973 |
| 1 |
8 |
5,513,984 |
5,513,984 |
1,816,025 |
0.42 |
0.110 |
0.110 |
626,250 |
| THA |
-1 |
11 |
-4,661,874 |
-4,661,874 |
-1,458,749 |
0.38 |
-0.010 |
-0.007 |
-7,721 |
| 0 |
3 |
0 |
0 |
0 |
0.10 |
0.036 |
0.065 |
0 |
| 1 |
15 |
11,703,388 |
11,703,388 |
2,547,284 |
0.30 |
0.097 |
0.083 |
1,384,777 |
| TWN |
-1 |
53 |
-13,062,946 |
-13,062,946 |
-11,445,621 |
0.95 |
-0.040 |
-0.037 |
473,920 |
| 0 |
1 |
0 |
0 |
0 |
0.87 |
-0.024 |
-0.024 |
0 |
| 1 |
35 |
19,576,606 |
19,576,606 |
11,470,256 |
0.77 |
0.087 |
0.077 |
2,359,684 |