Generated at 16:16 on Tuesday 07/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
646 |
-199,382,738 |
| 0 |
34 |
0 |
| 1 |
430 |
202,491,327 |
|
target_notional |
| target_notional |
3,108,589 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,572,355 |
3,108,589 |
38,391,488 |
401,874,065 |
1 |
-0.006 |
0.008 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-178,334,316 |
| 0 |
0 |
| 1 |
175,761,961 |
|
alpha_notional |
| alpha_notional |
38,391,488 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,734,509 |
| 0 |
0 |
| 1 |
21,656,979 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-9,985,609 |
32,774,079 |
1 |
-0.305 |
0.082 |
| CHN |
454 |
-10,794,432 |
137,988,896 |
1 |
-0.078 |
0.343 |
| HKG |
128 |
15,131,139 |
40,499,482 |
1 |
0.374 |
0.101 |
| IDN |
3 |
1,366,247 |
1,366,247 |
1 |
1.000 |
0.003 |
| IND |
1 |
137,820 |
137,820 |
1 |
1.000 |
0.000 |
| JPN |
275 |
-3,352,941 |
114,847,624 |
1 |
-0.029 |
0.286 |
| KOR |
58 |
-9,865,738 |
13,414,614 |
1 |
-0.735 |
0.033 |
| MYS |
2 |
538,229 |
538,229 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,844 |
1,799,844 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
224,901 |
224,901 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,050,383 |
6,050,438 |
1 |
1.000 |
0.015 |
| THA |
22 |
7,019,930 |
17,798,781 |
1 |
0.394 |
0.044 |
| TWN |
88 |
8,438,503 |
34,433,110 |
1 |
0.245 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-21,379,844 |
| 0 |
3 |
0 |
| 1 |
19 |
11,394,235 |
| CHN |
-1 |
294 |
-74,391,664 |
| 0 |
14 |
0 |
| 1 |
146 |
63,597,232 |
| HKG |
-1 |
42 |
-12,684,172 |
| 1 |
86 |
27,815,311 |
| IDN |
1 |
3 |
1,366,247 |
| IND |
1 |
1 |
137,820 |
| JPN |
-1 |
160 |
-59,100,282 |
| 0 |
13 |
0 |
| 1 |
102 |
55,747,342 |
| KOR |
-1 |
46 |
-11,640,176 |
| 0 |
1 |
0 |
| 1 |
11 |
1,774,438 |
| MYS |
1 |
2 |
538,229 |
| NZL |
-1 |
1 |
-1,799,844 |
| PHL |
1 |
2 |
224,901 |
| SGP |
-1 |
1 |
-27 |
| 0 |
2 |
0 |
| 1 |
7 |
6,050,411 |
| THA |
-1 |
7 |
-5,389,426 |
| 0 |
1 |
0 |
| 1 |
14 |
12,409,355 |
| TWN |
-1 |
51 |
-12,997,303 |
| 1 |
37 |
21,435,806 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-21,379,844 |
-21,379,844 |
-11,154,706 |
0.65 |
-0.085 |
-0.086 |
2,135,515 |
| 0 |
3 |
0 |
0 |
0 |
0.34 |
-0.013 |
-0.013 |
0 |
| 1 |
19 |
11,394,235 |
11,394,235 |
3,668,549 |
0.31 |
0.044 |
0.041 |
698,529 |
| CHN |
-1 |
294 |
-74,391,664 |
-74,391,664 |
-91,443,786 |
1.43 |
-0.099 |
-0.098 |
8,482,400 |
| 0 |
14 |
0 |
0 |
0 |
1.43 |
-0.025 |
-0.002 |
0 |
| 1 |
146 |
63,597,232 |
63,597,232 |
79,139,920 |
1.31 |
0.077 |
0.072 |
7,272,321 |
| HKG |
-1 |
42 |
-12,684,172 |
-12,684,172 |
-13,904,759 |
1.58 |
0.053 |
0.043 |
-425,441 |
| 1 |
86 |
27,815,311 |
27,815,311 |
41,853,584 |
1.64 |
0.171 |
0.173 |
5,374,063 |
| IDN |
1 |
3 |
1,366,247 |
1,366,247 |
213,973 |
0.16 |
0.119 |
0.112 |
150,270 |
| IND |
1 |
1 |
137,820 |
137,820 |
50,969 |
0.37 |
-0.007 |
-0.007 |
-937 |
| JPN |
-1 |
160 |
-59,100,282 |
-59,100,282 |
-41,186,872 |
0.75 |
-0.047 |
-0.046 |
3,212,878 |
| 0 |
13 |
0 |
0 |
0 |
0.79 |
-0.000 |
0.009 |
0 |
| 1 |
102 |
55,747,342 |
55,747,342 |
31,428,950 |
0.68 |
0.051 |
0.048 |
3,220,781 |
| KOR |
-1 |
46 |
-11,640,176 |
-11,640,176 |
-7,363,437 |
0.57 |
-0.139 |
-0.141 |
1,936,456 |
| 0 |
1 |
0 |
0 |
0 |
0.48 |
-0.062 |
-0.062 |
0 |
| 1 |
11 |
1,774,438 |
1,774,438 |
975,420 |
0.45 |
0.022 |
0.009 |
51,139 |
| MYS |
1 |
2 |
538,229 |
538,229 |
117,396 |
0.24 |
0.041 |
0.041 |
15,469 |
| NZL |
-1 |
1 |
-1,799,844 |
-1,799,844 |
-487,123 |
0.27 |
-0.140 |
-0.140 |
251,473 |
| PHL |
1 |
2 |
224,901 |
224,901 |
21,043 |
0.24 |
0.189 |
0.189 |
43,056 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 0 |
2 |
0 |
0 |
0 |
0.57 |
0.062 |
0.062 |
0 |
| 1 |
7 |
6,050,411 |
6,050,411 |
1,975,178 |
0.41 |
0.080 |
0.085 |
508,662 |
| THA |
-1 |
7 |
-5,389,426 |
-5,389,426 |
-1,439,566 |
0.31 |
-0.051 |
-0.047 |
567,601 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
0.089 |
0.089 |
0 |
| 1 |
14 |
12,409,355 |
12,409,355 |
3,320,893 |
0.33 |
0.103 |
0.097 |
1,723,092 |
| TWN |
-1 |
51 |
-12,997,303 |
-12,997,303 |
-11,354,067 |
0.96 |
-0.046 |
-0.038 |
573,627 |
| 1 |
37 |
21,435,806 |
21,435,806 |
12,996,087 |
0.78 |
0.096 |
0.084 |
2,600,532 |