Generated at 15:35 on Tuesday 04/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
676 |
-165,535,054 |
| 0 |
22 |
0 |
| 1 |
518 |
161,795,431 |
|
target_notional |
| target_notional |
-3,739,623 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,007,507 |
-3,739,623 |
30,994,153 |
327,330,485 |
1 |
0.003 |
-0.011 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-144,990,646 |
| 0 |
0 |
| 1 |
145,998,153 |
|
alpha_notional |
| alpha_notional |
30,994,153 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,119,786 |
| 0 |
0 |
| 1 |
15,874,367 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-8,182,875 |
24,149,410 |
1 |
-0.339 |
0.074 |
| CHN |
544 |
-564,919 |
137,472,070 |
1 |
-0.004 |
0.420 |
| HKG |
126 |
16,391,862 |
28,289,855 |
1 |
0.579 |
0.086 |
| IDN |
3 |
2,876,663 |
2,876,663 |
1 |
1.000 |
0.009 |
| IND |
8 |
5,953,568 |
5,953,568 |
1 |
1.000 |
0.018 |
| JPN |
302 |
-2,626,156 |
95,522,721 |
1 |
-0.027 |
0.292 |
| KOR |
34 |
-5,314,167 |
5,314,167 |
1 |
-1.000 |
0.016 |
| MYS |
2 |
544,944 |
544,944 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,508,429 |
1,508,429 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,157,722 |
3,290,412 |
1 |
-0.960 |
0.010 |
| THA |
29 |
-1,037,370 |
9,642,450 |
1 |
-0.108 |
0.029 |
| TWN |
82 |
-7,115,035 |
12,765,783 |
1 |
-0.557 |
0.039 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-16,166,142 |
| 0 |
2 |
0 |
| 1 |
21 |
7,983,268 |
| CHN |
-1 |
294 |
-69,018,494 |
| 0 |
12 |
0 |
| 1 |
238 |
68,453,576 |
| HKG |
-1 |
39 |
-5,948,996 |
| 1 |
87 |
22,340,859 |
| IDN |
1 |
3 |
2,876,663 |
| IND |
1 |
8 |
5,953,568 |
| JPN |
-1 |
173 |
-49,074,439 |
| 0 |
5 |
0 |
| 1 |
124 |
46,448,282 |
| KOR |
-1 |
34 |
-5,314,167 |
| MYS |
1 |
2 |
544,944 |
| NZL |
-1 |
1 |
-1,508,429 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,224,067 |
| 1 |
1 |
66,345 |
| THA |
-1 |
18 |
-5,339,910 |
| 0 |
1 |
0 |
| 1 |
10 |
4,302,540 |
| TWN |
-1 |
57 |
-9,940,409 |
| 0 |
2 |
0 |
| 1 |
23 |
2,825,374 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-16,166,142 |
-16,166,142 |
-5,380,800 |
0.44 |
-0.165 |
-0.172 |
2,588,614 |
| 0 |
2 |
0 |
0 |
0 |
0.52 |
-0.073 |
-0.073 |
0 |
| 1 |
21 |
7,983,268 |
7,983,268 |
1,379,092 |
0.17 |
-0.048 |
-0.041 |
-206,341 |
| CHN |
-1 |
294 |
-69,018,494 |
-69,018,494 |
-97,846,219 |
1.64 |
-0.031 |
-0.029 |
3,202,304 |
| 0 |
12 |
0 |
0 |
0 |
1.87 |
-0.016 |
-0.041 |
0 |
| 1 |
238 |
68,453,576 |
68,453,576 |
98,347,188 |
1.54 |
0.118 |
0.114 |
10,014,276 |
| HKG |
-1 |
39 |
-5,948,996 |
-5,948,996 |
-5,425,298 |
1.65 |
0.054 |
0.074 |
65,768 |
| 1 |
87 |
22,340,859 |
22,340,859 |
24,894,189 |
1.50 |
0.173 |
0.172 |
4,302,710 |
| IDN |
1 |
3 |
2,876,663 |
2,876,663 |
-19,118 |
0.06 |
0.073 |
0.078 |
182,147 |
| IND |
1 |
8 |
5,953,568 |
5,953,568 |
896,844 |
0.21 |
0.120 |
0.139 |
1,061,822 |
| JPN |
-1 |
173 |
-49,074,439 |
-49,074,439 |
-24,798,458 |
0.55 |
-0.091 |
-0.088 |
4,685,911 |
| 0 |
5 |
0 |
0 |
0 |
0.57 |
-0.028 |
-0.030 |
0 |
| 1 |
124 |
46,448,282 |
46,448,282 |
19,358,003 |
0.47 |
-0.003 |
-0.005 |
468,556 |
| KOR |
-1 |
34 |
-5,314,167 |
-5,314,167 |
-4,165,572 |
0.63 |
-0.274 |
-0.262 |
1,542,332 |
| MYS |
1 |
2 |
544,944 |
544,944 |
97,244 |
0.13 |
-0.036 |
-0.036 |
-25,558 |
| NZL |
-1 |
1 |
-1,508,429 |
-1,508,429 |
33,360 |
-0.02 |
-0.199 |
-0.199 |
300,790 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.087 |
0.087 |
1 |
| SGP |
-1 |
11 |
-3,224,067 |
-3,224,067 |
-1,217,670 |
0.35 |
-0.075 |
-0.069 |
304,369 |
| 1 |
1 |
66,345 |
66,345 |
3,040 |
0.05 |
-0.029 |
-0.029 |
-1,917 |
| THA |
-1 |
18 |
-5,339,910 |
-5,339,910 |
-992,147 |
0.22 |
-0.123 |
-0.134 |
788,543 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.136 |
-0.136 |
0 |
| 1 |
10 |
4,302,540 |
4,302,540 |
26,534 |
0.13 |
0.002 |
0.004 |
98,037 |
| TWN |
-1 |
57 |
-9,940,409 |
-9,940,409 |
-5,197,840 |
0.54 |
-0.156 |
-0.169 |
1,641,155 |
| 0 |
2 |
0 |
0 |
0 |
0.57 |
-0.093 |
-0.093 |
0 |
| 1 |
23 |
2,825,374 |
2,825,374 |
1,015,134 |
0.43 |
-0.024 |
-0.030 |
-19,366 |