Generated at 15:52 on Tuesday 04/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
691 |
-176,725,009 |
| 0 |
46 |
0 |
| 1 |
535 |
169,625,258 |
|
target_notional |
| target_notional |
-7,099,751 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,326,310 |
-7,099,751 |
33,799,392 |
346,350,266 |
1 |
-0.007 |
-0.020 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-152,391,040 |
| 0 |
0 |
| 1 |
150,064,730 |
|
alpha_notional |
| alpha_notional |
33,799,392 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,896,836 |
| 0 |
0 |
| 1 |
15,902,557 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-8,596,867 |
22,306,852 |
1 |
-0.385 |
0.064 |
| CHN |
574 |
-766,326 |
143,790,771 |
1 |
-0.005 |
0.415 |
| HKG |
126 |
15,136,735 |
27,659,008 |
1 |
0.547 |
0.080 |
| IDN |
6 |
3,668,004 |
3,668,004 |
1 |
1.000 |
0.011 |
| IND |
9 |
5,167,638 |
5,167,638 |
1 |
1.000 |
0.015 |
| JPN |
297 |
-4,733,743 |
103,353,575 |
1 |
-0.046 |
0.298 |
| KOR |
54 |
-7,425,358 |
7,425,358 |
1 |
-1.000 |
0.021 |
| MYS |
2 |
546,473 |
546,473 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,582,024 |
1,582,024 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
12 |
12 |
1 |
1.000 |
0.000 |
| SGP |
12 |
-3,786,221 |
3,924,130 |
1 |
-0.965 |
0.011 |
| THA |
34 |
-2,363,283 |
12,183,887 |
1 |
-0.194 |
0.035 |
| TWN |
86 |
-2,343,900 |
14,721,642 |
1 |
-0.159 |
0.043 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-15,451,860 |
| 0 |
5 |
0 |
| 1 |
20 |
6,854,993 |
| CHN |
-1 |
311 |
-72,278,548 |
| 0 |
19 |
0 |
| 1 |
244 |
71,512,223 |
| HKG |
-1 |
37 |
-6,261,137 |
| 1 |
89 |
21,397,871 |
| IDN |
1 |
6 |
3,668,004 |
| IND |
0 |
3 |
0 |
| 1 |
6 |
5,167,638 |
| JPN |
-1 |
161 |
-54,043,659 |
| 0 |
14 |
0 |
| 1 |
122 |
49,309,916 |
| KOR |
-1 |
54 |
-7,425,358 |
| MYS |
1 |
2 |
546,473 |
| NZL |
-1 |
2 |
-1,582,024 |
| PHL |
1 |
1 |
12 |
| SGP |
-1 |
11 |
-3,855,176 |
| 1 |
1 |
68,955 |
| THA |
-1 |
20 |
-7,273,585 |
| 0 |
2 |
0 |
| 1 |
12 |
4,910,302 |
| TWN |
-1 |
51 |
-8,532,771 |
| 0 |
3 |
0 |
| 1 |
32 |
6,188,871 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-15,451,860 |
-15,451,860 |
-5,498,518 |
0.45 |
-0.136 |
-0.132 |
2,175,091 |
| 0 |
5 |
0 |
0 |
0 |
0.14 |
-0.034 |
-0.036 |
0 |
| 1 |
20 |
6,854,993 |
6,854,993 |
1,345,107 |
0.18 |
-0.007 |
-0.012 |
114,982 |
| CHN |
-1 |
311 |
-72,278,548 |
-72,278,548 |
-101,465,971 |
1.64 |
-0.038 |
-0.037 |
3,752,024 |
| 0 |
19 |
0 |
0 |
0 |
1.55 |
-0.005 |
0.017 |
0 |
| 1 |
244 |
71,512,223 |
71,512,223 |
101,315,153 |
1.52 |
0.119 |
0.119 |
10,450,439 |
| HKG |
-1 |
37 |
-6,261,137 |
-6,261,137 |
-5,507,340 |
1.64 |
0.051 |
0.072 |
134,589 |
| 1 |
89 |
21,397,871 |
21,397,871 |
22,990,540 |
1.47 |
0.178 |
0.187 |
3,812,028 |
| IDN |
1 |
6 |
3,668,004 |
3,668,004 |
-157,087 |
-0.08 |
0.097 |
0.105 |
418,896 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.15 |
-0.011 |
-0.004 |
0 |
| 1 |
6 |
5,167,638 |
5,167,638 |
788,424 |
0.19 |
0.105 |
0.103 |
867,003 |
| JPN |
-1 |
161 |
-54,043,659 |
-54,043,659 |
-27,224,657 |
0.55 |
-0.116 |
-0.114 |
6,907,430 |
| 0 |
14 |
0 |
0 |
0 |
0.62 |
-0.060 |
-0.057 |
0 |
| 1 |
122 |
49,309,916 |
49,309,916 |
21,184,242 |
0.46 |
-0.021 |
-0.027 |
-347,292 |
| KOR |
-1 |
54 |
-7,425,358 |
-7,425,358 |
-5,200,609 |
0.61 |
-0.256 |
-0.252 |
1,961,312 |
| MYS |
1 |
2 |
546,473 |
546,473 |
97,516 |
0.13 |
-0.036 |
-0.036 |
-23,163 |
| NZL |
-1 |
2 |
-1,582,024 |
-1,582,024 |
40,043 |
-0.12 |
-0.187 |
-0.187 |
317,525 |
| PHL |
1 |
1 |
12 |
12 |
3 |
0.27 |
0.194 |
0.194 |
2 |
| SGP |
-1 |
11 |
-3,855,176 |
-3,855,176 |
-1,512,839 |
0.35 |
-0.104 |
-0.093 |
508,516 |
| 1 |
1 |
68,955 |
68,955 |
3,160 |
0.05 |
-0.041 |
-0.041 |
-2,816 |
| THA |
-1 |
20 |
-7,273,585 |
-7,273,585 |
-1,423,971 |
0.24 |
-0.149 |
-0.158 |
1,193,474 |
| 0 |
2 |
0 |
0 |
0 |
-0.02 |
-0.049 |
-0.049 |
0 |
| 1 |
12 |
4,910,302 |
4,910,302 |
182,172 |
0.14 |
0.019 |
0.012 |
284,125 |
| TWN |
-1 |
51 |
-8,532,771 |
-8,532,771 |
-4,574,027 |
0.55 |
-0.102 |
-0.096 |
944,169 |
| 0 |
3 |
0 |
0 |
0 |
0.85 |
0.004 |
-0.007 |
0 |
| 1 |
32 |
6,188,871 |
6,188,871 |
2,315,499 |
0.42 |
0.041 |
0.041 |
328,353 |