Generated at 15:59 on Tuesday 04/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
673 |
-181,772,248 |
| 0 |
25 |
0 |
| 1 |
521 |
178,395,811 |
|
target_notional |
| target_notional |
-3,376,437 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
903,212 |
-3,376,437 |
35,957,915 |
360,168,058 |
1 |
0.003 |
-0.009 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-156,934,270 |
| 0 |
0 |
| 1 |
157,837,482 |
|
alpha_notional |
| alpha_notional |
35,957,915 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,939,144 |
| 0 |
0 |
| 1 |
17,018,771 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-8,992,696 |
24,158,181 |
1 |
-0.372 |
0.067 |
| CHN |
549 |
4,428,850 |
150,989,336 |
1 |
0.029 |
0.419 |
| HKG |
126 |
12,712,603 |
27,612,442 |
1 |
0.460 |
0.077 |
| IDN |
5 |
3,842,762 |
3,842,762 |
1 |
1.000 |
0.011 |
| IND |
11 |
5,540,770 |
5,540,770 |
1 |
1.000 |
0.015 |
| JPN |
282 |
-6,702,136 |
103,015,261 |
1 |
-0.065 |
0.286 |
| KOR |
51 |
-8,820,805 |
8,820,805 |
1 |
-1.000 |
0.024 |
| MYS |
2 |
555,066 |
555,066 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,655,613 |
1,655,613 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
201,867 |
201,867 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-4,019,030 |
4,161,196 |
1 |
-0.966 |
0.012 |
| THA |
30 |
342,742 |
12,306,083 |
1 |
0.028 |
0.034 |
| TWN |
83 |
-767,100 |
17,264,961 |
1 |
-0.044 |
0.048 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-16,575,439 |
| 0 |
2 |
0 |
| 1 |
10 |
7,582,743 |
| CHN |
-1 |
305 |
-73,280,243 |
| 0 |
4 |
0 |
| 1 |
240 |
77,709,093 |
| HKG |
-1 |
36 |
-7,449,920 |
| 0 |
1 |
0 |
| 1 |
89 |
20,162,522 |
| IDN |
1 |
5 |
3,842,762 |
| IND |
0 |
1 |
0 |
| 1 |
10 |
5,540,770 |
| JPN |
-1 |
152 |
-54,858,698 |
| 0 |
12 |
0 |
| 1 |
118 |
48,156,562 |
| KOR |
-1 |
50 |
-8,820,805 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
555,066 |
| NZL |
-1 |
2 |
-1,655,613 |
| PHL |
1 |
2 |
201,867 |
| SGP |
-1 |
11 |
-4,090,113 |
| 1 |
1 |
71,083 |
| THA |
-1 |
17 |
-5,981,670 |
| 0 |
3 |
0 |
| 1 |
10 |
6,324,413 |
| TWN |
-1 |
48 |
-9,016,031 |
| 0 |
1 |
0 |
| 1 |
34 |
8,248,931 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-16,575,439 |
-16,575,439 |
-7,324,670 |
0.44 |
-0.140 |
-0.134 |
2,573,957 |
| 0 |
2 |
0 |
0 |
0 |
0.16 |
-0.153 |
-0.153 |
0 |
| 1 |
10 |
7,582,743 |
7,582,743 |
1,198,674 |
0.18 |
0.003 |
-0.003 |
231,133 |
| CHN |
-1 |
305 |
-73,280,243 |
-73,280,243 |
-100,030,647 |
1.60 |
-0.037 |
-0.037 |
3,534,675 |
| 0 |
4 |
0 |
0 |
0 |
1.47 |
0.038 |
0.086 |
0 |
| 1 |
240 |
77,709,093 |
77,709,093 |
111,005,045 |
1.56 |
0.128 |
0.121 |
12,944,918 |
| HKG |
-1 |
36 |
-7,449,920 |
-7,449,920 |
-6,170,617 |
1.55 |
0.030 |
0.034 |
274,943 |
| 0 |
1 |
0 |
0 |
0 |
2.82 |
0.120 |
0.120 |
0 |
| 1 |
89 |
20,162,522 |
20,162,522 |
21,667,004 |
1.48 |
0.151 |
0.155 |
3,227,880 |
| IDN |
1 |
5 |
3,842,762 |
3,842,762 |
-152,079 |
-0.05 |
0.054 |
0.068 |
254,153 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.02 |
-0.054 |
-0.054 |
0 |
| 1 |
10 |
5,540,770 |
5,540,770 |
984,832 |
0.20 |
0.112 |
0.103 |
733,500 |
| JPN |
-1 |
152 |
-54,858,698 |
-54,858,698 |
-30,137,951 |
0.57 |
-0.121 |
-0.120 |
7,238,777 |
| 0 |
12 |
0 |
0 |
0 |
0.62 |
-0.057 |
-0.048 |
0 |
| 1 |
118 |
48,156,562 |
48,156,562 |
19,777,306 |
0.43 |
-0.024 |
-0.025 |
-621,942 |
| KOR |
-1 |
50 |
-8,820,805 |
-8,820,805 |
-5,589,273 |
0.58 |
-0.238 |
-0.238 |
2,278,881 |
| 0 |
1 |
0 |
0 |
0 |
0.60 |
-0.225 |
-0.225 |
0 |
| MYS |
1 |
2 |
555,066 |
555,066 |
99,050 |
0.13 |
-0.026 |
-0.026 |
-20,400 |
| NZL |
-1 |
2 |
-1,655,613 |
-1,655,613 |
47,123 |
-0.12 |
-0.209 |
-0.209 |
359,483 |
| PHL |
1 |
2 |
201,867 |
201,867 |
8,789 |
0.15 |
0.145 |
0.145 |
29,183 |
| SGP |
-1 |
11 |
-4,090,113 |
-4,090,113 |
-1,606,783 |
0.35 |
-0.085 |
-0.074 |
450,679 |
| 1 |
1 |
71,083 |
71,083 |
3,257 |
0.05 |
-0.054 |
-0.054 |
-3,871 |
| THA |
-1 |
17 |
-5,981,670 |
-5,981,670 |
-1,007,749 |
0.22 |
-0.131 |
-0.130 |
825,985 |
| 0 |
3 |
0 |
0 |
0 |
0.32 |
-0.086 |
-0.113 |
0 |
| 1 |
10 |
6,324,413 |
6,324,413 |
253,121 |
0.14 |
0.028 |
0.023 |
341,290 |
| TWN |
-1 |
48 |
-9,016,031 |
-9,016,031 |
-5,065,259 |
0.58 |
-0.160 |
-0.167 |
1,394,024 |
| 0 |
1 |
0 |
0 |
0 |
0.35 |
0.031 |
0.031 |
0 |
| 1 |
34 |
8,248,931 |
8,248,931 |
2,992,483 |
0.42 |
-0.016 |
-0.025 |
-97,072 |