Generated at 16:20 on Wednesday 04/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
678 |
-184,282,974 |
| 0 |
15 |
0 |
| 1 |
523 |
183,887,781 |
|
target_notional |
| target_notional |
-395,193 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,665,258 |
-395,193 |
35,021,386 |
368,170,755 |
1 |
-0.005 |
-0.001 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-163,510,531 |
| 0 |
0 |
| 1 |
161,845,273 |
|
alpha_notional |
| alpha_notional |
35,021,386 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,329,142 |
| 0 |
0 |
| 1 |
16,692,244 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
70 |
-8,994,562 |
25,980,291 |
1 |
-0.346 |
0.071 |
| CHN |
535 |
5,555,209 |
150,559,597 |
1 |
0.037 |
0.409 |
| HKG |
125 |
12,871,071 |
27,824,761 |
1 |
0.463 |
0.076 |
| IDN |
5 |
3,898,276 |
3,898,276 |
1 |
1.000 |
0.011 |
| IND |
10 |
5,514,467 |
5,514,467 |
1 |
1.000 |
0.015 |
| JPN |
292 |
-4,389,690 |
108,455,456 |
1 |
-0.040 |
0.295 |
| KOR |
50 |
-8,767,216 |
8,767,216 |
1 |
-1.000 |
0.024 |
| MYS |
2 |
560,446 |
560,446 |
1 |
1.000 |
0.002 |
| NZL |
2 |
-1,669,148 |
1,669,148 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
202,708 |
202,708 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-4,044,659 |
4,185,896 |
1 |
-0.966 |
0.011 |
| THA |
28 |
-401,335 |
13,265,667 |
1 |
-0.030 |
0.036 |
| TWN |
82 |
-687,292 |
17,243,358 |
1 |
-0.040 |
0.047 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-17,487,426 |
| 0 |
1 |
0 |
| 1 |
13 |
8,492,864 |
| CHN |
-1 |
296 |
-72,502,194 |
| 1 |
239 |
78,057,403 |
| HKG |
-1 |
36 |
-7,476,845 |
| 1 |
89 |
20,347,916 |
| IDN |
1 |
5 |
3,898,276 |
| IND |
1 |
10 |
5,514,467 |
| JPN |
-1 |
160 |
-56,422,573 |
| 0 |
14 |
0 |
| 1 |
118 |
52,032,883 |
| KOR |
-1 |
50 |
-8,767,216 |
| MYS |
1 |
2 |
560,446 |
| NZL |
-1 |
2 |
-1,669,148 |
| PHL |
1 |
2 |
202,708 |
| SGP |
-1 |
11 |
-4,115,278 |
| 1 |
1 |
70,619 |
| THA |
-1 |
18 |
-6,833,501 |
| 1 |
10 |
6,432,166 |
| TWN |
-1 |
48 |
-8,965,325 |
| 1 |
34 |
8,278,033 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-17,487,426 |
-17,487,426 |
-10,912,905 |
0.60 |
-0.153 |
-0.152 |
2,902,456 |
| 0 |
1 |
0 |
0 |
0 |
0.42 |
-0.115 |
-0.115 |
0 |
| 1 |
13 |
8,492,864 |
8,492,864 |
2,670,716 |
0.31 |
-0.014 |
-0.018 |
-101,734 |
| CHN |
-1 |
296 |
-72,502,194 |
-72,502,194 |
-86,164,842 |
1.42 |
-0.059 |
-0.062 |
4,434,997 |
| 1 |
239 |
78,057,403 |
78,057,403 |
97,060,401 |
1.37 |
0.103 |
0.095 |
11,047,476 |
| HKG |
-1 |
36 |
-7,476,845 |
-7,476,845 |
-6,328,322 |
1.49 |
0.076 |
0.088 |
-59,396 |
| 1 |
89 |
20,347,916 |
20,347,916 |
23,342,888 |
1.45 |
0.201 |
0.206 |
4,117,822 |
| IDN |
1 |
5 |
3,898,276 |
3,898,276 |
570,694 |
0.14 |
0.046 |
0.053 |
212,043 |
| IND |
1 |
10 |
5,514,467 |
5,514,467 |
1,534,246 |
0.29 |
0.078 |
0.090 |
465,321 |
| JPN |
-1 |
160 |
-56,422,573 |
-56,422,573 |
-41,171,506 |
0.73 |
-0.097 |
-0.097 |
6,088,686 |
| 0 |
14 |
0 |
0 |
0 |
0.67 |
-0.044 |
-0.043 |
0 |
| 1 |
118 |
52,032,883 |
52,032,883 |
29,724,663 |
0.63 |
-0.002 |
-0.003 |
526,069 |
| KOR |
-1 |
50 |
-8,767,216 |
-8,767,216 |
-5,910,205 |
0.66 |
-0.235 |
-0.240 |
2,200,258 |
| MYS |
1 |
2 |
560,446 |
560,446 |
127,577 |
0.24 |
-0.008 |
-0.008 |
-5,660 |
| NZL |
-1 |
2 |
-1,669,148 |
-1,669,148 |
-431,093 |
0.07 |
-0.238 |
-0.238 |
421,156 |
| PHL |
1 |
2 |
202,708 |
202,708 |
10,357 |
0.22 |
0.254 |
0.254 |
30,817 |
| SGP |
-1 |
11 |
-4,115,278 |
-4,115,278 |
-2,788,082 |
0.63 |
-0.064 |
-0.047 |
362,825 |
| 1 |
1 |
70,619 |
70,619 |
17,253 |
0.24 |
-0.030 |
-0.030 |
-2,111 |
| THA |
-1 |
18 |
-6,833,501 |
-6,833,501 |
-1,851,740 |
0.34 |
-0.138 |
-0.131 |
995,257 |
| 1 |
10 |
6,432,166 |
6,432,166 |
1,387,478 |
0.21 |
0.010 |
0.012 |
223,357 |
| TWN |
-1 |
48 |
-8,965,325 |
-8,965,325 |
-7,889,741 |
0.95 |
-0.110 |
-0.114 |
976,945 |
| 1 |
34 |
8,278,033 |
8,278,033 |
5,398,999 |
0.77 |
0.029 |
0.017 |
178,844 |