Generated at 15:34 on Tuesday 05/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
638 |
-198,688,281 |
| 0 |
59 |
0 |
| 1 |
478 |
200,469,697 |
|
target_notional |
| target_notional |
1,781,416 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-72,566 |
1,781,416 |
41,211,783 |
399,157,978 |
1 |
-0.000 |
0.004 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-173,951,516 |
| 0 |
0 |
| 1 |
173,878,950 |
|
alpha_notional |
| alpha_notional |
41,211,783 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,697,335 |
| 0 |
0 |
| 1 |
22,514,448 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-9,980,009 |
33,710,333 |
1 |
-0.296 |
0.084 |
| CHN |
448 |
-9,980,155 |
135,919,151 |
1 |
-0.073 |
0.341 |
| HKG |
142 |
19,376,225 |
41,766,820 |
1 |
0.464 |
0.105 |
| IDN |
4 |
3,367,867 |
3,367,867 |
1 |
1.000 |
0.008 |
| IND |
13 |
2,043,306 |
2,043,306 |
1 |
1.000 |
0.005 |
| JPN |
305 |
1,160,306 |
119,255,255 |
1 |
0.010 |
0.299 |
| KOR |
50 |
-9,970,724 |
9,970,724 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
590,982 |
590,982 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,635 |
1,854,635 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
236,650 |
236,650 |
1 |
1.000 |
0.001 |
| SGP |
13 |
-527,866 |
4,853,534 |
1 |
-0.109 |
0.012 |
| THA |
29 |
-1,364,377 |
14,666,650 |
1 |
-0.093 |
0.037 |
| TWN |
95 |
8,683,847 |
30,922,073 |
1 |
0.281 |
0.077 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-21,845,171 |
| 0 |
7 |
0 |
| 1 |
12 |
11,865,162 |
| CHN |
-1 |
252 |
-72,949,653 |
| 0 |
35 |
0 |
| 1 |
161 |
62,969,498 |
| HKG |
-1 |
36 |
-11,195,297 |
| 1 |
106 |
30,571,522 |
| IDN |
1 |
4 |
3,367,867 |
| IND |
0 |
7 |
0 |
| 1 |
6 |
2,043,306 |
| JPN |
-1 |
166 |
-59,047,475 |
| 0 |
8 |
0 |
| 1 |
131 |
60,207,780 |
| KOR |
-1 |
48 |
-9,970,724 |
| 0 |
2 |
0 |
| MYS |
1 |
2 |
590,982 |
| NZL |
-1 |
1 |
-1,854,635 |
| PHL |
1 |
2 |
236,650 |
| SGP |
-1 |
7 |
-2,690,700 |
| 1 |
6 |
2,162,834 |
| THA |
-1 |
20 |
-8,015,513 |
| 1 |
9 |
6,651,136 |
| TWN |
-1 |
56 |
-11,119,113 |
| 1 |
39 |
19,802,960 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-21,845,171 |
-21,845,171 |
-13,322,876 |
0.62 |
-0.095 |
-0.094 |
2,331,941 |
| 0 |
7 |
0 |
0 |
0 |
0.39 |
-0.024 |
-0.008 |
0 |
| 1 |
12 |
11,865,162 |
11,865,162 |
3,303,729 |
0.24 |
0.061 |
0.059 |
880,561 |
| CHN |
-1 |
252 |
-72,949,653 |
-72,949,653 |
-87,078,695 |
1.39 |
-0.123 |
-0.127 |
10,670,839 |
| 0 |
35 |
0 |
0 |
0 |
1.22 |
-0.028 |
-0.044 |
0 |
| 1 |
161 |
62,969,498 |
62,969,498 |
81,571,534 |
1.38 |
0.065 |
0.064 |
6,303,179 |
| HKG |
-1 |
36 |
-11,195,297 |
-11,195,297 |
-10,194,762 |
1.45 |
0.066 |
0.069 |
384 |
| 1 |
106 |
30,571,522 |
30,571,522 |
41,355,255 |
1.58 |
0.207 |
0.211 |
7,193,040 |
| IDN |
1 |
4 |
3,367,867 |
3,367,867 |
515,665 |
0.17 |
0.115 |
0.115 |
383,222 |
| IND |
0 |
7 |
0 |
0 |
0 |
0.39 |
-0.022 |
-0.021 |
0 |
| 1 |
6 |
2,043,306 |
2,043,306 |
746,006 |
0.39 |
0.060 |
0.052 |
196,299 |
| JPN |
-1 |
166 |
-59,047,475 |
-59,047,475 |
-42,567,505 |
0.76 |
-0.031 |
-0.029 |
2,379,662 |
| 0 |
8 |
0 |
0 |
0 |
0.48 |
0.042 |
0.046 |
0 |
| 1 |
131 |
60,207,780 |
60,207,780 |
32,406,148 |
0.62 |
0.064 |
0.068 |
4,491,384 |
| KOR |
-1 |
48 |
-9,970,724 |
-9,970,724 |
-6,184,259 |
0.60 |
-0.188 |
-0.184 |
1,909,648 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
-0.238 |
-0.238 |
0 |
| MYS |
1 |
2 |
590,982 |
590,982 |
134,528 |
0.24 |
0.081 |
0.081 |
36,204 |
| NZL |
-1 |
1 |
-1,854,635 |
-1,854,635 |
-504,895 |
0.27 |
-0.244 |
-0.244 |
453,430 |
| PHL |
1 |
2 |
236,650 |
236,650 |
19,775 |
0.22 |
0.091 |
0.091 |
24,534 |
| SGP |
-1 |
7 |
-2,690,700 |
-2,690,700 |
-2,044,791 |
0.69 |
0.009 |
0.017 |
55,242 |
| 1 |
6 |
2,162,834 |
2,162,834 |
745,779 |
0.38 |
0.101 |
0.091 |
211,487 |
| THA |
-1 |
20 |
-8,015,513 |
-8,015,513 |
-2,316,079 |
0.35 |
-0.041 |
-0.038 |
200,038 |
| 1 |
9 |
6,651,136 |
6,651,136 |
1,401,229 |
0.17 |
0.068 |
0.062 |
572,290 |
| TWN |
-1 |
56 |
-11,119,113 |
-11,119,113 |
-9,737,654 |
0.92 |
-0.058 |
-0.062 |
696,153 |
| 1 |
39 |
19,802,960 |
19,802,960 |
11,679,303 |
0.77 |
0.084 |
0.079 |
2,222,249 |