Generated at 16:13 on Wednesday 05/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-199,348,667 |
| 0 |
26 |
0 |
| 1 |
475 |
201,060,416 |
|
target_notional |
| target_notional |
1,711,748 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,021,674 |
1,711,748 |
41,345,333 |
400,409,083 |
1 |
-0.003 |
0.004 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,354,252 |
| 0 |
0 |
| 1 |
174,332,578 |
|
alpha_notional |
| alpha_notional |
41,345,333 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,241,518 |
| 0 |
0 |
| 1 |
23,103,815 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-9,984,794 |
33,718,179 |
1 |
-0.296 |
0.084 |
| CHN |
416 |
-10,829,387 |
136,777,805 |
1 |
-0.079 |
0.342 |
| HKG |
142 |
19,032,483 |
41,843,808 |
1 |
0.455 |
0.105 |
| IDN |
4 |
3,188,804 |
3,188,804 |
1 |
1.000 |
0.008 |
| IND |
6 |
1,892,275 |
1,892,275 |
1 |
1.000 |
0.005 |
| JPN |
298 |
2,093,284 |
118,937,318 |
1 |
0.018 |
0.297 |
| KOR |
49 |
-10,003,754 |
10,026,423 |
1 |
-0.998 |
0.025 |
| MYS |
2 |
577,595 |
577,595 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,660 |
1,854,660 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
235,730 |
235,730 |
1 |
1.000 |
0.001 |
| SGP |
14 |
133,309 |
5,017,094 |
1 |
0.027 |
0.013 |
| THA |
29 |
-932,846 |
14,579,897 |
1 |
-0.064 |
0.036 |
| TWN |
94 |
8,163,709 |
31,759,496 |
1 |
0.257 |
0.079 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-21,851,486 |
| 0 |
5 |
0 |
| 1 |
13 |
11,866,693 |
| CHN |
-1 |
252 |
-73,803,596 |
| 0 |
4 |
0 |
| 1 |
160 |
62,974,209 |
| HKG |
-1 |
36 |
-11,405,663 |
| 0 |
2 |
0 |
| 1 |
104 |
30,438,146 |
| IDN |
1 |
4 |
3,188,804 |
| IND |
1 |
6 |
1,892,275 |
| JPN |
-1 |
158 |
-58,422,017 |
| 0 |
12 |
0 |
| 1 |
128 |
60,515,301 |
| KOR |
-1 |
48 |
-10,015,088 |
| 1 |
1 |
11,334 |
| MYS |
1 |
2 |
577,595 |
| NZL |
-1 |
1 |
-1,854,660 |
| PHL |
1 |
2 |
235,730 |
| SGP |
-1 |
7 |
-2,441,893 |
| 1 |
7 |
2,575,201 |
| THA |
-1 |
19 |
-7,756,372 |
| 0 |
1 |
0 |
| 1 |
9 |
6,823,526 |
| TWN |
-1 |
53 |
-11,797,893 |
| 0 |
2 |
0 |
| 1 |
39 |
19,961,603 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-21,851,486 |
-21,851,486 |
-13,362,721 |
0.63 |
-0.087 |
-0.080 |
2,121,227 |
| 0 |
5 |
0 |
0 |
0 |
0.46 |
-0.065 |
-0.052 |
0 |
| 1 |
13 |
11,866,693 |
11,866,693 |
3,308,457 |
0.25 |
0.063 |
0.061 |
923,768 |
| CHN |
-1 |
252 |
-73,803,596 |
-73,803,596 |
-88,222,630 |
1.38 |
-0.121 |
-0.123 |
10,553,355 |
| 0 |
4 |
0 |
0 |
0 |
1.39 |
-0.118 |
-0.089 |
0 |
| 1 |
160 |
62,974,209 |
62,974,209 |
81,672,738 |
1.39 |
0.066 |
0.064 |
6,208,293 |
| HKG |
-1 |
36 |
-11,405,663 |
-11,405,663 |
-10,335,600 |
1.45 |
0.063 |
0.069 |
63,343 |
| 0 |
2 |
0 |
0 |
0 |
1.02 |
0.134 |
0.134 |
0 |
| 1 |
104 |
30,438,146 |
30,438,146 |
41,377,491 |
1.59 |
0.198 |
0.199 |
6,764,602 |
| IDN |
1 |
4 |
3,188,804 |
3,188,804 |
493,615 |
0.17 |
0.085 |
0.086 |
302,877 |
| IND |
1 |
6 |
1,892,275 |
1,892,275 |
692,427 |
0.39 |
0.079 |
0.059 |
222,364 |
| JPN |
-1 |
158 |
-58,422,017 |
-58,422,017 |
-42,220,068 |
0.76 |
-0.021 |
-0.021 |
1,753,047 |
| 0 |
12 |
0 |
0 |
0 |
0.59 |
0.039 |
0.029 |
0 |
| 1 |
128 |
60,515,301 |
60,515,301 |
32,475,200 |
0.62 |
0.077 |
0.075 |
5,515,217 |
| KOR |
-1 |
48 |
-10,015,088 |
-10,015,088 |
-6,226,065 |
0.60 |
-0.213 |
-0.214 |
2,176,367 |
| 1 |
1 |
11,334 |
11,334 |
6,368 |
0.56 |
0.005 |
0.005 |
53 |
| MYS |
1 |
2 |
577,595 |
577,595 |
131,481 |
0.24 |
0.072 |
0.072 |
30,778 |
| NZL |
-1 |
1 |
-1,854,660 |
-1,854,660 |
-504,902 |
0.27 |
-0.229 |
-0.229 |
424,878 |
| PHL |
1 |
2 |
235,730 |
235,730 |
19,808 |
0.22 |
0.056 |
0.056 |
23,828 |
| SGP |
-1 |
7 |
-2,441,893 |
-2,441,893 |
-1,875,702 |
0.69 |
0.015 |
0.020 |
55,177 |
| 1 |
7 |
2,575,201 |
2,575,201 |
891,924 |
0.40 |
0.097 |
0.106 |
226,723 |
| THA |
-1 |
19 |
-7,756,372 |
-7,756,372 |
-2,276,041 |
0.36 |
-0.034 |
-0.036 |
141,982 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.090 |
0.090 |
0 |
| 1 |
9 |
6,823,526 |
6,823,526 |
1,431,488 |
0.17 |
0.070 |
0.069 |
654,809 |
| TWN |
-1 |
53 |
-11,797,893 |
-11,797,893 |
-10,330,523 |
0.92 |
-0.071 |
-0.075 |
952,142 |
| 0 |
2 |
0 |
0 |
0 |
1.00 |
-0.093 |
-0.093 |
0 |
| 1 |
39 |
19,961,603 |
19,961,603 |
11,831,581 |
0.77 |
0.082 |
0.070 |
2,230,502 |