Generated at 15:57 on Thursday 05/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-198,378,681 |
| 0 |
24 |
0 |
| 1 |
471 |
201,073,735 |
|
target_notional |
| target_notional |
2,695,054 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-62,630 |
2,695,054 |
40,604,946 |
399,452,416 |
1 |
-0.000 |
0.007 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,179,467 |
| 0 |
0 |
| 1 |
174,116,837 |
|
alpha_notional |
| alpha_notional |
40,604,946 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,271,011 |
| 0 |
0 |
| 1 |
23,333,936 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-9,992,589 |
33,701,093 |
1 |
-0.297 |
0.084 |
| CHN |
425 |
-9,942,104 |
135,836,087 |
1 |
-0.073 |
0.340 |
| HKG |
141 |
17,575,875 |
40,801,994 |
1 |
0.431 |
0.102 |
| IDN |
4 |
2,877,966 |
2,877,966 |
1 |
1.000 |
0.007 |
| IND |
6 |
1,862,986 |
1,862,986 |
1 |
1.000 |
0.005 |
| JPN |
290 |
3,254,057 |
119,866,336 |
1 |
0.027 |
0.300 |
| KOR |
49 |
-9,996,326 |
10,019,789 |
1 |
-0.998 |
0.025 |
| MYS |
2 |
575,322 |
575,322 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,659 |
1,854,659 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
227,804 |
227,804 |
1 |
1.000 |
0.001 |
| SGP |
14 |
226,590 |
4,924,240 |
1 |
0.046 |
0.012 |
| THA |
29 |
-80,753 |
14,456,771 |
1 |
-0.006 |
0.036 |
| TWN |
96 |
7,960,885 |
32,447,368 |
1 |
0.245 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-21,846,841 |
| 1 |
13 |
11,854,252 |
| CHN |
-1 |
258 |
-72,889,095 |
| 0 |
3 |
0 |
| 1 |
164 |
62,946,991 |
| HKG |
-1 |
36 |
-11,613,060 |
| 0 |
2 |
0 |
| 1 |
103 |
29,188,934 |
| IDN |
0 |
1 |
0 |
| 1 |
3 |
2,877,966 |
| IND |
0 |
1 |
0 |
| 1 |
5 |
1,862,986 |
| JPN |
-1 |
155 |
-58,306,139 |
| 0 |
13 |
0 |
| 1 |
122 |
61,560,196 |
| KOR |
-1 |
48 |
-10,008,057 |
| 1 |
1 |
11,732 |
| MYS |
1 |
2 |
575,322 |
| NZL |
-1 |
1 |
-1,854,659 |
| PHL |
1 |
2 |
227,804 |
| SGP |
-1 |
6 |
-2,348,825 |
| 0 |
1 |
0 |
| 1 |
7 |
2,575,415 |
| THA |
-1 |
18 |
-7,268,762 |
| 0 |
1 |
0 |
| 1 |
10 |
7,188,009 |
| TWN |
-1 |
55 |
-12,243,242 |
| 0 |
2 |
0 |
| 1 |
39 |
20,204,127 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-21,846,841 |
-21,846,841 |
-13,389,323 |
0.63 |
-0.085 |
-0.083 |
2,115,588 |
| 1 |
13 |
11,854,252 |
11,854,252 |
3,188,981 |
0.25 |
0.052 |
0.048 |
705,022 |
| CHN |
-1 |
258 |
-72,889,095 |
-72,889,095 |
-86,212,662 |
1.38 |
-0.126 |
-0.130 |
10,336,323 |
| 0 |
3 |
0 |
0 |
0 |
1.82 |
-0.145 |
-0.154 |
0 |
| 1 |
164 |
62,946,991 |
62,946,991 |
81,557,459 |
1.39 |
0.064 |
0.063 |
6,072,661 |
| HKG |
-1 |
36 |
-11,613,060 |
-11,613,060 |
-10,578,941 |
1.47 |
0.056 |
0.065 |
9,107 |
| 0 |
2 |
0 |
0 |
0 |
0.79 |
0.099 |
0.099 |
0 |
| 1 |
103 |
29,188,934 |
29,188,934 |
40,100,659 |
1.59 |
0.193 |
0.189 |
6,330,737 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.09 |
-0.029 |
-0.029 |
0 |
| 1 |
3 |
2,877,966 |
2,877,966 |
444,476 |
0.20 |
0.101 |
0.117 |
325,705 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.025 |
0.025 |
0 |
| 1 |
5 |
1,862,986 |
1,862,986 |
682,554 |
0.39 |
0.095 |
0.066 |
245,428 |
| JPN |
-1 |
155 |
-58,306,139 |
-58,306,139 |
-42,594,685 |
0.76 |
-0.013 |
-0.012 |
1,220,568 |
| 0 |
13 |
0 |
0 |
0 |
0.63 |
0.048 |
0.042 |
0 |
| 1 |
122 |
61,560,196 |
61,560,196 |
33,757,711 |
0.64 |
0.089 |
0.087 |
6,171,416 |
| KOR |
-1 |
48 |
-10,008,057 |
-10,008,057 |
-6,216,064 |
0.60 |
-0.208 |
-0.209 |
2,126,236 |
| 1 |
1 |
11,732 |
11,732 |
6,591 |
0.56 |
0.011 |
0.011 |
129 |
| MYS |
1 |
2 |
575,322 |
575,322 |
130,964 |
0.24 |
0.089 |
0.089 |
43,110 |
| NZL |
-1 |
1 |
-1,854,659 |
-1,854,659 |
-504,902 |
0.27 |
-0.231 |
-0.231 |
428,183 |
| PHL |
1 |
2 |
227,804 |
227,804 |
19,312 |
0.22 |
0.170 |
0.170 |
49,619 |
| SGP |
-1 |
6 |
-2,348,825 |
-2,348,825 |
-1,811,561 |
0.66 |
-0.000 |
0.010 |
76,464 |
| 0 |
1 |
0 |
0 |
0 |
0.88 |
0.045 |
0.045 |
0 |
| 1 |
7 |
2,575,415 |
2,575,415 |
894,329 |
0.40 |
0.085 |
0.073 |
201,154 |
| THA |
-1 |
18 |
-7,268,762 |
-7,268,762 |
-2,160,094 |
0.37 |
-0.009 |
0.008 |
-36,210 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
0.009 |
0.009 |
0 |
| 1 |
10 |
7,188,009 |
7,188,009 |
1,467,556 |
0.20 |
0.097 |
0.092 |
998,269 |
| TWN |
-1 |
55 |
-12,243,242 |
-12,243,242 |
-10,711,235 |
0.92 |
-0.072 |
-0.071 |
994,752 |
| 0 |
2 |
0 |
0 |
0 |
1.21 |
-0.107 |
-0.107 |
0 |
| 1 |
39 |
20,204,127 |
20,204,127 |
11,866,245 |
0.77 |
0.080 |
0.074 |
2,190,686 |