Generated at 15:17 on Sunday 05/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-199,259,641 |
| 0 |
28 |
0 |
| 1 |
466 |
200,943,110 |
|
target_notional |
| target_notional |
1,683,468 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,814,152 |
1,683,468 |
39,981,932 |
400,202,751 |
1 |
-0.005 |
0.004 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,172,953 |
| 0 |
0 |
| 1 |
174,358,801 |
|
alpha_notional |
| alpha_notional |
39,981,932 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,765,780 |
| 0 |
0 |
| 1 |
23,216,152 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,999,149 |
33,134,627 |
1 |
-0.302 |
0.083 |
| CHN |
417 |
-10,892,739 |
136,755,109 |
1 |
-0.080 |
0.342 |
| HKG |
140 |
17,082,933 |
40,297,010 |
1 |
0.424 |
0.101 |
| IDN |
3 |
2,565,487 |
2,565,487 |
1 |
1.000 |
0.006 |
| IND |
5 |
1,678,593 |
1,678,593 |
1 |
1.000 |
0.004 |
| JPN |
283 |
3,690,850 |
120,132,145 |
1 |
0.031 |
0.300 |
| KOR |
50 |
-9,995,516 |
10,130,235 |
1 |
-0.987 |
0.025 |
| MYS |
2 |
572,029 |
572,029 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,853,391 |
1,853,391 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
229,216 |
229,216 |
1 |
1.000 |
0.001 |
| SGP |
13 |
285,874 |
4,925,978 |
1 |
0.058 |
0.012 |
| THA |
29 |
541,561 |
14,951,774 |
1 |
0.036 |
0.037 |
| TWN |
94 |
7,777,720 |
32,977,156 |
1 |
0.236 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-21,566,888 |
| 0 |
2 |
0 |
| 1 |
13 |
11,567,739 |
| CHN |
-1 |
252 |
-73,823,924 |
| 0 |
3 |
0 |
| 1 |
162 |
62,931,185 |
| HKG |
-1 |
34 |
-11,607,039 |
| 0 |
3 |
0 |
| 1 |
103 |
28,689,972 |
| IDN |
1 |
3 |
2,565,487 |
| IND |
0 |
1 |
0 |
| 1 |
4 |
1,678,593 |
| JPN |
-1 |
146 |
-58,220,647 |
| 0 |
18 |
0 |
| 1 |
119 |
61,911,497 |
| KOR |
-1 |
48 |
-10,062,876 |
| 1 |
2 |
67,360 |
| MYS |
1 |
2 |
572,029 |
| NZL |
-1 |
1 |
-1,853,391 |
| PHL |
1 |
2 |
229,216 |
| SGP |
-1 |
6 |
-2,320,052 |
| 1 |
7 |
2,605,926 |
| THA |
-1 |
17 |
-7,205,106 |
| 0 |
1 |
0 |
| 1 |
11 |
7,746,667 |
| TWN |
-1 |
56 |
-12,599,718 |
| 1 |
38 |
20,377,438 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-21,566,888 |
-21,566,888 |
-13,154,872 |
0.63 |
-0.094 |
-0.082 |
2,199,074 |
| 0 |
2 |
0 |
0 |
0 |
0.49 |
-0.028 |
-0.028 |
0 |
| 1 |
13 |
11,567,739 |
11,567,739 |
2,968,155 |
0.25 |
0.042 |
0.046 |
635,983 |
| CHN |
-1 |
252 |
-73,823,924 |
-73,823,924 |
-88,688,226 |
1.39 |
-0.120 |
-0.119 |
9,943,058 |
| 0 |
3 |
0 |
0 |
0 |
0.64 |
-0.039 |
-0.001 |
0 |
| 1 |
162 |
62,931,185 |
62,931,185 |
81,585,218 |
1.39 |
0.067 |
0.062 |
6,256,968 |
| HKG |
-1 |
34 |
-11,607,039 |
-11,607,039 |
-10,647,475 |
1.50 |
0.051 |
0.029 |
-36,247 |
| 0 |
3 |
0 |
0 |
0 |
0.89 |
0.120 |
0.114 |
0 |
| 1 |
103 |
28,689,972 |
28,689,972 |
40,041,416 |
1.59 |
0.191 |
0.192 |
5,967,327 |
| IDN |
1 |
3 |
2,565,487 |
2,565,487 |
353,025 |
0.20 |
0.085 |
0.085 |
301,610 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.38 |
-0.005 |
-0.005 |
0 |
| 1 |
4 |
1,678,593 |
1,678,593 |
611,623 |
0.40 |
0.064 |
0.033 |
183,425 |
| JPN |
-1 |
146 |
-58,220,647 |
-58,220,647 |
-41,993,610 |
0.76 |
-0.018 |
-0.015 |
1,565,768 |
| 0 |
18 |
0 |
0 |
0 |
0.89 |
0.047 |
0.043 |
0 |
| 1 |
119 |
61,911,497 |
61,911,497 |
34,231,384 |
0.62 |
0.084 |
0.082 |
5,889,752 |
| KOR |
-1 |
48 |
-10,062,876 |
-10,062,876 |
-6,255,472 |
0.60 |
-0.177 |
-0.181 |
1,876,992 |
| 1 |
2 |
67,360 |
67,360 |
35,059 |
0.54 |
0.059 |
0.059 |
5,073 |
| MYS |
1 |
2 |
572,029 |
572,029 |
130,214 |
0.24 |
0.081 |
0.081 |
43,784 |
| NZL |
-1 |
1 |
-1,853,391 |
-1,853,391 |
-504,557 |
0.27 |
-0.209 |
-0.209 |
387,511 |
| PHL |
1 |
2 |
229,216 |
229,216 |
19,451 |
0.22 |
0.126 |
0.126 |
41,366 |
| SGP |
-1 |
6 |
-2,320,052 |
-2,320,052 |
-1,787,298 |
0.66 |
-0.000 |
0.004 |
66,874 |
| 1 |
7 |
2,605,926 |
2,605,926 |
904,810 |
0.40 |
0.078 |
0.069 |
189,608 |
| THA |
-1 |
17 |
-7,205,106 |
-7,205,106 |
-2,122,095 |
0.35 |
-0.010 |
-0.010 |
-15,010 |
| 0 |
1 |
0 |
0 |
0 |
0.66 |
0.059 |
0.059 |
0 |
| 1 |
11 |
7,746,667 |
7,746,667 |
1,573,027 |
0.21 |
0.107 |
0.108 |
1,282,949 |
| TWN |
-1 |
56 |
-12,599,718 |
-12,599,718 |
-11,019,349 |
0.92 |
-0.056 |
-0.049 |
777,761 |
| 1 |
38 |
20,377,438 |
20,377,438 |
11,905,419 |
0.76 |
0.088 |
0.087 |
2,418,306 |