Generated at 15:18 on Monday 05/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-199,068,891 |
| 0 |
14 |
0 |
| 1 |
470 |
201,213,198 |
|
target_notional |
| target_notional |
2,144,308 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,278,959 |
2,144,308 |
39,711,236 |
400,282,089 |
1 |
-0.003 |
0.005 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,115,760 |
| 0 |
0 |
| 1 |
174,836,800 |
|
alpha_notional |
| alpha_notional |
39,711,236 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,347,193 |
| 0 |
0 |
| 1 |
23,364,043 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,997,768 |
33,189,634 |
1 |
-0.301 |
0.083 |
| CHN |
413 |
-10,683,117 |
136,651,516 |
1 |
-0.078 |
0.341 |
| HKG |
138 |
16,878,518 |
40,760,388 |
1 |
0.414 |
0.102 |
| IDN |
3 |
1,838,096 |
1,838,096 |
1 |
1.000 |
0.005 |
| IND |
4 |
1,608,520 |
1,608,520 |
1 |
1.000 |
0.004 |
| JPN |
276 |
4,020,387 |
121,114,909 |
1 |
0.033 |
0.303 |
| KOR |
52 |
-9,963,972 |
10,097,099 |
1 |
-0.987 |
0.025 |
| MYS |
2 |
569,538 |
569,538 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,651 |
1,854,651 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
226,226 |
226,226 |
1 |
1.000 |
0.001 |
| SGP |
13 |
370,436 |
4,895,825 |
1 |
0.076 |
0.012 |
| THA |
31 |
1,361,277 |
15,210,378 |
1 |
0.089 |
0.038 |
| TWN |
95 |
7,770,819 |
32,265,308 |
1 |
0.241 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-21,593,701 |
| 0 |
1 |
0 |
| 1 |
14 |
11,595,933 |
| CHN |
-1 |
250 |
-73,667,317 |
| 0 |
1 |
0 |
| 1 |
162 |
62,984,199 |
| HKG |
-1 |
35 |
-11,940,935 |
| 0 |
1 |
0 |
| 1 |
102 |
28,819,453 |
| IDN |
0 |
1 |
0 |
| 1 |
2 |
1,838,096 |
| IND |
1 |
4 |
1,608,520 |
| JPN |
-1 |
150 |
-58,547,261 |
| 0 |
5 |
0 |
| 1 |
121 |
62,567,648 |
| KOR |
-1 |
47 |
-10,030,536 |
| 0 |
3 |
0 |
| 1 |
2 |
66,563 |
| MYS |
1 |
2 |
569,538 |
| NZL |
-1 |
1 |
-1,854,651 |
| PHL |
1 |
2 |
226,226 |
| SGP |
-1 |
6 |
-2,262,694 |
| 1 |
7 |
2,633,131 |
| THA |
-1 |
16 |
-6,924,551 |
| 0 |
1 |
0 |
| 1 |
14 |
8,285,828 |
| TWN |
-1 |
56 |
-12,247,245 |
| 0 |
1 |
0 |
| 1 |
38 |
20,018,064 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-21,593,701 |
-21,593,701 |
-12,915,547 |
0.63 |
-0.078 |
-0.072 |
1,898,034 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
-0.031 |
-0.031 |
0 |
| 1 |
14 |
11,595,933 |
11,595,933 |
2,918,793 |
0.26 |
0.056 |
0.059 |
839,187 |
| CHN |
-1 |
250 |
-73,667,317 |
-73,667,317 |
-89,079,805 |
1.39 |
-0.126 |
-0.126 |
10,325,087 |
| 0 |
1 |
0 |
0 |
0 |
1.44 |
-0.090 |
-0.090 |
0 |
| 1 |
162 |
62,984,199 |
62,984,199 |
81,288,864 |
1.39 |
0.060 |
0.057 |
5,919,013 |
| HKG |
-1 |
35 |
-11,940,935 |
-11,940,935 |
-11,220,269 |
1.49 |
0.050 |
0.049 |
-12,931 |
| 0 |
1 |
0 |
0 |
0 |
1.06 |
0.171 |
0.171 |
0 |
| 1 |
102 |
28,819,453 |
28,819,453 |
40,483,476 |
1.60 |
0.186 |
0.186 |
6,030,615 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.29 |
0.032 |
0.032 |
0 |
| 1 |
2 |
1,838,096 |
1,838,096 |
243,480 |
0.16 |
0.056 |
0.056 |
102,345 |
| IND |
1 |
4 |
1,608,520 |
1,608,520 |
578,685 |
0.40 |
0.064 |
0.029 |
195,858 |
| JPN |
-1 |
150 |
-58,547,261 |
-58,547,261 |
-41,914,262 |
0.76 |
-0.015 |
-0.014 |
1,188,614 |
| 0 |
5 |
0 |
0 |
0 |
0.88 |
0.069 |
0.066 |
0 |
| 1 |
121 |
62,567,648 |
62,567,648 |
34,906,643 |
0.62 |
0.084 |
0.080 |
6,116,041 |
| KOR |
-1 |
47 |
-10,030,536 |
-10,030,536 |
-6,052,915 |
0.60 |
-0.172 |
-0.173 |
1,934,089 |
| 0 |
3 |
0 |
0 |
0 |
0.45 |
-0.229 |
-0.219 |
0 |
| 1 |
2 |
66,563 |
66,563 |
34,647 |
0.54 |
0.053 |
0.053 |
4,451 |
| MYS |
1 |
2 |
569,538 |
569,538 |
129,647 |
0.24 |
0.094 |
0.094 |
51,660 |
| NZL |
-1 |
1 |
-1,854,651 |
-1,854,651 |
-504,900 |
0.27 |
-0.195 |
-0.195 |
362,200 |
| PHL |
1 |
2 |
226,226 |
226,226 |
19,411 |
0.22 |
0.086 |
0.086 |
43,728 |
| SGP |
-1 |
6 |
-2,262,694 |
-2,262,694 |
-1,745,656 |
0.66 |
-0.002 |
-0.000 |
82,290 |
| 1 |
7 |
2,633,131 |
2,633,131 |
911,753 |
0.40 |
0.076 |
0.070 |
193,558 |
| THA |
-1 |
16 |
-6,924,551 |
-6,924,551 |
-1,966,923 |
0.35 |
-0.001 |
0.000 |
-65,991 |
| 0 |
1 |
0 |
0 |
0 |
0.34 |
0.089 |
0.089 |
0 |
| 1 |
14 |
8,285,828 |
8,285,828 |
1,715,492 |
0.32 |
0.111 |
0.122 |
1,283,533 |
| TWN |
-1 |
56 |
-12,247,245 |
-12,247,245 |
-10,715,484 |
0.92 |
-0.041 |
-0.030 |
635,802 |
| 0 |
1 |
0 |
0 |
0 |
0.74 |
0.036 |
0.036 |
0 |
| 1 |
38 |
20,018,064 |
20,018,064 |
11,605,909 |
0.77 |
0.102 |
0.100 |
2,584,053 |