Generated at 15:19 on Tuesday 05/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
604 |
-198,361,753 |
| 0 |
26 |
0 |
| 1 |
462 |
201,299,631 |
|
target_notional |
| target_notional |
2,937,878 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-552,958 |
2,937,878 |
40,020,469 |
399,661,384 |
1 |
-0.001 |
0.007 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,100,965 |
| 0 |
0 |
| 1 |
174,548,008 |
|
alpha_notional |
| alpha_notional |
40,020,469 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,177,170 |
| 0 |
0 |
| 1 |
22,843,298 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,993,447 |
33,379,750 |
1 |
-0.299 |
0.084 |
| CHN |
418 |
-9,970,968 |
135,912,584 |
1 |
-0.073 |
0.340 |
| HKG |
137 |
16,992,532 |
41,161,884 |
1 |
0.413 |
0.103 |
| IDN |
2 |
1,645,005 |
1,645,005 |
1 |
1.000 |
0.004 |
| IND |
4 |
1,585,414 |
1,585,414 |
1 |
1.000 |
0.004 |
| JPN |
275 |
5,321,009 |
118,452,654 |
1 |
0.045 |
0.296 |
| KOR |
49 |
-9,991,466 |
10,124,250 |
1 |
-0.987 |
0.025 |
| MYS |
2 |
569,371 |
569,371 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,661 |
1,854,661 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
231,757 |
231,757 |
1 |
1.000 |
0.001 |
| SGP |
13 |
673,501 |
4,923,670 |
1 |
0.137 |
0.012 |
| THA |
33 |
128,764 |
17,405,225 |
1 |
0.007 |
0.044 |
| TWN |
94 |
7,601,066 |
32,415,159 |
1 |
0.234 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-21,686,599 |
| 1 |
14 |
11,693,152 |
| CHN |
-1 |
252 |
-72,941,776 |
| 0 |
6 |
0 |
| 1 |
160 |
62,970,808 |
| HKG |
-1 |
34 |
-12,084,676 |
| 0 |
2 |
0 |
| 1 |
101 |
29,077,208 |
| IDN |
1 |
2 |
1,645,005 |
| IND |
1 |
4 |
1,585,414 |
| JPN |
-1 |
147 |
-56,565,823 |
| 0 |
12 |
0 |
| 1 |
116 |
61,886,832 |
| KOR |
-1 |
45 |
-10,057,858 |
| 0 |
2 |
0 |
| 1 |
2 |
66,392 |
| MYS |
1 |
2 |
569,371 |
| NZL |
-1 |
1 |
-1,854,661 |
| PHL |
1 |
2 |
231,757 |
| SGP |
-1 |
5 |
-2,125,085 |
| 0 |
1 |
0 |
| 1 |
7 |
2,798,585 |
| THA |
-1 |
16 |
-8,638,231 |
| 0 |
2 |
0 |
| 1 |
15 |
8,766,995 |
| TWN |
-1 |
56 |
-12,407,046 |
| 0 |
1 |
0 |
| 1 |
37 |
20,008,112 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-21,686,599 |
-21,686,599 |
-12,890,845 |
0.62 |
-0.087 |
-0.086 |
2,055,057 |
| 1 |
14 |
11,693,152 |
11,693,152 |
3,093,218 |
0.26 |
0.040 |
0.033 |
516,674 |
| CHN |
-1 |
252 |
-72,941,776 |
-72,941,776 |
-89,018,536 |
1.39 |
-0.128 |
-0.128 |
10,503,017 |
| 0 |
6 |
0 |
0 |
0 |
1.90 |
-0.031 |
-0.014 |
0 |
| 1 |
160 |
62,970,808 |
62,970,808 |
80,955,533 |
1.37 |
0.056 |
0.057 |
5,556,039 |
| HKG |
-1 |
34 |
-12,084,676 |
-12,084,676 |
-11,459,399 |
1.48 |
0.048 |
0.047 |
61,945 |
| 0 |
2 |
0 |
0 |
0 |
1.37 |
0.082 |
0.082 |
0 |
| 1 |
101 |
29,077,208 |
29,077,208 |
41,073,789 |
1.61 |
0.186 |
0.192 |
6,134,598 |
| IDN |
1 |
2 |
1,645,005 |
1,645,005 |
221,049 |
0.16 |
0.078 |
0.078 |
113,069 |
| IND |
1 |
4 |
1,585,414 |
1,585,414 |
570,117 |
0.40 |
0.077 |
0.050 |
196,671 |
| JPN |
-1 |
147 |
-56,565,823 |
-56,565,823 |
-40,475,834 |
0.75 |
-0.013 |
-0.011 |
1,018,223 |
| 0 |
12 |
0 |
0 |
0 |
0.83 |
0.014 |
0.024 |
0 |
| 1 |
116 |
61,886,832 |
61,886,832 |
34,079,018 |
0.62 |
0.084 |
0.079 |
5,997,916 |
| KOR |
-1 |
45 |
-10,057,858 |
-10,057,858 |
-6,066,472 |
0.59 |
-0.172 |
-0.162 |
1,916,162 |
| 0 |
2 |
0 |
0 |
0 |
0.88 |
-0.143 |
-0.143 |
0 |
| 1 |
2 |
66,392 |
66,392 |
34,538 |
0.54 |
0.063 |
0.063 |
4,933 |
| MYS |
1 |
2 |
569,371 |
569,371 |
129,609 |
0.24 |
0.102 |
0.102 |
56,466 |
| NZL |
-1 |
1 |
-1,854,661 |
-1,854,661 |
-504,902 |
0.27 |
-0.218 |
-0.218 |
403,498 |
| PHL |
1 |
2 |
231,757 |
231,757 |
19,396 |
0.22 |
0.192 |
0.192 |
51,803 |
| SGP |
-1 |
5 |
-2,125,085 |
-2,125,085 |
-1,658,188 |
0.65 |
-0.007 |
0.006 |
59,543 |
| 0 |
1 |
0 |
0 |
0 |
0.67 |
0.082 |
0.082 |
0 |
| 1 |
7 |
2,798,585 |
2,798,585 |
955,682 |
0.40 |
0.074 |
0.070 |
197,452 |
| THA |
-1 |
16 |
-8,638,231 |
-8,638,231 |
-2,190,638 |
0.34 |
-0.031 |
-0.039 |
530,625 |
| 0 |
2 |
0 |
0 |
0 |
0.12 |
-0.002 |
-0.002 |
0 |
| 1 |
15 |
8,766,995 |
8,766,995 |
1,822,041 |
0.32 |
0.102 |
0.111 |
1,271,304 |
| TWN |
-1 |
56 |
-12,407,046 |
-12,407,046 |
-10,836,150 |
0.92 |
-0.037 |
-0.036 |
629,101 |
| 0 |
1 |
0 |
0 |
0 |
1.10 |
0.104 |
0.104 |
0 |
| 1 |
37 |
20,008,112 |
20,008,112 |
11,594,019 |
0.76 |
0.105 |
0.102 |
2,746,373 |