Generated at 15:20 on Wednesday 05/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-198,036,034 |
| 0 |
20 |
0 |
| 1 |
462 |
201,627,186 |
|
target_notional |
| target_notional |
3,591,152 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-537,861 |
3,591,152 |
40,387,187 |
399,663,220 |
1 |
-0.001 |
0.009 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,005,349 |
| 0 |
0 |
| 1 |
174,467,488 |
|
alpha_notional |
| alpha_notional |
40,387,187 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,229,081 |
| 0 |
0 |
| 1 |
23,158,106 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-9,972,146 |
32,390,644 |
1 |
-0.308 |
0.081 |
| CHN |
420 |
-9,941,680 |
135,908,022 |
1 |
-0.073 |
0.340 |
| HKG |
138 |
16,719,164 |
41,071,061 |
1 |
0.407 |
0.103 |
| IDN |
2 |
1,308,800 |
1,308,800 |
1 |
1.000 |
0.003 |
| IND |
4 |
1,586,031 |
1,586,031 |
1 |
1.000 |
0.004 |
| JPN |
266 |
5,365,051 |
117,080,547 |
1 |
0.046 |
0.293 |
| KOR |
48 |
-9,999,317 |
10,458,359 |
1 |
-0.956 |
0.026 |
| MYS |
2 |
569,141 |
569,141 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,658 |
1,854,658 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
236,208 |
236,208 |
1 |
1.000 |
0.001 |
| SGP |
12 |
1,037,702 |
5,091,980 |
1 |
0.204 |
0.013 |
| THA |
34 |
1,577,529 |
18,889,080 |
1 |
0.084 |
0.047 |
| TWN |
94 |
6,959,327 |
33,218,688 |
1 |
0.210 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-21,181,395 |
| 0 |
4 |
0 |
| 1 |
14 |
11,209,249 |
| CHN |
-1 |
257 |
-72,924,851 |
| 0 |
4 |
0 |
| 1 |
159 |
62,983,171 |
| HKG |
-1 |
36 |
-12,175,948 |
| 0 |
2 |
0 |
| 1 |
100 |
28,895,112 |
| IDN |
1 |
2 |
1,308,800 |
| IND |
1 |
4 |
1,586,031 |
| JPN |
-1 |
143 |
-55,857,748 |
| 0 |
7 |
0 |
| 1 |
116 |
61,222,799 |
| KOR |
-1 |
45 |
-10,228,838 |
| 1 |
3 |
229,521 |
| MYS |
1 |
2 |
569,141 |
| NZL |
-1 |
1 |
-1,854,658 |
| PHL |
1 |
2 |
236,208 |
| SGP |
-1 |
5 |
-2,027,139 |
| 1 |
7 |
3,064,841 |
| THA |
-1 |
15 |
-8,655,776 |
| 0 |
2 |
0 |
| 1 |
17 |
10,233,305 |
| TWN |
-1 |
57 |
-13,129,680 |
| 0 |
1 |
0 |
| 1 |
36 |
20,089,008 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-21,181,395 |
-21,181,395 |
-12,400,527 |
0.63 |
-0.086 |
-0.079 |
2,017,155 |
| 0 |
4 |
0 |
0 |
0 |
0.23 |
-0.019 |
-0.026 |
0 |
| 1 |
14 |
11,209,249 |
11,209,249 |
3,235,714 |
0.33 |
0.047 |
0.049 |
543,772 |
| CHN |
-1 |
257 |
-72,924,851 |
-72,924,851 |
-88,845,388 |
1.39 |
-0.127 |
-0.128 |
10,472,342 |
| 0 |
4 |
0 |
0 |
0 |
1.75 |
-0.126 |
-0.147 |
0 |
| 1 |
159 |
62,983,171 |
62,983,171 |
80,668,678 |
1.37 |
0.060 |
0.056 |
5,910,414 |
| HKG |
-1 |
36 |
-12,175,948 |
-12,175,948 |
-11,509,559 |
1.49 |
0.046 |
0.044 |
-19,089 |
| 0 |
2 |
0 |
0 |
0 |
0.94 |
0.052 |
0.052 |
0 |
| 1 |
100 |
28,895,112 |
28,895,112 |
40,837,656 |
1.62 |
0.182 |
0.178 |
6,071,084 |
| IDN |
1 |
2 |
1,308,800 |
1,308,800 |
184,142 |
0.16 |
0.069 |
0.069 |
74,441 |
| IND |
1 |
4 |
1,586,031 |
1,586,031 |
570,320 |
0.40 |
0.077 |
0.058 |
178,468 |
| JPN |
-1 |
143 |
-55,857,748 |
-55,857,748 |
-40,443,945 |
0.76 |
-0.013 |
-0.009 |
1,083,578 |
| 0 |
7 |
0 |
0 |
0 |
0.53 |
-0.016 |
0.027 |
0 |
| 1 |
116 |
61,222,799 |
61,222,799 |
33,914,683 |
0.62 |
0.085 |
0.081 |
6,055,588 |
| KOR |
-1 |
45 |
-10,228,838 |
-10,228,838 |
-6,159,203 |
0.59 |
-0.186 |
-0.177 |
2,136,493 |
| 1 |
3 |
229,521 |
229,521 |
122,269 |
0.61 |
0.034 |
0.053 |
16,112 |
| MYS |
1 |
2 |
569,141 |
569,141 |
129,557 |
0.24 |
0.107 |
0.107 |
60,317 |
| NZL |
-1 |
1 |
-1,854,658 |
-1,854,658 |
-504,901 |
0.27 |
-0.218 |
-0.218 |
404,979 |
| PHL |
1 |
2 |
236,208 |
236,208 |
19,644 |
0.22 |
0.188 |
0.188 |
44,702 |
| SGP |
-1 |
5 |
-2,027,139 |
-2,027,139 |
-1,604,515 |
0.65 |
-0.002 |
0.011 |
51,153 |
| 1 |
7 |
3,064,841 |
3,064,841 |
1,019,840 |
0.40 |
0.087 |
0.082 |
263,431 |
| THA |
-1 |
15 |
-8,655,776 |
-8,655,776 |
-2,150,964 |
0.32 |
-0.018 |
-0.028 |
258,811 |
| 0 |
2 |
0 |
0 |
0 |
0.23 |
0.035 |
0.035 |
0 |
| 1 |
17 |
10,233,305 |
10,233,305 |
2,090,687 |
0.31 |
0.124 |
0.126 |
1,580,091 |
| TWN |
-1 |
57 |
-13,129,680 |
-13,129,680 |
-11,386,345 |
0.91 |
-0.054 |
-0.057 |
823,659 |
| 0 |
1 |
0 |
0 |
0 |
0.32 |
-0.000 |
-0.000 |
0 |
| 1 |
36 |
20,089,008 |
20,089,008 |
11,674,298 |
0.77 |
0.083 |
0.074 |
2,359,686 |