Generated at 15:41 on Thursday 05/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-198,709,545 |
| 0 |
19 |
0 |
| 1 |
462 |
202,013,499 |
|
target_notional |
| target_notional |
3,303,954 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,391,426 |
3,303,954 |
40,276,819 |
400,723,044 |
1 |
-0.006 |
0.008 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,980,497 |
| 0 |
0 |
| 1 |
174,589,071 |
|
alpha_notional |
| alpha_notional |
40,276,819 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,464,865 |
| 0 |
0 |
| 1 |
22,811,954 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-9,980,693 |
31,351,201 |
1 |
-0.318 |
0.078 |
| CHN |
418 |
-11,165,435 |
137,115,658 |
1 |
-0.081 |
0.342 |
| HKG |
137 |
17,375,768 |
40,725,769 |
1 |
0.427 |
0.102 |
| IDN |
2 |
1,290,234 |
1,290,234 |
1 |
1.000 |
0.003 |
| IND |
4 |
1,558,060 |
1,558,060 |
1 |
1.000 |
0.004 |
| JPN |
269 |
4,184,354 |
118,090,716 |
1 |
0.035 |
0.295 |
| KOR |
48 |
-10,000,523 |
10,501,025 |
1 |
-0.952 |
0.026 |
| MYS |
3 |
607,741 |
607,741 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,854,671 |
1,854,671 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
236,816 |
236,816 |
1 |
1.000 |
0.001 |
| SGP |
13 |
1,278,394 |
5,211,245 |
1 |
0.245 |
0.013 |
| THA |
33 |
2,980,038 |
18,962,733 |
1 |
0.157 |
0.047 |
| TWN |
96 |
6,793,871 |
33,217,174 |
1 |
0.205 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-20,665,947 |
| 0 |
2 |
0 |
| 1 |
14 |
10,685,254 |
| CHN |
-1 |
256 |
-74,140,547 |
| 0 |
4 |
0 |
| 1 |
158 |
62,975,111 |
| HKG |
-1 |
35 |
-11,675,001 |
| 0 |
2 |
0 |
| 1 |
100 |
29,050,769 |
| IDN |
1 |
2 |
1,290,234 |
| IND |
1 |
4 |
1,558,060 |
| JPN |
-1 |
146 |
-56,953,181 |
| 0 |
6 |
0 |
| 1 |
117 |
61,137,535 |
| KOR |
-1 |
45 |
-10,250,774 |
| 1 |
3 |
250,251 |
| MYS |
1 |
3 |
607,741 |
| NZL |
-1 |
1 |
-1,854,671 |
| PHL |
1 |
2 |
236,816 |
| SGP |
-1 |
5 |
-1,966,426 |
| 0 |
1 |
0 |
| 1 |
7 |
3,244,819 |
| THA |
-1 |
14 |
-7,991,347 |
| 0 |
2 |
0 |
| 1 |
17 |
10,971,385 |
| TWN |
-1 |
59 |
-13,211,651 |
| 0 |
2 |
0 |
| 1 |
35 |
20,005,523 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-20,665,947 |
-20,665,947 |
-11,959,411 |
0.60 |
-0.083 |
-0.082 |
1,935,844 |
| 0 |
2 |
0 |
0 |
0 |
0.30 |
0.011 |
0.011 |
0 |
| 1 |
14 |
10,685,254 |
10,685,254 |
3,228,900 |
0.33 |
0.046 |
0.041 |
473,545 |
| CHN |
-1 |
256 |
-74,140,547 |
-74,140,547 |
-90,689,742 |
1.39 |
-0.131 |
-0.133 |
11,058,420 |
| 0 |
4 |
0 |
0 |
0 |
1.41 |
-0.110 |
-0.094 |
0 |
| 1 |
158 |
62,975,111 |
62,975,111 |
80,391,980 |
1.36 |
0.054 |
0.051 |
5,392,871 |
| HKG |
-1 |
35 |
-11,675,001 |
-11,675,001 |
-10,860,879 |
1.49 |
0.048 |
0.037 |
-138,154 |
| 0 |
2 |
0 |
0 |
0 |
1.43 |
0.107 |
0.107 |
0 |
| 1 |
100 |
29,050,769 |
29,050,769 |
41,108,517 |
1.62 |
0.183 |
0.185 |
6,229,330 |
| IDN |
1 |
2 |
1,290,234 |
1,290,234 |
182,866 |
0.16 |
0.085 |
0.085 |
104,163 |
| IND |
1 |
4 |
1,558,060 |
1,558,060 |
558,265 |
0.40 |
0.080 |
0.058 |
195,672 |
| JPN |
-1 |
146 |
-56,953,181 |
-56,953,181 |
-41,691,495 |
0.76 |
-0.016 |
-0.017 |
1,469,411 |
| 0 |
6 |
0 |
0 |
0 |
0.88 |
0.040 |
0.064 |
0 |
| 1 |
117 |
61,137,535 |
61,137,535 |
33,920,005 |
0.63 |
0.081 |
0.075 |
5,803,570 |
| KOR |
-1 |
45 |
-10,250,774 |
-10,250,774 |
-6,168,249 |
0.59 |
-0.164 |
-0.152 |
1,923,493 |
| 1 |
3 |
250,251 |
250,251 |
135,915 |
0.61 |
0.042 |
0.068 |
15,046 |
| MYS |
1 |
3 |
607,741 |
607,741 |
139,054 |
0.25 |
0.131 |
0.117 |
65,786 |
| NZL |
-1 |
1 |
-1,854,671 |
-1,854,671 |
-504,905 |
0.27 |
-0.212 |
-0.212 |
392,431 |
| PHL |
1 |
2 |
236,816 |
236,816 |
19,670 |
0.22 |
0.165 |
0.165 |
37,727 |
| SGP |
-1 |
5 |
-1,966,426 |
-1,966,426 |
-1,569,798 |
0.67 |
-0.007 |
0.004 |
56,953 |
| 0 |
1 |
0 |
0 |
0 |
0.59 |
0.013 |
0.013 |
0 |
| 1 |
7 |
3,244,819 |
3,244,819 |
1,072,688 |
0.40 |
0.082 |
0.083 |
255,841 |
| THA |
-1 |
14 |
-7,991,347 |
-7,991,347 |
-2,038,549 |
0.33 |
-0.012 |
-0.018 |
32,368 |
| 0 |
2 |
0 |
0 |
0 |
0.04 |
0.006 |
0.006 |
0 |
| 1 |
17 |
10,971,385 |
10,971,385 |
2,234,859 |
0.31 |
0.126 |
0.125 |
1,827,614 |
| TWN |
-1 |
59 |
-13,211,651 |
-13,211,651 |
-11,497,468 |
0.93 |
-0.048 |
-0.057 |
734,098 |
| 0 |
2 |
0 |
0 |
0 |
0.50 |
0.101 |
0.101 |
0 |
| 1 |
35 |
20,005,523 |
20,005,523 |
11,596,353 |
0.77 |
0.087 |
0.080 |
2,410,790 |