Generated at 15:17 on Sunday 05/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-196,979,614 |
| 0 |
22 |
0 |
| 1 |
457 |
202,173,361 |
|
target_notional |
| target_notional |
5,193,746 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-621,224 |
5,193,746 |
39,249,119 |
399,152,975 |
1 |
-0.002 |
0.013 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,742,047 |
| 0 |
0 |
| 1 |
175,120,823 |
|
alpha_notional |
| alpha_notional |
39,249,119 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,030,898 |
| 0 |
0 |
| 1 |
22,218,221 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,986,892 |
31,260,481 |
1 |
-0.319 |
0.078 |
| CHN |
416 |
-9,938,667 |
135,731,308 |
1 |
-0.073 |
0.340 |
| HKG |
137 |
17,707,027 |
40,834,121 |
1 |
0.434 |
0.102 |
| IDN |
2 |
1,289,449 |
1,289,449 |
1 |
1.000 |
0.003 |
| IND |
4 |
1,316,478 |
1,316,478 |
1 |
1.000 |
0.003 |
| JPN |
274 |
2,512,536 |
117,176,468 |
1 |
0.021 |
0.294 |
| KOR |
48 |
-9,991,938 |
10,642,931 |
1 |
-0.939 |
0.027 |
| MYS |
3 |
605,534 |
605,534 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,853,429 |
1,853,429 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
244,715 |
244,715 |
1 |
1.000 |
0.001 |
| SGP |
12 |
1,833,682 |
5,671,598 |
1 |
0.323 |
0.014 |
| THA |
32 |
4,857,649 |
19,124,118 |
1 |
0.254 |
0.048 |
| TWN |
94 |
6,597,602 |
33,402,346 |
1 |
0.198 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
45 |
-20,623,686 |
| 0 |
2 |
0 |
| 1 |
15 |
10,636,795 |
| CHN |
-1 |
254 |
-72,834,988 |
| 0 |
3 |
0 |
| 1 |
159 |
62,896,320 |
| HKG |
-1 |
35 |
-11,563,547 |
| 0 |
5 |
0 |
| 1 |
97 |
29,270,574 |
| IDN |
1 |
2 |
1,289,449 |
| IND |
0 |
2 |
0 |
| 1 |
2 |
1,316,478 |
| JPN |
-1 |
152 |
-57,331,966 |
| 0 |
7 |
0 |
| 1 |
115 |
59,844,502 |
| KOR |
-1 |
45 |
-10,317,434 |
| 1 |
3 |
325,497 |
| MYS |
1 |
3 |
605,534 |
| NZL |
-1 |
1 |
-1,853,429 |
| PHL |
1 |
2 |
244,715 |
| SGP |
-1 |
4 |
-1,918,958 |
| 0 |
1 |
0 |
| 1 |
7 |
3,752,640 |
| THA |
-1 |
13 |
-7,133,234 |
| 0 |
2 |
0 |
| 1 |
17 |
11,990,883 |
| TWN |
-1 |
59 |
-13,402,372 |
| 1 |
35 |
19,999,974 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
45 |
-20,623,686 |
-20,623,686 |
-11,701,167 |
0.61 |
-0.098 |
-0.094 |
2,161,326 |
| 0 |
2 |
0 |
0 |
0 |
0.41 |
-0.043 |
-0.043 |
0 |
| 1 |
15 |
10,636,795 |
10,636,795 |
3,474,869 |
0.33 |
0.036 |
0.039 |
413,671 |
| CHN |
-1 |
254 |
-72,834,988 |
-72,834,988 |
-89,328,091 |
1.38 |
-0.113 |
-0.118 |
9,642,232 |
| 0 |
3 |
0 |
0 |
0 |
1.31 |
-0.080 |
-0.110 |
0 |
| 1 |
159 |
62,896,320 |
62,896,320 |
80,206,033 |
1.36 |
0.068 |
0.067 |
6,048,398 |
| HKG |
-1 |
35 |
-11,563,547 |
-11,563,547 |
-10,767,520 |
1.49 |
0.050 |
0.045 |
-130,107 |
| 0 |
5 |
0 |
0 |
0 |
1.09 |
0.057 |
0.067 |
0 |
| 1 |
97 |
29,270,574 |
29,270,574 |
41,379,391 |
1.64 |
0.183 |
0.185 |
6,330,293 |
| IDN |
1 |
2 |
1,289,449 |
1,289,449 |
181,613 |
0.16 |
0.115 |
0.115 |
134,081 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.44 |
0.010 |
0.010 |
0 |
| 1 |
2 |
1,316,478 |
1,316,478 |
459,402 |
0.35 |
0.080 |
0.080 |
119,980 |
| JPN |
-1 |
152 |
-57,331,966 |
-57,331,966 |
-42,117,085 |
0.76 |
-0.027 |
-0.024 |
2,126,241 |
| 0 |
7 |
0 |
0 |
0 |
0.31 |
0.022 |
0.035 |
0 |
| 1 |
115 |
59,844,502 |
59,844,502 |
33,783,963 |
0.65 |
0.065 |
0.062 |
4,606,864 |
| KOR |
-1 |
45 |
-10,317,434 |
-10,317,434 |
-6,201,447 |
0.59 |
-0.168 |
-0.160 |
1,962,597 |
| 1 |
3 |
325,497 |
325,497 |
182,446 |
0.61 |
0.038 |
0.064 |
16,778 |
| MYS |
1 |
3 |
605,534 |
605,534 |
138,575 |
0.25 |
0.097 |
0.100 |
53,162 |
| NZL |
-1 |
1 |
-1,853,429 |
-1,853,429 |
-504,567 |
0.27 |
-0.199 |
-0.199 |
368,812 |
| PHL |
1 |
2 |
244,715 |
244,715 |
20,184 |
0.22 |
0.114 |
0.114 |
23,743 |
| SGP |
-1 |
4 |
-1,918,958 |
-1,918,958 |
-1,544,153 |
0.70 |
-0.017 |
-0.004 |
53,636 |
| 0 |
1 |
0 |
0 |
0 |
0.59 |
0.034 |
0.034 |
0 |
| 1 |
7 |
3,752,640 |
3,752,640 |
1,275,992 |
0.40 |
0.090 |
0.087 |
337,861 |
| THA |
-1 |
13 |
-7,133,234 |
-7,133,234 |
-1,902,490 |
0.34 |
-0.004 |
-0.020 |
7,966 |
| 0 |
2 |
0 |
0 |
0 |
0.07 |
-0.026 |
-0.026 |
0 |
| 1 |
17 |
11,990,883 |
11,990,883 |
2,409,726 |
0.31 |
0.126 |
0.116 |
2,045,653 |
| TWN |
-1 |
59 |
-13,402,372 |
-13,402,372 |
-11,675,528 |
0.92 |
-0.059 |
-0.062 |
838,194 |
| 1 |
35 |
19,999,974 |
19,999,974 |
11,608,628 |
0.77 |
0.075 |
0.074 |
2,087,737 |