Generated at 17:06 on Monday 05/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
626 |
-200,533,727 |
| 0 |
19 |
0 |
| 1 |
462 |
201,553,781 |
|
target_notional |
| target_notional |
1,020,054 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,757,606 |
1,020,054 |
39,159,718 |
402,087,508 |
1 |
-0.007 |
0.003 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,134,001 |
| 0 |
0 |
| 1 |
174,376,396 |
|
alpha_notional |
| alpha_notional |
39,159,718 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,327,768 |
| 0 |
0 |
| 1 |
21,831,951 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
65 |
-9,997,527 |
30,506,242 |
1 |
-0.328 |
0.076 |
| CHN |
430 |
-12,471,799 |
138,393,207 |
1 |
-0.090 |
0.344 |
| HKG |
132 |
17,970,054 |
39,955,273 |
1 |
0.450 |
0.099 |
| IDN |
2 |
1,302,108 |
1,302,108 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,321,201 |
1,321,201 |
1 |
1.000 |
0.003 |
| JPN |
282 |
-497,581 |
117,833,548 |
1 |
-0.004 |
0.293 |
| KOR |
51 |
-9,997,549 |
11,128,908 |
1 |
-0.898 |
0.028 |
| MYS |
3 |
605,594 |
605,594 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,854,663 |
1,854,663 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
242,777 |
242,777 |
1 |
1.000 |
0.001 |
| SGP |
11 |
2,375,043 |
6,094,696 |
1 |
0.390 |
0.015 |
| THA |
32 |
5,351,941 |
19,738,215 |
1 |
0.271 |
0.049 |
| TWN |
94 |
6,670,457 |
33,111,077 |
1 |
0.201 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-20,251,885 |
| 1 |
15 |
10,254,357 |
| CHN |
-1 |
266 |
-75,432,503 |
| 0 |
5 |
0 |
| 1 |
159 |
62,960,704 |
| HKG |
-1 |
34 |
-10,992,609 |
| 0 |
2 |
0 |
| 1 |
96 |
28,962,664 |
| IDN |
1 |
2 |
1,302,108 |
| IND |
1 |
2 |
1,321,201 |
| JPN |
-1 |
154 |
-59,165,564 |
| 0 |
10 |
0 |
| 1 |
118 |
58,667,984 |
| KOR |
-1 |
45 |
-10,563,228 |
| 1 |
6 |
565,679 |
| MYS |
1 |
3 |
605,594 |
| NZL |
-1 |
1 |
-1,854,663 |
| PHL |
1 |
2 |
242,777 |
| SGP |
-1 |
4 |
-1,859,827 |
| 1 |
7 |
4,234,869 |
| THA |
-1 |
13 |
-7,193,137 |
| 0 |
2 |
0 |
| 1 |
17 |
12,545,078 |
| TWN |
-1 |
59 |
-13,220,310 |
| 1 |
35 |
19,890,767 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-20,251,885 |
-20,251,885 |
-11,556,399 |
0.59 |
-0.087 |
-0.080 |
1,862,954 |
| 1 |
15 |
10,254,357 |
10,254,357 |
3,397,670 |
0.33 |
0.039 |
0.038 |
457,352 |
| CHN |
-1 |
266 |
-75,432,503 |
-75,432,503 |
-89,823,555 |
1.40 |
-0.108 |
-0.109 |
9,410,364 |
| 0 |
5 |
0 |
0 |
0 |
1.31 |
-0.088 |
-0.129 |
0 |
| 1 |
159 |
62,960,704 |
62,960,704 |
80,044,798 |
1.36 |
0.069 |
0.064 |
5,933,290 |
| HKG |
-1 |
34 |
-10,992,609 |
-10,992,609 |
-9,812,216 |
1.48 |
0.049 |
0.043 |
67,954 |
| 0 |
2 |
0 |
0 |
0 |
1.41 |
0.138 |
0.138 |
0 |
| 1 |
96 |
28,962,664 |
28,962,664 |
41,493,697 |
1.65 |
0.186 |
0.188 |
6,468,999 |
| IDN |
1 |
2 |
1,302,108 |
1,302,108 |
184,620 |
0.16 |
0.101 |
0.101 |
128,874 |
| IND |
1 |
2 |
1,321,201 |
1,321,201 |
461,083 |
0.35 |
0.086 |
0.086 |
129,780 |
| JPN |
-1 |
154 |
-59,165,564 |
-59,165,564 |
-44,131,308 |
0.77 |
-0.037 |
-0.037 |
2,668,913 |
| 0 |
10 |
0 |
0 |
0 |
0.75 |
-0.005 |
-0.005 |
0 |
| 1 |
118 |
58,667,984 |
58,667,984 |
32,835,691 |
0.66 |
0.051 |
0.049 |
3,892,336 |
| KOR |
-1 |
45 |
-10,563,228 |
-10,563,228 |
-6,335,069 |
0.59 |
-0.185 |
-0.180 |
2,238,690 |
| 1 |
6 |
565,679 |
565,679 |
310,050 |
0.49 |
0.018 |
0.023 |
10,888 |
| MYS |
1 |
3 |
605,594 |
605,594 |
138,590 |
0.25 |
0.080 |
0.079 |
47,263 |
| NZL |
-1 |
1 |
-1,854,663 |
-1,854,663 |
-504,903 |
0.27 |
-0.174 |
-0.174 |
322,638 |
| PHL |
1 |
2 |
242,777 |
242,777 |
20,116 |
0.22 |
0.103 |
0.103 |
22,987 |
| SGP |
-1 |
4 |
-1,859,827 |
-1,859,827 |
-1,490,541 |
0.70 |
-0.015 |
-0.011 |
43,335 |
| 1 |
7 |
4,234,869 |
4,234,869 |
1,450,625 |
0.40 |
0.091 |
0.087 |
398,725 |
| THA |
-1 |
13 |
-7,193,137 |
-7,193,137 |
-1,965,869 |
0.35 |
-0.024 |
-0.031 |
112,120 |
| 0 |
2 |
0 |
0 |
0 |
0.12 |
-0.039 |
-0.039 |
0 |
| 1 |
17 |
12,545,078 |
12,545,078 |
2,517,327 |
0.31 |
0.106 |
0.092 |
1,935,818 |
| TWN |
-1 |
59 |
-13,220,310 |
-13,220,310 |
-11,514,141 |
0.92 |
-0.041 |
-0.044 |
600,799 |
| 1 |
35 |
19,890,767 |
19,890,767 |
11,522,130 |
0.77 |
0.086 |
0.071 |
2,405,638 |