Generated at 15:18 on Tuesday 05/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
629 |
-198,318,914 |
| 0 |
16 |
0 |
| 1 |
466 |
201,301,835 |
|
target_notional |
| target_notional |
2,982,921 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
34,742 |
2,982,921 |
39,055,601 |
399,620,749 |
1 |
0.000 |
0.007 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,396,291 |
| 0 |
0 |
| 1 |
174,431,033 |
|
alpha_notional |
| alpha_notional |
39,055,601 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,438,655 |
| 0 |
0 |
| 1 |
21,616,946 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-10,017,047 |
29,396,546 |
1 |
-0.341 |
0.074 |
| CHN |
430 |
-10,004,216 |
135,941,624 |
1 |
-0.074 |
0.340 |
| HKG |
133 |
18,155,355 |
39,952,994 |
1 |
0.454 |
0.100 |
| IDN |
2 |
1,289,263 |
1,289,263 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,311,618 |
1,311,618 |
1 |
1.000 |
0.003 |
| JPN |
281 |
-1,662,625 |
118,926,128 |
1 |
-0.014 |
0.298 |
| KOR |
52 |
-9,997,083 |
11,587,884 |
1 |
-0.863 |
0.029 |
| MYS |
3 |
603,749 |
603,749 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,854,642 |
1,854,642 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
240,720 |
240,720 |
1 |
1.000 |
0.001 |
| SGP |
11 |
2,427,509 |
6,110,905 |
1 |
0.397 |
0.015 |
| THA |
31 |
5,893,896 |
19,490,610 |
1 |
0.302 |
0.049 |
| TWN |
94 |
6,596,423 |
32,914,067 |
1 |
0.200 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-19,706,796 |
| 0 |
1 |
0 |
| 1 |
18 |
9,689,750 |
| CHN |
-1 |
268 |
-72,972,920 |
| 0 |
1 |
0 |
| 1 |
161 |
62,968,704 |
| HKG |
-1 |
34 |
-10,898,819 |
| 0 |
3 |
0 |
| 1 |
96 |
29,054,175 |
| IDN |
1 |
2 |
1,289,263 |
| IND |
1 |
2 |
1,311,618 |
| JPN |
-1 |
156 |
-60,294,376 |
| 0 |
9 |
0 |
| 1 |
116 |
58,631,751 |
| KOR |
-1 |
45 |
-10,792,484 |
| 1 |
7 |
795,400 |
| MYS |
1 |
3 |
603,749 |
| NZL |
-1 |
1 |
-1,854,642 |
| PHL |
1 |
2 |
240,720 |
| SGP |
-1 |
4 |
-1,841,698 |
| 1 |
7 |
4,269,207 |
| THA |
-1 |
12 |
-6,798,357 |
| 0 |
2 |
0 |
| 1 |
17 |
12,692,253 |
| TWN |
-1 |
59 |
-13,158,822 |
| 1 |
35 |
19,755,245 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-19,706,796 |
-19,706,796 |
-11,408,572 |
0.59 |
-0.094 |
-0.088 |
2,038,934 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
-0.120 |
-0.120 |
0 |
| 1 |
18 |
9,689,750 |
9,689,750 |
3,282,452 |
0.33 |
0.019 |
0.024 |
261,140 |
| CHN |
-1 |
268 |
-72,972,920 |
-72,972,920 |
-86,153,543 |
1.39 |
-0.105 |
-0.109 |
9,108,248 |
| 0 |
1 |
0 |
0 |
0 |
1.30 |
-0.233 |
-0.233 |
0 |
| 1 |
161 |
62,968,704 |
62,968,704 |
79,850,627 |
1.36 |
0.073 |
0.072 |
6,265,656 |
| HKG |
-1 |
34 |
-10,898,819 |
-10,898,819 |
-9,849,573 |
1.46 |
0.043 |
0.043 |
173,363 |
| 0 |
3 |
0 |
0 |
0 |
1.37 |
0.125 |
0.078 |
0 |
| 1 |
96 |
29,054,175 |
29,054,175 |
41,779,379 |
1.66 |
0.181 |
0.185 |
6,233,969 |
| IDN |
1 |
2 |
1,289,263 |
1,289,263 |
183,585 |
0.16 |
0.122 |
0.122 |
169,531 |
| IND |
1 |
2 |
1,311,618 |
1,311,618 |
457,712 |
0.35 |
0.080 |
0.080 |
119,649 |
| JPN |
-1 |
156 |
-60,294,376 |
-60,294,376 |
-45,280,638 |
0.76 |
-0.038 |
-0.041 |
2,867,371 |
| 0 |
9 |
0 |
0 |
0 |
0.88 |
-0.031 |
-0.018 |
0 |
| 1 |
116 |
58,631,751 |
58,631,751 |
32,803,601 |
0.66 |
0.048 |
0.047 |
3,741,848 |
| KOR |
-1 |
45 |
-10,792,484 |
-10,792,484 |
-6,370,860 |
0.59 |
-0.184 |
-0.179 |
2,441,690 |
| 1 |
7 |
795,400 |
795,400 |
438,785 |
0.49 |
0.018 |
0.015 |
22,698 |
| MYS |
1 |
3 |
603,749 |
603,749 |
138,167 |
0.25 |
0.099 |
0.103 |
61,473 |
| NZL |
-1 |
1 |
-1,854,642 |
-1,854,642 |
-504,897 |
0.27 |
-0.200 |
-0.200 |
370,061 |
| PHL |
1 |
2 |
240,720 |
240,720 |
19,992 |
0.22 |
0.129 |
0.129 |
29,266 |
| SGP |
-1 |
4 |
-1,841,698 |
-1,841,698 |
-1,479,807 |
0.70 |
-0.028 |
-0.028 |
63,973 |
| 1 |
7 |
4,269,207 |
4,269,207 |
1,462,695 |
0.40 |
0.083 |
0.084 |
362,490 |
| THA |
-1 |
12 |
-6,798,357 |
-6,798,357 |
-1,885,394 |
0.35 |
-0.007 |
-0.012 |
-28,483 |
| 0 |
2 |
0 |
0 |
0 |
0.11 |
-0.020 |
-0.020 |
0 |
| 1 |
17 |
12,692,253 |
12,692,253 |
2,572,248 |
0.31 |
0.103 |
0.112 |
1,832,775 |
| TWN |
-1 |
59 |
-13,158,822 |
-13,158,822 |
-11,463,008 |
0.92 |
-0.030 |
-0.036 |
403,498 |
| 1 |
35 |
19,755,245 |
19,755,245 |
11,441,789 |
0.77 |
0.091 |
0.079 |
2,516,450 |