Generated at 15:57 on Wednesday 05/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
628 |
-200,379,492 |
| 0 |
28 |
0 |
| 1 |
468 |
201,369,469 |
|
target_notional |
| target_notional |
989,977 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,880,829 |
989,977 |
38,991,548 |
401,748,961 |
1 |
-0.005 |
0.002 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,563,409 |
| 0 |
0 |
| 1 |
174,682,580 |
|
alpha_notional |
| alpha_notional |
38,991,548 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,355,579 |
| 0 |
0 |
| 1 |
21,635,968 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-10,005,120 |
28,859,041 |
1 |
-0.347 |
0.072 |
| CHN |
431 |
-12,324,393 |
138,288,891 |
1 |
-0.089 |
0.344 |
| HKG |
136 |
17,826,986 |
40,220,167 |
1 |
0.443 |
0.100 |
| IDN |
2 |
1,280,653 |
1,280,653 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,260,083 |
1,260,083 |
1 |
1.000 |
0.003 |
| JPN |
285 |
-1,955,449 |
119,758,465 |
1 |
-0.016 |
0.298 |
| KOR |
54 |
-9,994,446 |
11,711,368 |
1 |
-0.853 |
0.029 |
| MYS |
3 |
603,116 |
603,116 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,854,655 |
1,854,655 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
245,319 |
245,319 |
1 |
1.000 |
0.001 |
| SGP |
11 |
2,486,101 |
6,110,912 |
1 |
0.407 |
0.015 |
| THA |
31 |
6,751,990 |
18,603,852 |
1 |
0.363 |
0.046 |
| TWN |
94 |
6,669,792 |
32,952,439 |
1 |
0.202 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-19,432,081 |
| 0 |
5 |
0 |
| 1 |
20 |
9,426,960 |
| CHN |
-1 |
266 |
-75,306,642 |
| 0 |
5 |
0 |
| 1 |
160 |
62,982,249 |
| HKG |
-1 |
38 |
-11,196,590 |
| 0 |
5 |
0 |
| 1 |
93 |
29,023,577 |
| IDN |
1 |
2 |
1,280,653 |
| IND |
1 |
2 |
1,260,083 |
| JPN |
-1 |
157 |
-60,856,957 |
| 0 |
8 |
0 |
| 1 |
120 |
58,901,508 |
| KOR |
-1 |
45 |
-10,852,907 |
| 0 |
2 |
0 |
| 1 |
7 |
858,461 |
| MYS |
1 |
3 |
603,116 |
| NZL |
-1 |
1 |
-1,854,655 |
| PHL |
1 |
2 |
245,319 |
| SGP |
-1 |
4 |
-1,812,406 |
| 1 |
7 |
4,298,507 |
| THA |
-1 |
11 |
-5,925,931 |
| 0 |
3 |
0 |
| 1 |
17 |
12,677,921 |
| TWN |
-1 |
59 |
-13,141,323 |
| 1 |
35 |
19,811,115 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-19,432,081 |
-19,432,081 |
-11,314,651 |
0.62 |
-0.094 |
-0.087 |
1,973,797 |
| 0 |
5 |
0 |
0 |
0 |
0.33 |
0.000 |
0.010 |
0 |
| 1 |
20 |
9,426,960 |
9,426,960 |
3,142,056 |
0.30 |
0.024 |
0.030 |
325,316 |
| CHN |
-1 |
266 |
-75,306,642 |
-75,306,642 |
-87,277,346 |
1.40 |
-0.100 |
-0.104 |
8,995,821 |
| 0 |
5 |
0 |
0 |
0 |
1.36 |
-0.042 |
-0.015 |
0 |
| 1 |
160 |
62,982,249 |
62,982,249 |
79,502,220 |
1.36 |
0.076 |
0.075 |
6,387,279 |
| HKG |
-1 |
38 |
-11,196,590 |
-11,196,590 |
-10,494,315 |
1.42 |
0.040 |
0.045 |
156,430 |
| 0 |
5 |
0 |
0 |
0 |
1.79 |
0.059 |
0.076 |
0 |
| 1 |
93 |
29,023,577 |
29,023,577 |
42,118,929 |
1.65 |
0.179 |
0.184 |
6,351,537 |
| IDN |
1 |
2 |
1,280,653 |
1,280,653 |
182,406 |
0.16 |
0.113 |
0.113 |
157,202 |
| IND |
1 |
2 |
1,260,083 |
1,260,083 |
439,487 |
0.35 |
0.083 |
0.083 |
113,721 |
| JPN |
-1 |
157 |
-60,856,957 |
-60,856,957 |
-45,829,791 |
0.77 |
-0.042 |
-0.041 |
3,024,704 |
| 0 |
8 |
0 |
0 |
0 |
0.72 |
0.017 |
0.035 |
0 |
| 1 |
120 |
58,901,508 |
58,901,508 |
33,129,614 |
0.66 |
0.046 |
0.047 |
3,559,422 |
| KOR |
-1 |
45 |
-10,852,907 |
-10,852,907 |
-6,508,477 |
0.61 |
-0.196 |
-0.200 |
2,346,151 |
| 0 |
2 |
0 |
0 |
0 |
0.31 |
-0.045 |
-0.045 |
0 |
| 1 |
7 |
858,461 |
858,461 |
476,014 |
0.49 |
-0.005 |
-0.011 |
-4,905 |
| MYS |
1 |
3 |
603,116 |
603,116 |
138,011 |
0.25 |
0.086 |
0.088 |
53,550 |
| NZL |
-1 |
1 |
-1,854,655 |
-1,854,655 |
-504,901 |
0.27 |
-0.169 |
-0.169 |
313,635 |
| PHL |
1 |
2 |
245,319 |
245,319 |
20,315 |
0.22 |
0.089 |
0.089 |
18,708 |
| SGP |
-1 |
4 |
-1,812,406 |
-1,812,406 |
-1,460,564 |
0.70 |
-0.017 |
-0.016 |
46,255 |
| 1 |
7 |
4,298,507 |
4,298,507 |
1,471,554 |
0.40 |
0.090 |
0.093 |
405,560 |
| THA |
-1 |
11 |
-5,925,931 |
-5,925,931 |
-1,721,745 |
0.37 |
-0.029 |
-0.046 |
47,148 |
| 0 |
3 |
0 |
0 |
0 |
0.28 |
-0.021 |
-0.027 |
0 |
| 1 |
17 |
12,677,921 |
12,677,921 |
2,588,700 |
0.29 |
0.110 |
0.101 |
1,911,001 |
| TWN |
-1 |
59 |
-13,141,323 |
-13,141,323 |
-11,451,618 |
0.92 |
-0.030 |
-0.032 |
451,637 |
| 1 |
35 |
19,811,115 |
19,811,115 |
11,473,273 |
0.77 |
0.085 |
0.079 |
2,357,576 |