Generated at 16:44 on Thursday 05/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
631 |
-198,450,763 |
| 0 |
27 |
0 |
| 1 |
461 |
201,627,758 |
|
target_notional |
| target_notional |
3,176,995 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-271,017 |
3,176,995 |
37,904,442 |
400,078,521 |
1 |
-0.001 |
0.008 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,707,433 |
| 0 |
0 |
| 1 |
174,436,416 |
|
alpha_notional |
| alpha_notional |
37,904,442 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,605,364 |
| 0 |
0 |
| 1 |
21,299,077 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-9,994,743 |
28,675,326 |
1 |
-0.349 |
0.072 |
| CHN |
429 |
-9,092,742 |
135,891,302 |
1 |
-0.067 |
0.340 |
| HKG |
134 |
16,515,473 |
40,281,219 |
1 |
0.410 |
0.101 |
| IDN |
2 |
1,280,653 |
1,280,653 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,282,550 |
1,282,550 |
1 |
1.000 |
0.003 |
| JPN |
290 |
-2,354,031 |
119,336,788 |
1 |
-0.020 |
0.298 |
| KOR |
52 |
-10,012,715 |
12,204,882 |
1 |
-0.820 |
0.031 |
| MYS |
3 |
583,045 |
583,045 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,641 |
1,854,641 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
243,799 |
243,799 |
1 |
1.000 |
0.001 |
| SGP |
11 |
2,551,419 |
6,110,717 |
1 |
0.418 |
0.015 |
| THA |
30 |
7,310,294 |
19,229,480 |
1 |
0.380 |
0.048 |
| TWN |
94 |
6,718,632 |
33,104,121 |
1 |
0.203 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-19,335,034 |
| 0 |
1 |
0 |
| 1 |
21 |
9,340,291 |
| CHN |
-1 |
263 |
-72,492,022 |
| 0 |
6 |
0 |
| 1 |
160 |
63,399,280 |
| HKG |
-1 |
39 |
-11,882,873 |
| 0 |
2 |
0 |
| 1 |
93 |
28,398,346 |
| IDN |
1 |
2 |
1,280,653 |
| IND |
1 |
2 |
1,282,550 |
| JPN |
-1 |
162 |
-60,845,409 |
| 0 |
16 |
0 |
| 1 |
112 |
58,491,378 |
| KOR |
-1 |
44 |
-11,108,798 |
| 0 |
1 |
0 |
| 1 |
7 |
1,096,084 |
| MYS |
1 |
3 |
583,045 |
| NZL |
-1 |
1 |
-1,854,641 |
| PHL |
1 |
2 |
243,799 |
| SGP |
-1 |
4 |
-1,779,649 |
| 1 |
7 |
4,331,068 |
| THA |
-1 |
12 |
-5,959,593 |
| 0 |
1 |
0 |
| 1 |
17 |
13,269,887 |
| TWN |
-1 |
59 |
-13,192,744 |
| 1 |
35 |
19,911,377 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-19,335,034 |
-19,335,034 |
-11,258,549 |
0.63 |
-0.090 |
-0.079 |
1,825,294 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.008 |
-0.008 |
0 |
| 1 |
21 |
9,340,291 |
9,340,291 |
3,232,668 |
0.32 |
0.028 |
0.025 |
327,424 |
| CHN |
-1 |
263 |
-72,492,022 |
-72,492,022 |
-84,948,706 |
1.39 |
-0.100 |
-0.103 |
8,572,044 |
| 0 |
6 |
0 |
0 |
0 |
1.66 |
-0.022 |
0.016 |
0 |
| 1 |
160 |
63,399,280 |
63,399,280 |
80,271,801 |
1.36 |
0.074 |
0.072 |
6,464,914 |
| HKG |
-1 |
39 |
-11,882,873 |
-11,882,873 |
-11,588,057 |
1.44 |
0.035 |
0.034 |
214,620 |
| 0 |
2 |
0 |
0 |
0 |
1.28 |
0.122 |
0.122 |
0 |
| 1 |
93 |
28,398,346 |
28,398,346 |
41,388,661 |
1.64 |
0.175 |
0.176 |
6,089,310 |
| IDN |
1 |
2 |
1,280,653 |
1,280,653 |
182,406 |
0.16 |
0.109 |
0.109 |
142,846 |
| IND |
1 |
2 |
1,282,550 |
1,282,550 |
447,125 |
0.35 |
0.074 |
0.074 |
109,009 |
| JPN |
-1 |
162 |
-60,845,409 |
-60,845,409 |
-45,032,004 |
0.77 |
-0.038 |
-0.035 |
2,711,231 |
| 0 |
16 |
0 |
0 |
0 |
0.78 |
0.009 |
0.013 |
0 |
| 1 |
112 |
58,491,378 |
58,491,378 |
32,415,427 |
0.64 |
0.046 |
0.048 |
3,363,607 |
| KOR |
-1 |
44 |
-11,108,798 |
-11,108,798 |
-6,678,245 |
0.60 |
-0.199 |
-0.199 |
2,518,289 |
| 0 |
1 |
0 |
0 |
0 |
1.24 |
-0.121 |
-0.121 |
0 |
| 1 |
7 |
1,096,084 |
1,096,084 |
610,801 |
0.49 |
0.001 |
0.001 |
2,567 |
| MYS |
1 |
3 |
583,045 |
583,045 |
133,442 |
0.25 |
0.082 |
0.074 |
57,032 |
| NZL |
-1 |
1 |
-1,854,641 |
-1,854,641 |
-504,897 |
0.27 |
-0.169 |
-0.169 |
314,172 |
| PHL |
1 |
2 |
243,799 |
243,799 |
20,279 |
0.22 |
0.096 |
0.096 |
17,332 |
| SGP |
-1 |
4 |
-1,779,649 |
-1,779,649 |
-1,433,091 |
0.70 |
-0.013 |
-0.014 |
36,923 |
| 1 |
7 |
4,331,068 |
4,331,068 |
1,481,219 |
0.40 |
0.089 |
0.088 |
411,423 |
| THA |
-1 |
12 |
-5,959,593 |
-5,959,593 |
-1,752,280 |
0.36 |
-0.027 |
-0.029 |
16,563 |
| 0 |
1 |
0 |
0 |
0 |
-0.14 |
-0.052 |
-0.052 |
0 |
| 1 |
17 |
13,269,887 |
13,269,887 |
2,683,451 |
0.29 |
0.095 |
0.081 |
1,858,091 |
| TWN |
-1 |
59 |
-13,192,744 |
-13,192,744 |
-11,511,604 |
0.92 |
-0.027 |
-0.029 |
396,227 |
| 1 |
35 |
19,911,377 |
19,911,377 |
11,569,136 |
0.77 |
0.088 |
0.083 |
2,455,524 |