Generated at 15:17 on Sunday 06/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
627 |
-202,186,512 |
| 0 |
14 |
0 |
| 1 |
446 |
202,630,203 |
|
target_notional |
| target_notional |
443,691 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-5,840,616 |
443,691 |
40,176,567 |
404,816,715 |
1 |
-0.014 |
0.001 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-182,905,138 |
| 0 |
0 |
| 1 |
177,064,521 |
|
alpha_notional |
| alpha_notional |
40,176,567 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,261,216 |
| 0 |
0 |
| 1 |
22,915,351 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-9,984,561 |
32,688,198 |
1 |
-0.305 |
0.081 |
| CHN |
442 |
-14,279,654 |
141,137,308 |
1 |
-0.101 |
0.349 |
| HKG |
133 |
13,215,724 |
41,971,700 |
1 |
0.315 |
0.104 |
| IDN |
3 |
1,248,865 |
1,248,865 |
1 |
1.000 |
0.003 |
| IND |
1 |
394,870 |
394,870 |
1 |
1.000 |
0.001 |
| JPN |
255 |
-1,195,934 |
117,819,086 |
1 |
-0.010 |
0.291 |
| KOR |
54 |
-9,989,091 |
13,377,140 |
1 |
-0.747 |
0.033 |
| MYS |
2 |
554,472 |
554,472 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,846,851 |
1,846,851 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
237,459 |
237,459 |
1 |
1.000 |
0.001 |
| SGP |
9 |
6,122,087 |
6,173,521 |
1 |
0.992 |
0.015 |
| THA |
27 |
8,904,812 |
15,122,832 |
1 |
0.589 |
0.037 |
| TWN |
87 |
7,061,493 |
32,244,412 |
1 |
0.219 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-21,336,379 |
| 0 |
3 |
0 |
| 1 |
21 |
11,351,818 |
| CHN |
-1 |
281 |
-77,708,481 |
| 0 |
2 |
0 |
| 1 |
159 |
63,428,827 |
| HKG |
-1 |
44 |
-14,377,988 |
| 1 |
89 |
27,593,712 |
| IDN |
1 |
3 |
1,248,865 |
| IND |
1 |
1 |
394,870 |
| JPN |
-1 |
146 |
-59,507,510 |
| 0 |
8 |
0 |
| 1 |
101 |
58,311,576 |
| KOR |
-1 |
43 |
-11,683,116 |
| 1 |
11 |
1,694,024 |
| MYS |
1 |
2 |
554,472 |
| NZL |
-1 |
1 |
-1,846,851 |
| PHL |
1 |
2 |
237,459 |
| SGP |
-1 |
1 |
-25,717 |
| 1 |
8 |
6,147,804 |
| THA |
-1 |
12 |
-3,109,010 |
| 0 |
1 |
0 |
| 1 |
14 |
12,013,822 |
| TWN |
-1 |
52 |
-12,591,460 |
| 1 |
35 |
19,652,952 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-21,336,379 |
-21,336,379 |
-11,403,229 |
0.59 |
-0.084 |
-0.081 |
1,971,205 |
| 0 |
3 |
0 |
0 |
0 |
0.27 |
-0.050 |
-0.021 |
0 |
| 1 |
21 |
11,351,818 |
11,351,818 |
4,309,147 |
0.36 |
0.049 |
0.055 |
770,867 |
| CHN |
-1 |
281 |
-77,708,481 |
-77,708,481 |
-94,609,926 |
1.40 |
-0.107 |
-0.111 |
9,573,705 |
| 0 |
2 |
0 |
0 |
0 |
1.06 |
-0.087 |
-0.087 |
0 |
| 1 |
159 |
63,428,827 |
63,428,827 |
79,146,130 |
1.34 |
0.065 |
0.059 |
6,536,825 |
| HKG |
-1 |
44 |
-14,377,988 |
-14,377,988 |
-14,812,536 |
1.48 |
0.027 |
0.033 |
-53,771 |
| 1 |
89 |
27,593,712 |
27,593,712 |
41,102,409 |
1.64 |
0.159 |
0.159 |
5,749,969 |
| IDN |
1 |
3 |
1,248,865 |
1,248,865 |
193,747 |
0.15 |
0.172 |
0.152 |
184,399 |
| IND |
1 |
1 |
394,870 |
394,870 |
132,628 |
0.34 |
0.044 |
0.044 |
17,508 |
| JPN |
-1 |
146 |
-59,507,510 |
-59,507,510 |
-42,498,656 |
0.75 |
-0.041 |
-0.034 |
2,681,316 |
| 0 |
8 |
0 |
0 |
0 |
0.78 |
0.007 |
-0.000 |
0 |
| 1 |
101 |
58,311,576 |
58,311,576 |
34,993,841 |
0.66 |
0.067 |
0.062 |
4,725,651 |
| KOR |
-1 |
43 |
-11,683,116 |
-11,683,116 |
-7,093,460 |
0.58 |
-0.164 |
-0.159 |
2,189,700 |
| 1 |
11 |
1,694,024 |
1,694,024 |
921,170 |
0.49 |
0.025 |
0.023 |
25,141 |
| MYS |
1 |
2 |
554,472 |
554,472 |
128,191 |
0.25 |
0.042 |
0.042 |
15,724 |
| NZL |
-1 |
1 |
-1,846,851 |
-1,846,851 |
-591,655 |
0.32 |
-0.157 |
-0.157 |
289,277 |
| PHL |
1 |
2 |
237,459 |
237,459 |
24,160 |
0.26 |
0.139 |
0.139 |
25,386 |
| SGP |
-1 |
1 |
-25,717 |
-25,717 |
-28,800 |
1.12 |
-0.007 |
-0.007 |
193 |
| 1 |
8 |
6,147,804 |
6,147,804 |
2,084,069 |
0.42 |
0.122 |
0.119 |
737,341 |
| THA |
-1 |
12 |
-3,109,010 |
-3,109,010 |
-955,988 |
0.39 |
0.029 |
0.026 |
-88,094 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.169 |
0.169 |
0 |
| 1 |
14 |
12,013,822 |
12,013,822 |
2,606,709 |
0.33 |
0.137 |
0.136 |
1,864,289 |
| TWN |
-1 |
52 |
-12,591,460 |
-12,591,460 |
-10,910,887 |
0.93 |
-0.049 |
-0.051 |
697,687 |
| 1 |
35 |
19,652,952 |
19,652,952 |
11,422,319 |
0.77 |
0.084 |
0.077 |
2,262,252 |