Generated at 15:18 on Monday 06/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-199,296,769 |
| 0 |
25 |
0 |
| 1 |
439 |
202,752,108 |
|
target_notional |
| target_notional |
3,455,338 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,539,438 |
3,455,338 |
39,926,392 |
402,048,877 |
1 |
-0.004 |
0.009 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-179,198,924 |
| 0 |
0 |
| 1 |
177,659,486 |
|
alpha_notional |
| alpha_notional |
39,926,392 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,670,766 |
| 0 |
0 |
| 1 |
23,255,626 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-9,999,377 |
32,735,043 |
1 |
-0.305 |
0.081 |
| CHN |
440 |
-11,355,750 |
138,166,252 |
1 |
-0.082 |
0.344 |
| HKG |
134 |
12,616,420 |
42,209,404 |
1 |
0.299 |
0.105 |
| IDN |
3 |
1,239,877 |
1,239,877 |
1 |
1.000 |
0.003 |
| IND |
1 |
396,623 |
396,623 |
1 |
1.000 |
0.001 |
| JPN |
258 |
-1,619,708 |
117,242,199 |
1 |
-0.014 |
0.292 |
| KOR |
54 |
-9,995,284 |
13,655,096 |
1 |
-0.732 |
0.034 |
| MYS |
2 |
559,513 |
559,513 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,445 |
1,857,445 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
235,254 |
235,254 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,179,356 |
6,179,409 |
1 |
1.000 |
0.015 |
| THA |
27 |
9,825,099 |
15,041,621 |
1 |
0.653 |
0.037 |
| TWN |
88 |
7,230,761 |
32,531,141 |
1 |
0.222 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-21,367,210 |
| 0 |
3 |
0 |
| 1 |
18 |
11,367,833 |
| CHN |
-1 |
275 |
-74,761,001 |
| 0 |
12 |
0 |
| 1 |
153 |
63,405,251 |
| HKG |
-1 |
43 |
-14,796,492 |
| 0 |
2 |
0 |
| 1 |
89 |
27,412,912 |
| IDN |
1 |
3 |
1,239,877 |
| IND |
1 |
1 |
396,623 |
| JPN |
-1 |
150 |
-59,430,954 |
| 0 |
6 |
0 |
| 1 |
102 |
57,811,245 |
| KOR |
-1 |
43 |
-11,825,190 |
| 1 |
11 |
1,829,906 |
| MYS |
1 |
2 |
559,513 |
| NZL |
-1 |
1 |
-1,857,445 |
| PHL |
1 |
2 |
235,254 |
| SGP |
-1 |
1 |
-27 |
| 0 |
1 |
0 |
| 1 |
8 |
6,179,383 |
| THA |
-1 |
11 |
-2,608,261 |
| 0 |
1 |
0 |
| 1 |
15 |
12,433,360 |
| TWN |
-1 |
53 |
-12,650,190 |
| 1 |
35 |
19,880,951 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-21,367,210 |
-21,367,210 |
-11,675,822 |
0.58 |
-0.085 |
-0.085 |
2,056,480 |
| 0 |
3 |
0 |
0 |
0 |
0.42 |
-0.029 |
-0.001 |
0 |
| 1 |
18 |
11,367,833 |
11,367,833 |
4,734,349 |
0.35 |
0.055 |
0.052 |
822,222 |
| CHN |
-1 |
275 |
-74,761,001 |
-74,761,001 |
-90,575,024 |
1.42 |
-0.103 |
-0.106 |
8,300,409 |
| 0 |
12 |
0 |
0 |
0 |
1.44 |
-0.028 |
-0.018 |
0 |
| 1 |
153 |
63,405,251 |
63,405,251 |
79,114,587 |
1.33 |
0.074 |
0.065 |
7,099,604 |
| HKG |
-1 |
43 |
-14,796,492 |
-14,796,492 |
-15,169,742 |
1.52 |
0.016 |
0.013 |
40,912 |
| 0 |
2 |
0 |
0 |
0 |
0.82 |
0.048 |
0.048 |
0 |
| 1 |
89 |
27,412,912 |
27,412,912 |
41,075,984 |
1.64 |
0.154 |
0.153 |
5,565,265 |
| IDN |
1 |
3 |
1,239,877 |
1,239,877 |
192,566 |
0.15 |
0.161 |
0.160 |
203,430 |
| IND |
1 |
1 |
396,623 |
396,623 |
133,217 |
0.34 |
0.049 |
0.049 |
19,458 |
| JPN |
-1 |
150 |
-59,430,954 |
-59,430,954 |
-42,233,740 |
0.75 |
-0.048 |
-0.040 |
3,048,833 |
| 0 |
6 |
0 |
0 |
0 |
0.59 |
0.021 |
0.027 |
0 |
| 1 |
102 |
57,811,245 |
57,811,245 |
34,849,101 |
0.68 |
0.061 |
0.058 |
4,275,628 |
| KOR |
-1 |
43 |
-11,825,190 |
-11,825,190 |
-7,180,017 |
0.58 |
-0.170 |
-0.180 |
2,301,858 |
| 1 |
11 |
1,829,906 |
1,829,906 |
987,458 |
0.49 |
0.006 |
0.008 |
-3,363 |
| MYS |
1 |
2 |
559,513 |
559,513 |
129,357 |
0.25 |
0.044 |
0.044 |
17,390 |
| NZL |
-1 |
1 |
-1,857,445 |
-1,857,445 |
-595,049 |
0.32 |
-0.161 |
-0.161 |
299,891 |
| PHL |
1 |
2 |
235,254 |
235,254 |
24,045 |
0.26 |
0.144 |
0.144 |
29,034 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 0 |
1 |
0 |
0 |
0 |
1.12 |
-0.012 |
-0.012 |
0 |
| 1 |
8 |
6,179,383 |
6,179,383 |
2,094,985 |
0.42 |
0.122 |
0.126 |
738,109 |
| THA |
-1 |
11 |
-2,608,261 |
-2,608,261 |
-769,167 |
0.42 |
0.039 |
0.043 |
-62,300 |
| 0 |
1 |
0 |
0 |
0 |
0.13 |
0.080 |
0.080 |
0 |
| 1 |
15 |
12,433,360 |
12,433,360 |
2,717,351 |
0.32 |
0.145 |
0.138 |
2,065,654 |
| TWN |
-1 |
53 |
-12,650,190 |
-12,650,190 |
-11,000,365 |
0.93 |
-0.048 |
-0.055 |
684,683 |
| 1 |
35 |
19,880,951 |
19,880,951 |
11,606,487 |
0.77 |
0.090 |
0.081 |
2,423,194 |