Generated at 15:40 on Tuesday 06/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-198,907,296 |
| 0 |
24 |
0 |
| 1 |
438 |
203,231,180 |
|
target_notional |
| target_notional |
4,323,884 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-3,383,920 |
4,323,884 |
39,832,880 |
402,138,476 |
1 |
-0.008 |
0.011 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-182,400,659 |
| 0 |
0 |
| 1 |
179,016,739 |
|
alpha_notional |
| alpha_notional |
39,832,880 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,000,739 |
| 0 |
0 |
| 1 |
22,832,141 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
67 |
-9,991,127 |
32,212,829 |
1 |
-0.310 |
0.080 |
| CHN |
436 |
-10,149,793 |
138,301,488 |
1 |
-0.073 |
0.344 |
| HKG |
132 |
12,696,351 |
41,713,666 |
1 |
0.304 |
0.104 |
| IDN |
3 |
1,258,602 |
1,258,602 |
1 |
1.000 |
0.003 |
| IND |
1 |
395,077 |
395,077 |
1 |
1.000 |
0.001 |
| JPN |
263 |
-2,800,159 |
118,142,170 |
1 |
-0.024 |
0.294 |
| KOR |
54 |
-9,994,767 |
13,680,491 |
1 |
-0.731 |
0.034 |
| MYS |
2 |
554,286 |
554,286 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,453 |
1,857,453 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
232,196 |
232,196 |
1 |
1.000 |
0.001 |
| SGP |
9 |
6,179,955 |
6,180,009 |
1 |
1.000 |
0.015 |
| THA |
26 |
10,069,364 |
14,826,145 |
1 |
0.679 |
0.037 |
| TWN |
90 |
7,731,352 |
32,784,065 |
1 |
0.236 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-21,101,978 |
| 0 |
4 |
0 |
| 1 |
17 |
11,110,851 |
| CHN |
-1 |
277 |
-74,225,640 |
| 0 |
6 |
0 |
| 1 |
153 |
64,075,847 |
| HKG |
-1 |
41 |
-14,508,657 |
| 0 |
4 |
0 |
| 1 |
87 |
27,205,009 |
| IDN |
1 |
3 |
1,258,602 |
| IND |
1 |
1 |
395,077 |
| JPN |
-1 |
154 |
-60,471,165 |
| 0 |
5 |
0 |
| 1 |
104 |
57,671,005 |
| KOR |
-1 |
43 |
-11,837,629 |
| 1 |
11 |
1,842,862 |
| MYS |
1 |
2 |
554,286 |
| NZL |
-1 |
1 |
-1,857,453 |
| PHL |
1 |
2 |
232,196 |
| SGP |
-1 |
1 |
-27 |
| 1 |
8 |
6,179,982 |
| THA |
-1 |
9 |
-2,378,390 |
| 0 |
2 |
0 |
| 1 |
15 |
12,447,755 |
| TWN |
-1 |
52 |
-12,526,357 |
| 0 |
3 |
0 |
| 1 |
35 |
20,257,708 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-21,101,978 |
-21,101,978 |
-11,967,741 |
0.59 |
-0.090 |
-0.087 |
2,183,727 |
| 0 |
4 |
0 |
0 |
0 |
0.33 |
-0.031 |
-0.004 |
0 |
| 1 |
17 |
11,110,851 |
11,110,851 |
5,140,812 |
0.37 |
0.058 |
0.055 |
859,474 |
| CHN |
-1 |
277 |
-74,225,640 |
-74,225,640 |
-93,555,204 |
1.43 |
-0.103 |
-0.108 |
8,427,844 |
| 0 |
6 |
0 |
0 |
0 |
1.05 |
-0.000 |
-0.005 |
0 |
| 1 |
153 |
64,075,847 |
64,075,847 |
79,639,179 |
1.32 |
0.079 |
0.072 |
7,317,422 |
| HKG |
-1 |
41 |
-14,508,657 |
-14,508,657 |
-14,917,607 |
1.54 |
0.027 |
0.018 |
-318,821 |
| 0 |
4 |
0 |
0 |
0 |
1.18 |
0.077 |
0.067 |
0 |
| 1 |
87 |
27,205,009 |
27,205,009 |
40,979,259 |
1.65 |
0.164 |
0.166 |
5,399,841 |
| IDN |
1 |
3 |
1,258,602 |
1,258,602 |
195,303 |
0.15 |
0.160 |
0.146 |
167,254 |
| IND |
1 |
1 |
395,077 |
395,077 |
132,697 |
0.34 |
0.057 |
0.057 |
22,395 |
| JPN |
-1 |
154 |
-60,471,165 |
-60,471,165 |
-42,626,040 |
0.74 |
-0.055 |
-0.050 |
3,490,719 |
| 0 |
5 |
0 |
0 |
0 |
1.02 |
0.018 |
0.034 |
0 |
| 1 |
104 |
57,671,005 |
57,671,005 |
35,046,562 |
0.67 |
0.054 |
0.052 |
4,062,371 |
| KOR |
-1 |
43 |
-11,837,629 |
-11,837,629 |
-7,216,605 |
0.58 |
-0.169 |
-0.170 |
2,246,636 |
| 1 |
11 |
1,842,862 |
1,842,862 |
998,930 |
0.49 |
0.014 |
0.018 |
20,951 |
| MYS |
1 |
2 |
554,286 |
554,286 |
128,148 |
0.25 |
0.053 |
0.053 |
22,055 |
| NZL |
-1 |
1 |
-1,857,453 |
-1,857,453 |
-595,051 |
0.32 |
-0.166 |
-0.166 |
308,803 |
| PHL |
1 |
2 |
232,196 |
232,196 |
23,839 |
0.26 |
0.141 |
0.141 |
25,960 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
8 |
6,179,982 |
6,179,982 |
2,096,722 |
0.42 |
0.115 |
0.115 |
709,682 |
| THA |
-1 |
9 |
-2,378,390 |
-2,378,390 |
-634,297 |
0.38 |
0.022 |
0.038 |
-4,363 |
| 0 |
2 |
0 |
0 |
0 |
0.55 |
0.039 |
0.039 |
0 |
| 1 |
15 |
12,447,755 |
12,447,755 |
2,757,618 |
0.32 |
0.138 |
0.142 |
1,912,153 |
| TWN |
-1 |
52 |
-12,526,357 |
-12,526,357 |
-10,888,113 |
0.94 |
-0.051 |
-0.051 |
666,193 |
| 0 |
3 |
0 |
0 |
0 |
0.91 |
0.037 |
0.091 |
0 |
| 1 |
35 |
20,257,708 |
20,257,708 |
11,877,668 |
0.77 |
0.092 |
0.084 |
2,312,582 |