Generated at 15:26 on Wednesday 06/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
631 |
-199,157,431 |
| 0 |
27 |
0 |
| 1 |
433 |
203,025,474 |
|
target_notional |
| target_notional |
3,868,043 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,269,278 |
3,868,043 |
40,107,328 |
402,182,904 |
1 |
-0.003 |
0.010 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-180,328,656 |
| 0 |
0 |
| 1 |
179,059,378 |
|
alpha_notional |
| alpha_notional |
40,107,328 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,192,868 |
| 0 |
0 |
| 1 |
22,914,460 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
65 |
-9,993,123 |
32,780,382 |
1 |
-0.305 |
0.082 |
| CHN |
435 |
-11,430,013 |
138,205,627 |
1 |
-0.083 |
0.344 |
| HKG |
129 |
13,300,391 |
41,824,283 |
1 |
0.318 |
0.104 |
| IDN |
3 |
1,243,241 |
1,243,241 |
1 |
1.000 |
0.003 |
| IND |
1 |
387,771 |
387,771 |
1 |
1.000 |
0.001 |
| JPN |
276 |
-3,241,398 |
117,088,444 |
1 |
-0.028 |
0.291 |
| KOR |
56 |
-9,972,073 |
13,693,968 |
1 |
-0.728 |
0.034 |
| MYS |
2 |
553,632 |
553,632 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,494 |
1,857,494 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
227,186 |
227,186 |
1 |
1.000 |
0.001 |
| SGP |
9 |
6,174,805 |
6,174,859 |
1 |
1.000 |
0.015 |
| THA |
25 |
10,493,593 |
15,038,086 |
1 |
0.698 |
0.037 |
| TWN |
87 |
7,981,525 |
33,107,930 |
1 |
0.241 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
45 |
-21,386,753 |
| 0 |
3 |
0 |
| 1 |
17 |
11,393,629 |
| CHN |
-1 |
276 |
-74,817,820 |
| 0 |
9 |
0 |
| 1 |
150 |
63,387,807 |
| HKG |
-1 |
40 |
-14,261,946 |
| 0 |
3 |
0 |
| 1 |
86 |
27,562,337 |
| IDN |
1 |
3 |
1,243,241 |
| IND |
1 |
1 |
387,771 |
| JPN |
-1 |
163 |
-60,164,921 |
| 0 |
11 |
0 |
| 1 |
102 |
56,923,523 |
| KOR |
-1 |
45 |
-11,833,020 |
| 1 |
11 |
1,860,948 |
| MYS |
1 |
2 |
553,632 |
| NZL |
-1 |
1 |
-1,857,494 |
| PHL |
1 |
2 |
227,186 |
| SGP |
-1 |
1 |
-27 |
| 1 |
8 |
6,174,832 |
| THA |
-1 |
8 |
-2,272,246 |
| 0 |
1 |
0 |
| 1 |
16 |
12,765,839 |
| TWN |
-1 |
52 |
-12,563,203 |
| 1 |
35 |
20,544,728 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
45 |
-21,386,753 |
-21,386,753 |
-11,983,262 |
0.59 |
-0.088 |
-0.085 |
2,049,749 |
| 0 |
3 |
0 |
0 |
0 |
0.45 |
0.003 |
0.032 |
0 |
| 1 |
17 |
11,393,629 |
11,393,629 |
5,278,657 |
0.36 |
0.052 |
0.069 |
801,449 |
| CHN |
-1 |
276 |
-74,817,820 |
-74,817,820 |
-92,406,038 |
1.43 |
-0.106 |
-0.110 |
8,798,642 |
| 0 |
9 |
0 |
0 |
0 |
1.42 |
-0.027 |
-0.000 |
0 |
| 1 |
150 |
63,387,807 |
63,387,807 |
78,705,354 |
1.31 |
0.075 |
0.071 |
7,029,956 |
| HKG |
-1 |
40 |
-14,261,946 |
-14,261,946 |
-14,756,124 |
1.52 |
0.031 |
0.025 |
-276,939 |
| 0 |
3 |
0 |
0 |
0 |
1.87 |
0.056 |
0.025 |
0 |
| 1 |
86 |
27,562,337 |
27,562,337 |
41,642,969 |
1.66 |
0.176 |
0.175 |
6,030,313 |
| IDN |
1 |
3 |
1,243,241 |
1,243,241 |
193,366 |
0.15 |
0.162 |
0.157 |
191,171 |
| IND |
1 |
1 |
387,771 |
387,771 |
130,243 |
0.34 |
0.061 |
0.061 |
23,659 |
| JPN |
-1 |
163 |
-60,164,921 |
-60,164,921 |
-41,800,114 |
0.74 |
-0.057 |
-0.054 |
3,582,242 |
| 0 |
11 |
0 |
0 |
0 |
0.75 |
-0.009 |
0.005 |
0 |
| 1 |
102 |
56,923,523 |
56,923,523 |
34,809,863 |
0.69 |
0.046 |
0.043 |
3,545,196 |
| KOR |
-1 |
45 |
-11,833,020 |
-11,833,020 |
-7,234,805 |
0.57 |
-0.149 |
-0.154 |
2,046,107 |
| 1 |
11 |
1,860,948 |
1,860,948 |
1,009,108 |
0.49 |
0.015 |
0.009 |
-12,552 |
| MYS |
1 |
2 |
553,632 |
553,632 |
127,997 |
0.25 |
0.049 |
0.049 |
20,205 |
| NZL |
-1 |
1 |
-1,857,494 |
-1,857,494 |
-595,064 |
0.32 |
-0.158 |
-0.158 |
292,916 |
| PHL |
1 |
2 |
227,186 |
227,186 |
23,601 |
0.26 |
0.160 |
0.160 |
38,273 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
8 |
6,174,832 |
6,174,832 |
2,091,511 |
0.42 |
0.119 |
0.120 |
738,508 |
| THA |
-1 |
8 |
-2,272,246 |
-2,272,246 |
-587,146 |
0.34 |
0.029 |
0.055 |
-28,647 |
| 0 |
1 |
0 |
0 |
0 |
0.67 |
0.044 |
0.044 |
0 |
| 1 |
16 |
12,765,839 |
12,765,839 |
2,883,017 |
0.32 |
0.143 |
0.145 |
2,184,303 |
| TWN |
-1 |
52 |
-12,563,203 |
-12,563,203 |
-10,966,102 |
0.94 |
-0.050 |
-0.050 |
728,798 |
| 1 |
35 |
20,544,728 |
20,544,728 |
12,163,691 |
0.77 |
0.092 |
0.089 |
2,323,979 |