Generated at 15:18 on Thursday 06/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
618 |
-199,233,525 |
| 0 |
26 |
0 |
| 1 |
433 |
203,132,544 |
|
target_notional |
| target_notional |
3,899,018 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,141,299 |
3,899,018 |
39,880,341 |
402,366,069 |
1 |
-0.005 |
0.010 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-180,205,196 |
| 0 |
0 |
| 1 |
178,063,897 |
|
alpha_notional |
| alpha_notional |
39,880,341 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,245,330 |
| 0 |
0 |
| 1 |
22,635,012 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,995,949 |
33,327,198 |
1 |
-0.300 |
0.083 |
| CHN |
428 |
-12,358,330 |
138,311,145 |
1 |
-0.089 |
0.344 |
| HKG |
127 |
13,897,122 |
41,125,325 |
1 |
0.338 |
0.102 |
| IDN |
4 |
1,311,083 |
1,311,083 |
1 |
1.000 |
0.003 |
| IND |
2 |
398,294 |
398,294 |
1 |
1.000 |
0.001 |
| JPN |
270 |
-3,346,372 |
116,644,873 |
1 |
-0.029 |
0.290 |
| KOR |
57 |
-9,985,499 |
13,593,622 |
1 |
-0.735 |
0.034 |
| MYS |
2 |
551,303 |
551,303 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,843,026 |
1,843,026 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
226,520 |
226,520 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,178,645 |
6,178,699 |
1 |
1.000 |
0.015 |
| THA |
25 |
10,789,307 |
15,932,856 |
1 |
0.677 |
0.040 |
| TWN |
87 |
8,075,919 |
32,922,124 |
1 |
0.245 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-21,661,573 |
| 0 |
1 |
0 |
| 1 |
17 |
11,665,625 |
| CHN |
-1 |
267 |
-75,334,737 |
| 0 |
10 |
0 |
| 1 |
151 |
62,976,408 |
| HKG |
-1 |
40 |
-13,614,102 |
| 1 |
87 |
27,511,224 |
| IDN |
1 |
4 |
1,311,083 |
| IND |
1 |
2 |
398,294 |
| JPN |
-1 |
159 |
-59,995,622 |
| 0 |
12 |
0 |
| 1 |
99 |
56,649,251 |
| KOR |
-1 |
45 |
-11,789,560 |
| 0 |
1 |
0 |
| 1 |
11 |
1,804,062 |
| MYS |
1 |
2 |
551,303 |
| NZL |
-1 |
1 |
-1,843,026 |
| PHL |
1 |
2 |
226,520 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,178,672 |
| THA |
-1 |
9 |
-2,571,774 |
| 0 |
2 |
0 |
| 1 |
14 |
13,361,082 |
| TWN |
-1 |
52 |
-12,423,103 |
| 1 |
35 |
20,499,022 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-21,661,573 |
-21,661,573 |
-12,064,457 |
0.60 |
-0.089 |
-0.086 |
2,064,221 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.015 |
-0.015 |
0 |
| 1 |
17 |
11,665,625 |
11,665,625 |
5,427,540 |
0.36 |
0.050 |
0.049 |
828,534 |
| CHN |
-1 |
267 |
-75,334,737 |
-75,334,737 |
-93,022,072 |
1.42 |
-0.107 |
-0.110 |
9,328,907 |
| 0 |
10 |
0 |
0 |
0 |
1.59 |
-0.096 |
-0.108 |
0 |
| 1 |
151 |
62,976,408 |
62,976,408 |
77,727,304 |
1.30 |
0.071 |
0.066 |
6,819,799 |
| HKG |
-1 |
40 |
-13,614,102 |
-13,614,102 |
-14,157,232 |
1.52 |
0.041 |
0.036 |
-420,445 |
| 1 |
87 |
27,511,224 |
27,511,224 |
41,532,347 |
1.65 |
0.179 |
0.176 |
5,832,156 |
| IDN |
1 |
4 |
1,311,083 |
1,311,083 |
198,543 |
0.11 |
0.193 |
0.187 |
218,617 |
| IND |
1 |
2 |
398,294 |
398,294 |
132,615 |
0.30 |
0.102 |
0.102 |
26,592 |
| JPN |
-1 |
159 |
-59,995,622 |
-59,995,622 |
-41,749,915 |
0.74 |
-0.053 |
-0.048 |
3,356,179 |
| 0 |
12 |
0 |
0 |
0 |
0.80 |
-0.013 |
-0.013 |
0 |
| 1 |
99 |
56,649,251 |
56,649,251 |
34,663,123 |
0.68 |
0.047 |
0.042 |
3,402,070 |
| KOR |
-1 |
45 |
-11,789,560 |
-11,789,560 |
-7,122,216 |
0.56 |
-0.147 |
-0.147 |
1,993,001 |
| 0 |
1 |
0 |
0 |
0 |
1.07 |
-0.249 |
-0.249 |
0 |
| 1 |
11 |
1,804,062 |
1,804,062 |
981,926 |
0.49 |
0.011 |
0.001 |
-9,676 |
| MYS |
1 |
2 |
551,303 |
551,303 |
127,459 |
0.25 |
0.043 |
0.043 |
16,453 |
| NZL |
-1 |
1 |
-1,843,026 |
-1,843,026 |
-590,430 |
0.32 |
-0.141 |
-0.141 |
260,473 |
| PHL |
1 |
2 |
226,520 |
226,520 |
23,412 |
0.26 |
0.131 |
0.131 |
26,707 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,178,672 |
6,178,672 |
2,102,573 |
0.45 |
0.110 |
0.108 |
724,833 |
| THA |
-1 |
9 |
-2,571,774 |
-2,571,774 |
-676,885 |
0.39 |
0.016 |
0.017 |
-5,490 |
| 0 |
2 |
0 |
0 |
0 |
0.24 |
0.013 |
0.013 |
0 |
| 1 |
14 |
13,361,082 |
13,361,082 |
3,016,148 |
0.33 |
0.155 |
0.149 |
2,419,359 |
| TWN |
-1 |
52 |
-12,423,103 |
-12,423,103 |
-10,821,989 |
0.94 |
-0.047 |
-0.037 |
668,484 |
| 1 |
35 |
20,499,022 |
20,499,022 |
12,130,907 |
0.77 |
0.092 |
0.086 |
2,329,567 |