Generated at 15:18 on Sunday 06/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-198,794,475 |
| 0 |
15 |
0 |
| 1 |
429 |
202,695,650 |
|
target_notional |
| target_notional |
3,901,175 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,261,216 |
3,901,175 |
40,247,891 |
401,490,125 |
1 |
-0.003 |
0.010 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,617,891 |
| 0 |
0 |
| 1 |
176,356,675 |
|
alpha_notional |
| alpha_notional |
40,247,891 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,899,059 |
| 0 |
0 |
| 1 |
23,348,832 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,979,184 |
33,624,644 |
1 |
-0.297 |
0.084 |
| CHN |
414 |
-11,989,467 |
137,835,092 |
1 |
-0.087 |
0.343 |
| HKG |
131 |
13,689,013 |
41,155,822 |
1 |
0.333 |
0.103 |
| IDN |
4 |
1,298,728 |
1,298,728 |
1 |
1.000 |
0.003 |
| IND |
2 |
401,018 |
401,018 |
1 |
1.000 |
0.001 |
| JPN |
263 |
-3,340,550 |
115,262,599 |
1 |
-0.029 |
0.287 |
| KOR |
57 |
-9,988,393 |
13,748,361 |
1 |
-0.727 |
0.034 |
| MYS |
2 |
549,367 |
549,367 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,856,278 |
1,856,278 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
224,237 |
224,237 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,175,343 |
6,175,397 |
1 |
1.000 |
0.015 |
| THA |
25 |
10,554,424 |
16,633,894 |
1 |
0.635 |
0.041 |
| TWN |
87 |
8,162,920 |
32,724,689 |
1 |
0.249 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-21,801,914 |
| 0 |
2 |
0 |
| 1 |
17 |
11,822,730 |
| CHN |
-1 |
259 |
-74,912,280 |
| 0 |
5 |
0 |
| 1 |
150 |
62,922,812 |
| HKG |
-1 |
43 |
-13,733,405 |
| 0 |
1 |
0 |
| 1 |
87 |
27,422,417 |
| IDN |
0 |
1 |
0 |
| 1 |
3 |
1,298,728 |
| IND |
1 |
2 |
401,018 |
| JPN |
-1 |
161 |
-59,301,574 |
| 0 |
6 |
0 |
| 1 |
96 |
55,961,024 |
| KOR |
-1 |
45 |
-11,868,377 |
| 1 |
12 |
1,879,984 |
| MYS |
1 |
2 |
549,367 |
| NZL |
-1 |
1 |
-1,856,278 |
| PHL |
1 |
2 |
224,237 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,175,370 |
| THA |
-1 |
11 |
-3,039,735 |
| 1 |
14 |
13,594,159 |
| TWN |
-1 |
52 |
-12,280,885 |
| 1 |
35 |
20,443,804 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-21,801,914 |
-21,801,914 |
-12,140,534 |
0.61 |
-0.091 |
-0.082 |
2,182,393 |
| 0 |
2 |
0 |
0 |
0 |
0.09 |
-0.018 |
-0.018 |
0 |
| 1 |
17 |
11,822,730 |
11,822,730 |
5,108,149 |
0.37 |
0.060 |
0.063 |
933,020 |
| CHN |
-1 |
259 |
-74,912,280 |
-74,912,280 |
-90,346,008 |
1.42 |
-0.105 |
-0.108 |
9,246,076 |
| 0 |
5 |
0 |
0 |
0 |
1.23 |
-0.045 |
-0.057 |
0 |
| 1 |
150 |
62,922,812 |
62,922,812 |
77,576,301 |
1.31 |
0.074 |
0.072 |
7,199,962 |
| HKG |
-1 |
43 |
-13,733,405 |
-13,733,405 |
-14,219,221 |
1.49 |
0.033 |
0.027 |
-363,935 |
| 0 |
1 |
0 |
0 |
0 |
3.91 |
0.095 |
0.095 |
0 |
| 1 |
87 |
27,422,417 |
27,422,417 |
40,789,969 |
1.62 |
0.165 |
0.160 |
5,419,497 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.00 |
0.193 |
0.193 |
0 |
| 1 |
3 |
1,298,728 |
1,298,728 |
197,214 |
0.15 |
0.187 |
0.169 |
220,810 |
| IND |
1 |
2 |
401,018 |
401,018 |
133,515 |
0.30 |
0.085 |
0.085 |
18,151 |
| JPN |
-1 |
161 |
-59,301,574 |
-59,301,574 |
-41,547,653 |
0.75 |
-0.048 |
-0.043 |
2,974,533 |
| 0 |
6 |
0 |
0 |
0 |
0.70 |
0.030 |
0.042 |
0 |
| 1 |
96 |
55,961,024 |
55,961,024 |
34,114,965 |
0.68 |
0.057 |
0.054 |
3,973,898 |
| KOR |
-1 |
45 |
-11,868,377 |
-11,868,377 |
-7,336,461 |
0.56 |
-0.162 |
-0.162 |
2,125,640 |
| 1 |
12 |
1,879,984 |
1,879,984 |
1,011,285 |
0.44 |
0.022 |
0.022 |
-4,977 |
| MYS |
1 |
2 |
549,367 |
549,367 |
127,011 |
0.25 |
0.037 |
0.037 |
16,321 |
| NZL |
-1 |
1 |
-1,856,278 |
-1,856,278 |
-594,675 |
0.32 |
-0.135 |
-0.135 |
250,275 |
| PHL |
1 |
2 |
224,237 |
224,237 |
23,429 |
0.26 |
0.133 |
0.133 |
36,730 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,175,370 |
6,175,370 |
2,104,701 |
0.45 |
0.105 |
0.111 |
689,177 |
| THA |
-1 |
11 |
-3,039,735 |
-3,039,735 |
-765,630 |
0.35 |
0.018 |
0.013 |
-27,824 |
| 1 |
14 |
13,594,159 |
13,594,159 |
3,084,777 |
0.33 |
0.153 |
0.162 |
2,436,797 |
| TWN |
-1 |
52 |
-12,280,885 |
-12,280,885 |
-10,667,710 |
0.94 |
-0.036 |
-0.022 |
511,900 |
| 1 |
35 |
20,443,804 |
20,443,804 |
12,085,356 |
0.77 |
0.100 |
0.103 |
2,409,447 |