Generated at 15:18 on Monday 06/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
614 |
-197,342,503 |
| 0 |
18 |
0 |
| 1 |
424 |
202,430,052 |
|
target_notional |
| target_notional |
5,087,550 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
547,491 |
5,087,550 |
38,728,666 |
399,772,555 |
1 |
0.001 |
0.013 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,282,870 |
| 0 |
0 |
| 1 |
175,830,361 |
|
alpha_notional |
| alpha_notional |
38,728,666 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,022,973 |
| 0 |
0 |
| 1 |
22,705,694 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-9,998,247 |
33,643,604 |
1 |
-0.297 |
0.084 |
| CHN |
412 |
-9,955,659 |
135,915,778 |
1 |
-0.073 |
0.340 |
| HKG |
132 |
13,217,398 |
41,794,525 |
1 |
0.316 |
0.105 |
| IDN |
3 |
1,330,965 |
1,330,965 |
1 |
1.000 |
0.003 |
| IND |
2 |
385,871 |
385,871 |
1 |
1.000 |
0.001 |
| JPN |
262 |
-2,631,103 |
113,913,420 |
1 |
-0.023 |
0.285 |
| KOR |
57 |
-9,994,840 |
13,826,422 |
1 |
-0.723 |
0.035 |
| MYS |
2 |
549,369 |
549,369 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,506 |
1,857,506 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
220,906 |
220,906 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,179,244 |
6,179,298 |
1 |
1.000 |
0.015 |
| THA |
25 |
9,630,038 |
17,502,347 |
1 |
0.550 |
0.044 |
| TWN |
87 |
8,011,115 |
32,652,545 |
1 |
0.245 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-21,820,926 |
| 0 |
3 |
0 |
| 1 |
15 |
11,822,679 |
| CHN |
-1 |
257 |
-72,935,719 |
| 0 |
7 |
0 |
| 1 |
148 |
62,980,059 |
| HKG |
-1 |
44 |
-14,288,563 |
| 0 |
2 |
0 |
| 1 |
86 |
27,505,961 |
| IDN |
1 |
3 |
1,330,965 |
| IND |
0 |
1 |
0 |
| 1 |
1 |
385,871 |
| JPN |
-1 |
161 |
-58,272,261 |
| 0 |
4 |
0 |
| 1 |
97 |
55,641,159 |
| KOR |
-1 |
45 |
-11,910,631 |
| 1 |
12 |
1,915,791 |
| MYS |
1 |
2 |
549,369 |
| NZL |
-1 |
1 |
-1,857,506 |
| PHL |
1 |
2 |
220,906 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,179,271 |
| THA |
-1 |
10 |
-3,936,155 |
| 0 |
1 |
0 |
| 1 |
14 |
13,566,192 |
| TWN |
-1 |
52 |
-12,320,715 |
| 1 |
35 |
20,331,830 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-21,820,926 |
-21,820,926 |
-12,029,419 |
0.61 |
-0.081 |
-0.074 |
2,028,668 |
| 0 |
3 |
0 |
0 |
0 |
0.40 |
0.013 |
0.035 |
0 |
| 1 |
15 |
11,822,679 |
11,822,679 |
4,952,380 |
0.36 |
0.062 |
0.075 |
1,001,968 |
| CHN |
-1 |
257 |
-72,935,719 |
-72,935,719 |
-87,623,017 |
1.40 |
-0.106 |
-0.109 |
8,938,942 |
| 0 |
7 |
0 |
0 |
0 |
1.34 |
-0.024 |
-0.054 |
0 |
| 1 |
148 |
62,980,059 |
62,980,059 |
77,759,872 |
1.32 |
0.070 |
0.067 |
6,820,512 |
| HKG |
-1 |
44 |
-14,288,563 |
-14,288,563 |
-15,159,311 |
1.56 |
0.031 |
0.034 |
-364,726 |
| 0 |
2 |
0 |
0 |
0 |
0.53 |
0.107 |
0.107 |
0 |
| 1 |
86 |
27,505,961 |
27,505,961 |
40,659,719 |
1.63 |
0.160 |
0.153 |
5,368,808 |
| IDN |
1 |
3 |
1,330,965 |
1,330,965 |
199,925 |
0.15 |
0.195 |
0.186 |
236,071 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.26 |
0.049 |
0.049 |
0 |
| 1 |
1 |
385,871 |
385,871 |
129,605 |
0.34 |
0.036 |
0.036 |
13,713 |
| JPN |
-1 |
161 |
-58,272,261 |
-58,272,261 |
-40,842,263 |
0.75 |
-0.039 |
-0.035 |
2,536,240 |
| 0 |
4 |
0 |
0 |
0 |
0.93 |
-0.024 |
-0.023 |
0 |
| 1 |
97 |
55,641,159 |
55,641,159 |
33,742,921 |
0.68 |
0.060 |
0.056 |
4,007,552 |
| KOR |
-1 |
45 |
-11,910,631 |
-11,910,631 |
-7,429,578 |
0.56 |
-0.145 |
-0.144 |
1,991,080 |
| 1 |
12 |
1,915,791 |
1,915,791 |
1,020,241 |
0.44 |
0.023 |
0.037 |
11,879 |
| MYS |
1 |
2 |
549,369 |
549,369 |
127,012 |
0.25 |
0.025 |
0.025 |
12,961 |
| NZL |
-1 |
1 |
-1,857,506 |
-1,857,506 |
-595,068 |
0.32 |
-0.125 |
-0.125 |
231,792 |
| PHL |
1 |
2 |
220,906 |
220,906 |
22,990 |
0.26 |
0.157 |
0.157 |
35,977 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,179,271 |
6,179,271 |
2,106,767 |
0.45 |
0.112 |
0.119 |
714,145 |
| THA |
-1 |
10 |
-3,936,155 |
-3,936,155 |
-902,684 |
0.31 |
0.006 |
0.031 |
137,163 |
| 0 |
1 |
0 |
0 |
0 |
0.68 |
0.123 |
0.123 |
0 |
| 1 |
14 |
13,566,192 |
13,566,192 |
3,107,931 |
0.33 |
0.138 |
0.154 |
2,044,994 |
| TWN |
-1 |
52 |
-12,320,715 |
-12,320,715 |
-10,701,530 |
0.94 |
-0.032 |
-0.022 |
523,814 |
| 1 |
35 |
20,331,830 |
20,331,830 |
12,000,998 |
0.77 |
0.103 |
0.106 |
2,437,115 |