Generated at 15:48 on Tuesday 06/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-197,744,177 |
| 0 |
22 |
0 |
| 1 |
419 |
202,148,914 |
|
target_notional |
| target_notional |
4,404,736 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
685,325 |
4,404,736 |
38,298,207 |
399,893,091 |
1 |
0.002 |
0.011 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,974,882 |
| 0 |
0 |
| 1 |
175,660,207 |
|
alpha_notional |
| alpha_notional |
38,298,207 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,780,787 |
| 0 |
0 |
| 1 |
22,517,420 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-10,000,330 |
33,653,321 |
1 |
-0.297 |
0.084 |
| CHN |
418 |
-9,889,910 |
135,918,963 |
1 |
-0.073 |
0.340 |
| HKG |
132 |
12,975,843 |
42,337,963 |
1 |
0.306 |
0.106 |
| IDN |
3 |
1,340,341 |
1,340,341 |
1 |
1.000 |
0.003 |
| IND |
1 |
389,281 |
389,281 |
1 |
1.000 |
0.001 |
| JPN |
264 |
-1,460,620 |
112,439,048 |
1 |
-0.013 |
0.281 |
| KOR |
57 |
-9,997,824 |
14,021,199 |
1 |
-0.713 |
0.035 |
| MYS |
2 |
543,932 |
543,932 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,519 |
1,857,519 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
225,707 |
225,707 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,180,511 |
6,180,564 |
1 |
1.000 |
0.015 |
| THA |
26 |
7,982,728 |
17,784,037 |
1 |
0.449 |
0.044 |
| TWN |
89 |
7,972,595 |
33,201,214 |
1 |
0.240 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-21,826,825 |
| 0 |
2 |
0 |
| 1 |
14 |
11,826,496 |
| CHN |
-1 |
266 |
-72,904,437 |
| 0 |
6 |
0 |
| 1 |
146 |
63,014,527 |
| HKG |
-1 |
45 |
-14,681,060 |
| 0 |
2 |
0 |
| 1 |
85 |
27,656,903 |
| IDN |
1 |
3 |
1,340,341 |
| IND |
1 |
1 |
389,281 |
| JPN |
-1 |
158 |
-56,949,834 |
| 0 |
11 |
0 |
| 1 |
95 |
55,489,214 |
| KOR |
-1 |
45 |
-12,009,511 |
| 1 |
12 |
2,011,688 |
| MYS |
1 |
2 |
543,932 |
| NZL |
-1 |
1 |
-1,857,519 |
| PHL |
1 |
2 |
225,707 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,180,537 |
| THA |
-1 |
12 |
-4,900,655 |
| 0 |
1 |
0 |
| 1 |
13 |
12,883,382 |
| TWN |
-1 |
52 |
-12,614,310 |
| 1 |
37 |
20,586,905 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-21,826,825 |
-21,826,825 |
-11,619,494 |
0.60 |
-0.081 |
-0.073 |
1,931,651 |
| 0 |
2 |
0 |
0 |
0 |
0.39 |
0.019 |
0.019 |
0 |
| 1 |
14 |
11,826,496 |
11,826,496 |
4,307,441 |
0.37 |
0.050 |
0.053 |
898,810 |
| CHN |
-1 |
266 |
-72,904,437 |
-72,904,437 |
-87,679,940 |
1.40 |
-0.100 |
-0.103 |
8,302,441 |
| 0 |
6 |
0 |
0 |
0 |
1.13 |
0.097 |
0.123 |
0 |
| 1 |
146 |
63,014,527 |
63,014,527 |
78,001,750 |
1.32 |
0.074 |
0.066 |
6,948,039 |
| HKG |
-1 |
45 |
-14,681,060 |
-14,681,060 |
-15,611,196 |
1.55 |
0.029 |
0.029 |
-136,944 |
| 0 |
2 |
0 |
0 |
0 |
1.40 |
0.124 |
0.124 |
0 |
| 1 |
85 |
27,656,903 |
27,656,903 |
41,173,909 |
1.62 |
0.157 |
0.150 |
5,180,377 |
| IDN |
1 |
3 |
1,340,341 |
1,340,341 |
201,066 |
0.15 |
0.174 |
0.181 |
214,913 |
| IND |
1 |
1 |
389,281 |
389,281 |
130,751 |
0.34 |
0.016 |
0.016 |
6,183 |
| JPN |
-1 |
158 |
-56,949,834 |
-56,949,834 |
-39,686,419 |
0.75 |
-0.033 |
-0.029 |
2,175,532 |
| 0 |
11 |
0 |
0 |
0 |
0.82 |
0.026 |
0.024 |
0 |
| 1 |
95 |
55,489,214 |
55,489,214 |
33,270,008 |
0.67 |
0.065 |
0.064 |
4,364,011 |
| KOR |
-1 |
45 |
-12,009,511 |
-12,009,511 |
-7,622,351 |
0.56 |
-0.160 |
-0.157 |
2,291,323 |
| 1 |
12 |
2,011,688 |
2,011,688 |
1,071,155 |
0.44 |
-0.007 |
-0.011 |
-35,405 |
| MYS |
1 |
2 |
543,932 |
543,932 |
125,755 |
0.25 |
0.032 |
0.032 |
15,663 |
| NZL |
-1 |
1 |
-1,857,519 |
-1,857,519 |
-595,072 |
0.32 |
-0.115 |
-0.115 |
212,917 |
| PHL |
1 |
2 |
225,707 |
225,707 |
23,198 |
0.26 |
0.129 |
0.129 |
19,649 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,180,537 |
6,180,537 |
2,111,202 |
0.45 |
0.111 |
0.114 |
726,693 |
| THA |
-1 |
12 |
-4,900,655 |
-4,900,655 |
-1,169,478 |
0.34 |
-0.016 |
-0.006 |
431,466 |
| 0 |
1 |
0 |
0 |
0 |
0.70 |
0.022 |
0.022 |
0 |
| 1 |
13 |
12,883,382 |
12,883,382 |
3,003,522 |
0.30 |
0.107 |
0.109 |
1,646,805 |
| TWN |
-1 |
52 |
-12,614,310 |
-12,614,310 |
-10,990,931 |
0.94 |
-0.038 |
-0.037 |
572,400 |
| 1 |
37 |
20,586,905 |
20,586,905 |
12,240,451 |
0.77 |
0.103 |
0.107 |
2,531,683 |