Generated at 15:18 on Wednesday 06/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-197,787,764 |
| 0 |
22 |
0 |
| 1 |
419 |
202,045,665 |
|
target_notional |
| target_notional |
4,257,901 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
818,909 |
4,257,901 |
38,448,722 |
399,833,429 |
1 |
0.002 |
0.011 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,290,486 |
| 0 |
0 |
| 1 |
176,109,395 |
|
alpha_notional |
| alpha_notional |
38,448,722 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,793,348 |
| 0 |
0 |
| 1 |
22,655,374 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-9,988,997 |
33,650,504 |
1 |
-0.297 |
0.084 |
| CHN |
423 |
-9,894,243 |
135,882,916 |
1 |
-0.073 |
0.340 |
| HKG |
130 |
13,044,292 |
42,183,421 |
1 |
0.309 |
0.106 |
| IDN |
3 |
1,339,552 |
1,339,552 |
1 |
1.000 |
0.003 |
| IND |
1 |
375,474 |
375,474 |
1 |
1.000 |
0.001 |
| JPN |
260 |
-872,651 |
112,340,084 |
1 |
-0.008 |
0.281 |
| KOR |
58 |
-9,993,620 |
13,787,257 |
1 |
-0.725 |
0.034 |
| MYS |
2 |
552,989 |
552,989 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,510 |
1,857,510 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
227,497 |
227,497 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,180,558 |
6,180,612 |
1 |
1.000 |
0.015 |
| THA |
25 |
7,012,358 |
17,900,734 |
1 |
0.392 |
0.045 |
| TWN |
89 |
8,132,202 |
33,554,879 |
1 |
0.242 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-21,819,751 |
| 0 |
2 |
0 |
| 1 |
18 |
11,830,753 |
| CHN |
-1 |
274 |
-72,888,579 |
| 0 |
6 |
0 |
| 1 |
143 |
62,994,336 |
| HKG |
-1 |
43 |
-14,569,564 |
| 0 |
3 |
0 |
| 1 |
84 |
27,613,857 |
| IDN |
1 |
3 |
1,339,552 |
| IND |
1 |
1 |
375,474 |
| JPN |
-1 |
156 |
-56,606,367 |
| 0 |
8 |
0 |
| 1 |
96 |
55,733,717 |
| KOR |
-1 |
46 |
-11,890,439 |
| 1 |
12 |
1,896,818 |
| MYS |
1 |
2 |
552,989 |
| NZL |
-1 |
1 |
-1,857,510 |
| PHL |
1 |
2 |
227,497 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,180,585 |
| THA |
-1 |
11 |
-5,444,188 |
| 0 |
1 |
0 |
| 1 |
13 |
12,456,546 |
| TWN |
-1 |
51 |
-12,711,338 |
| 0 |
2 |
0 |
| 1 |
36 |
20,843,541 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-21,819,751 |
-21,819,751 |
-11,213,780 |
0.61 |
-0.080 |
-0.068 |
1,963,694 |
| 0 |
2 |
0 |
0 |
0 |
0.33 |
-0.015 |
-0.015 |
0 |
| 1 |
18 |
11,830,753 |
11,830,753 |
4,272,380 |
0.34 |
0.047 |
0.052 |
695,645 |
| CHN |
-1 |
274 |
-72,888,579 |
-72,888,579 |
-88,779,830 |
1.41 |
-0.101 |
-0.105 |
8,392,779 |
| 0 |
6 |
0 |
0 |
0 |
1.21 |
0.015 |
0.022 |
0 |
| 1 |
143 |
62,994,336 |
62,994,336 |
78,339,622 |
1.32 |
0.072 |
0.067 |
6,708,985 |
| HKG |
-1 |
43 |
-14,569,564 |
-14,569,564 |
-15,334,083 |
1.55 |
0.027 |
0.038 |
-98,981 |
| 0 |
3 |
0 |
0 |
0 |
1.40 |
0.162 |
0.179 |
0 |
| 1 |
84 |
27,613,857 |
27,613,857 |
41,499,073 |
1.63 |
0.157 |
0.155 |
5,546,831 |
| IDN |
1 |
3 |
1,339,552 |
1,339,552 |
201,509 |
0.15 |
0.162 |
0.161 |
211,948 |
| IND |
1 |
1 |
375,474 |
375,474 |
126,113 |
0.34 |
0.010 |
0.010 |
3,624 |
| JPN |
-1 |
156 |
-56,606,367 |
-56,606,367 |
-39,397,269 |
0.76 |
-0.031 |
-0.026 |
2,041,383 |
| 0 |
8 |
0 |
0 |
0 |
0.69 |
0.019 |
0.021 |
0 |
| 1 |
96 |
55,733,717 |
55,733,717 |
33,055,892 |
0.65 |
0.073 |
0.075 |
4,732,073 |
| KOR |
-1 |
46 |
-11,890,439 |
-11,890,439 |
-7,563,792 |
0.55 |
-0.147 |
-0.131 |
2,024,550 |
| 1 |
12 |
1,896,818 |
1,896,818 |
1,023,502 |
0.44 |
0.006 |
0.015 |
-13,524 |
| MYS |
1 |
2 |
552,989 |
552,989 |
127,849 |
0.25 |
0.032 |
0.032 |
15,305 |
| NZL |
-1 |
1 |
-1,857,510 |
-1,857,510 |
-595,070 |
0.32 |
-0.106 |
-0.106 |
197,552 |
| PHL |
1 |
2 |
227,497 |
227,497 |
23,430 |
0.26 |
0.113 |
0.113 |
16,388 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,180,585 |
6,180,585 |
2,115,158 |
0.45 |
0.114 |
0.121 |
750,391 |
| THA |
-1 |
11 |
-5,444,188 |
-5,444,188 |
-1,315,143 |
0.35 |
-0.031 |
-0.009 |
735,197 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
0.122 |
0.122 |
0 |
| 1 |
13 |
12,456,546 |
12,456,546 |
2,907,006 |
0.30 |
0.101 |
0.103 |
1,603,654 |
| TWN |
-1 |
51 |
-12,711,338 |
-12,711,338 |
-11,091,520 |
0.95 |
-0.042 |
-0.032 |
537,175 |
| 0 |
2 |
0 |
0 |
0 |
0.80 |
0.148 |
0.148 |
0 |
| 1 |
36 |
20,843,541 |
20,843,541 |
12,417,862 |
0.77 |
0.097 |
0.097 |
2,384,055 |