Generated at 15:32 on Thursday 06/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-199,039,390 |
| 0 |
14 |
0 |
| 1 |
434 |
202,122,383 |
|
target_notional |
| target_notional |
3,082,993 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,472,788 |
3,082,993 |
38,347,553 |
401,161,773 |
1 |
-0.004 |
0.008 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,693,593 |
| 0 |
0 |
| 1 |
176,220,805 |
|
alpha_notional |
| alpha_notional |
38,347,553 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,082,003 |
| 0 |
0 |
| 1 |
22,265,550 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-10,011,420 |
33,320,150 |
1 |
-0.300 |
0.083 |
| CHN |
429 |
-10,877,361 |
137,250,234 |
1 |
-0.079 |
0.342 |
| HKG |
128 |
13,337,008 |
41,858,293 |
1 |
0.319 |
0.104 |
| IDN |
3 |
1,366,060 |
1,366,060 |
1 |
1.000 |
0.003 |
| IND |
1 |
345,676 |
345,676 |
1 |
1.000 |
0.001 |
| JPN |
263 |
-1,293,494 |
113,329,785 |
1 |
-0.011 |
0.283 |
| KOR |
58 |
-9,985,113 |
13,666,828 |
1 |
-0.731 |
0.034 |
| MYS |
2 |
547,817 |
547,817 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,508 |
1,857,508 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
227,943 |
227,943 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,180,273 |
6,180,327 |
1 |
1.000 |
0.015 |
| THA |
25 |
6,931,964 |
17,462,349 |
1 |
0.397 |
0.044 |
| TWN |
87 |
8,171,147 |
33,748,802 |
1 |
0.242 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-21,665,785 |
| 0 |
4 |
0 |
| 1 |
23 |
11,654,365 |
| CHN |
-1 |
282 |
-74,063,797 |
| 0 |
1 |
0 |
| 1 |
146 |
63,186,437 |
| HKG |
-1 |
42 |
-14,260,642 |
| 0 |
1 |
0 |
| 1 |
85 |
27,597,650 |
| IDN |
1 |
3 |
1,366,060 |
| IND |
1 |
1 |
345,676 |
| JPN |
-1 |
154 |
-57,311,640 |
| 0 |
8 |
0 |
| 1 |
101 |
56,018,146 |
| KOR |
-1 |
46 |
-11,825,971 |
| 1 |
12 |
1,840,858 |
| MYS |
1 |
2 |
547,817 |
| NZL |
-1 |
1 |
-1,857,508 |
| PHL |
1 |
2 |
227,943 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,180,300 |
| THA |
-1 |
11 |
-5,265,192 |
| 1 |
14 |
12,197,157 |
| TWN |
-1 |
51 |
-12,788,827 |
| 1 |
36 |
20,959,975 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-21,665,785 |
-21,665,785 |
-11,011,074 |
0.63 |
-0.087 |
-0.074 |
1,990,622 |
| 0 |
4 |
0 |
0 |
0 |
0.40 |
-0.023 |
-0.027 |
0 |
| 1 |
23 |
11,654,365 |
11,654,365 |
4,273,045 |
0.31 |
0.050 |
0.061 |
687,037 |
| CHN |
-1 |
282 |
-74,063,797 |
-74,063,797 |
-91,249,746 |
1.41 |
-0.099 |
-0.102 |
8,416,851 |
| 0 |
1 |
0 |
0 |
0 |
1.03 |
0.021 |
0.021 |
0 |
| 1 |
146 |
63,186,437 |
63,186,437 |
78,701,091 |
1.33 |
0.075 |
0.071 |
6,943,507 |
| HKG |
-1 |
42 |
-14,260,642 |
-14,260,642 |
-15,058,649 |
1.57 |
0.028 |
0.027 |
-304,266 |
| 0 |
1 |
0 |
0 |
0 |
0.54 |
0.205 |
0.205 |
0 |
| 1 |
85 |
27,597,650 |
27,597,650 |
41,498,615 |
1.63 |
0.158 |
0.150 |
5,458,971 |
| IDN |
1 |
3 |
1,366,060 |
1,366,060 |
206,010 |
0.15 |
0.144 |
0.142 |
206,958 |
| IND |
1 |
1 |
345,676 |
345,676 |
116,105 |
0.34 |
-0.005 |
-0.005 |
-1,841 |
| JPN |
-1 |
154 |
-57,311,640 |
-57,311,640 |
-39,869,801 |
0.77 |
-0.043 |
-0.041 |
2,705,771 |
| 0 |
8 |
0 |
0 |
0 |
0.62 |
0.012 |
0.010 |
0 |
| 1 |
101 |
56,018,146 |
56,018,146 |
32,791,502 |
0.69 |
0.061 |
0.059 |
4,111,092 |
| KOR |
-1 |
46 |
-11,825,971 |
-11,825,971 |
-7,537,400 |
0.55 |
-0.138 |
-0.123 |
1,935,969 |
| 1 |
12 |
1,840,858 |
1,840,858 |
993,826 |
0.44 |
0.023 |
0.027 |
42,437 |
| MYS |
1 |
2 |
547,817 |
547,817 |
126,653 |
0.25 |
0.036 |
0.036 |
15,847 |
| NZL |
-1 |
1 |
-1,857,508 |
-1,857,508 |
-595,069 |
0.32 |
-0.104 |
-0.104 |
193,774 |
| PHL |
1 |
2 |
227,943 |
227,943 |
23,449 |
0.26 |
0.153 |
0.153 |
23,107 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,180,300 |
6,180,300 |
2,110,505 |
0.45 |
0.116 |
0.119 |
763,557 |
| THA |
-1 |
11 |
-5,265,192 |
-5,265,192 |
-1,236,757 |
0.31 |
-0.026 |
-0.002 |
553,363 |
| 1 |
14 |
12,197,157 |
12,197,157 |
2,910,765 |
0.33 |
0.101 |
0.088 |
1,504,430 |
| TWN |
-1 |
51 |
-12,788,827 |
-12,788,827 |
-11,135,096 |
0.95 |
-0.046 |
-0.036 |
589,919 |
| 1 |
36 |
20,959,975 |
20,959,975 |
12,469,238 |
0.77 |
0.097 |
0.100 |
2,510,448 |