Generated at 15:17 on Monday 06/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
654 |
-198,172,511 |
| 0 |
8 |
0 |
| 1 |
432 |
203,194,573 |
|
target_notional |
| target_notional |
5,022,062 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
420,030 |
5,022,062 |
38,158,133 |
401,367,084 |
1 |
0.001 |
0.013 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,922,022 |
| 0 |
0 |
| 1 |
177,342,052 |
|
alpha_notional |
| alpha_notional |
38,158,133 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,142,734 |
| 0 |
0 |
| 1 |
22,015,399 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-9,969,947 |
30,878,088 |
1 |
-0.323 |
0.077 |
| CHN |
442 |
-6,444,969 |
135,738,950 |
1 |
-0.047 |
0.338 |
| HKG |
127 |
13,567,928 |
41,506,929 |
1 |
0.327 |
0.103 |
| IDN |
3 |
1,363,885 |
1,363,885 |
1 |
1.000 |
0.003 |
| IND |
1 |
167,830 |
167,830 |
1 |
1.000 |
0.000 |
| JPN |
272 |
-4,534,494 |
117,228,075 |
1 |
-0.039 |
0.292 |
| KOR |
58 |
-9,983,606 |
13,639,680 |
1 |
-0.732 |
0.034 |
| MYS |
2 |
531,201 |
531,201 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,840 |
1,799,840 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
225,409 |
225,409 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,051,036 |
6,051,091 |
1 |
1.000 |
0.015 |
| THA |
23 |
7,479,355 |
18,037,374 |
1 |
0.415 |
0.045 |
| TWN |
87 |
8,368,272 |
34,198,732 |
1 |
0.245 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
45 |
-20,424,017 |
| 0 |
3 |
0 |
| 1 |
18 |
10,454,071 |
| CHN |
-1 |
293 |
-71,091,960 |
| 1 |
149 |
64,646,991 |
| HKG |
-1 |
42 |
-13,969,500 |
| 1 |
85 |
27,537,429 |
| IDN |
1 |
3 |
1,363,885 |
| IND |
1 |
1 |
167,830 |
| JPN |
-1 |
167 |
-60,881,284 |
| 0 |
4 |
0 |
| 1 |
101 |
56,346,790 |
| KOR |
-1 |
46 |
-11,811,643 |
| 1 |
12 |
1,828,037 |
| MYS |
1 |
2 |
531,201 |
| NZL |
-1 |
1 |
-1,799,840 |
| PHL |
1 |
2 |
225,409 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,051,063 |
| THA |
-1 |
8 |
-5,279,010 |
| 0 |
1 |
0 |
| 1 |
14 |
12,758,364 |
| TWN |
-1 |
51 |
-12,915,230 |
| 1 |
36 |
21,283,502 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
45 |
-20,424,017 |
-20,424,017 |
-11,079,295 |
0.64 |
-0.091 |
-0.087 |
1,967,850 |
| 0 |
3 |
0 |
0 |
0 |
0.24 |
0.017 |
0.012 |
0 |
| 1 |
18 |
10,454,071 |
10,454,071 |
3,621,099 |
0.32 |
0.031 |
0.033 |
515,503 |
| CHN |
-1 |
293 |
-71,091,960 |
-71,091,960 |
-87,465,060 |
1.43 |
-0.092 |
-0.092 |
7,627,527 |
| 1 |
149 |
64,646,991 |
64,646,991 |
80,730,474 |
1.33 |
0.078 |
0.074 |
7,266,471 |
| HKG |
-1 |
42 |
-13,969,500 |
-13,969,500 |
-15,021,959 |
1.58 |
0.040 |
0.024 |
-451,362 |
| 1 |
85 |
27,537,429 |
27,537,429 |
41,306,414 |
1.63 |
0.166 |
0.167 |
5,503,856 |
| IDN |
1 |
3 |
1,363,885 |
1,363,885 |
213,178 |
0.16 |
0.100 |
0.091 |
124,987 |
| IND |
1 |
1 |
167,830 |
167,830 |
62,067 |
0.37 |
-0.007 |
-0.007 |
-1,249 |
| JPN |
-1 |
167 |
-60,881,284 |
-60,881,284 |
-42,504,611 |
0.75 |
-0.054 |
-0.054 |
3,700,468 |
| 0 |
4 |
0 |
0 |
0 |
0.95 |
-0.007 |
-0.012 |
0 |
| 1 |
101 |
56,346,790 |
56,346,790 |
31,906,504 |
0.68 |
0.044 |
0.044 |
3,119,068 |
| KOR |
-1 |
46 |
-11,811,643 |
-11,811,643 |
-7,669,157 |
0.57 |
-0.139 |
-0.128 |
2,010,278 |
| 1 |
12 |
1,828,037 |
1,828,037 |
998,146 |
0.45 |
0.017 |
0.010 |
60,518 |
| MYS |
1 |
2 |
531,201 |
531,201 |
115,863 |
0.24 |
0.017 |
0.017 |
5,069 |
| NZL |
-1 |
1 |
-1,799,840 |
-1,799,840 |
-487,123 |
0.27 |
-0.142 |
-0.142 |
256,244 |
| PHL |
1 |
2 |
225,409 |
225,409 |
20,984 |
0.24 |
0.152 |
0.152 |
25,183 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,051,063 |
6,051,063 |
1,994,785 |
0.44 |
0.096 |
0.096 |
649,341 |
| THA |
-1 |
8 |
-5,279,010 |
-5,279,010 |
-1,403,249 |
0.29 |
-0.030 |
-0.018 |
511,461 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.063 |
0.063 |
0 |
| 1 |
14 |
12,758,364 |
12,758,364 |
3,506,102 |
0.33 |
0.128 |
0.116 |
2,033,038 |
| TWN |
-1 |
51 |
-12,915,230 |
-12,915,230 |
-11,291,568 |
0.96 |
-0.042 |
-0.036 |
520,268 |
| 1 |
36 |
21,283,502 |
21,283,502 |
12,866,435 |
0.78 |
0.098 |
0.099 |
2,713,616 |