Generated at 15:18 on Sunday 07/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-200,113,871 |
| 0 |
21 |
0 |
| 1 |
444 |
201,143,952 |
|
target_notional |
| target_notional |
1,030,082 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,131,032 |
1,030,082 |
40,369,662 |
401,257,823 |
1 |
-0.003 |
0.003 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,392,729 |
| 0 |
0 |
| 1 |
174,261,696 |
|
alpha_notional |
| alpha_notional |
40,369,662 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,523,728 |
| 0 |
0 |
| 1 |
21,845,934 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-9,986,725 |
32,761,129 |
1 |
-0.305 |
0.082 |
| CHN |
416 |
-11,828,353 |
137,709,970 |
1 |
-0.086 |
0.343 |
| HKG |
132 |
17,048,593 |
42,721,444 |
1 |
0.399 |
0.106 |
| IDN |
2 |
1,096,265 |
1,096,265 |
1 |
1.000 |
0.003 |
| IND |
2 |
44,514 |
44,514 |
1 |
1.000 |
0.000 |
| JPN |
287 |
-3,823,344 |
112,620,088 |
1 |
-0.034 |
0.281 |
| KOR |
57 |
-9,986,365 |
14,289,163 |
1 |
-0.699 |
0.036 |
| MYS |
3 |
587,680 |
587,680 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,798,759 |
1,798,759 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
224,650 |
224,650 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,046,000 |
6,046,055 |
1 |
1.000 |
0.015 |
| THA |
20 |
6,725,614 |
18,590,333 |
1 |
0.362 |
0.046 |
| TWN |
92 |
6,680,312 |
32,767,773 |
1 |
0.204 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-21,373,927 |
| 0 |
3 |
0 |
| 1 |
18 |
11,387,202 |
| CHN |
-1 |
262 |
-74,769,162 |
| 0 |
7 |
0 |
| 1 |
147 |
62,940,808 |
| HKG |
-1 |
40 |
-12,836,426 |
| 0 |
1 |
0 |
| 1 |
91 |
29,885,019 |
| IDN |
1 |
2 |
1,096,265 |
| IND |
1 |
2 |
44,514 |
| JPN |
-1 |
167 |
-58,221,716 |
| 0 |
8 |
0 |
| 1 |
112 |
54,398,372 |
| KOR |
-1 |
45 |
-12,137,764 |
| 0 |
1 |
0 |
| 1 |
11 |
2,151,399 |
| MYS |
1 |
3 |
587,680 |
| NZL |
-1 |
1 |
-1,798,759 |
| PHL |
1 |
2 |
224,650 |
| SGP |
-1 |
1 |
-28 |
| 1 |
6 |
6,046,028 |
| THA |
-1 |
7 |
-5,932,360 |
| 1 |
13 |
12,657,974 |
| TWN |
-1 |
54 |
-13,043,730 |
| 0 |
1 |
0 |
| 1 |
37 |
19,724,042 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-21,373,927 |
-21,373,927 |
-10,865,621 |
0.65 |
-0.116 |
-0.106 |
2,634,000 |
| 0 |
3 |
0 |
0 |
0 |
0.47 |
-0.083 |
-0.103 |
0 |
| 1 |
18 |
11,387,202 |
11,387,202 |
2,971,313 |
0.27 |
0.023 |
0.018 |
399,534 |
| CHN |
-1 |
262 |
-74,769,162 |
-74,769,162 |
-89,171,090 |
1.42 |
-0.095 |
-0.095 |
9,161,824 |
| 0 |
7 |
0 |
0 |
0 |
1.16 |
0.019 |
0.008 |
0 |
| 1 |
147 |
62,940,808 |
62,940,808 |
78,113,707 |
1.33 |
0.081 |
0.077 |
6,916,272 |
| HKG |
-1 |
40 |
-12,836,426 |
-12,836,426 |
-14,689,726 |
1.55 |
0.046 |
0.042 |
-373,015 |
| 0 |
1 |
0 |
0 |
0 |
1.25 |
0.025 |
0.025 |
0 |
| 1 |
91 |
29,885,019 |
29,885,019 |
44,146,736 |
1.58 |
0.173 |
0.164 |
6,565,501 |
| IDN |
1 |
2 |
1,096,265 |
1,096,265 |
180,804 |
0.18 |
0.100 |
0.100 |
110,128 |
| IND |
1 |
2 |
44,514 |
44,514 |
16,393 |
0.37 |
0.097 |
0.097 |
3,471 |
| JPN |
-1 |
167 |
-58,221,716 |
-58,221,716 |
-40,364,513 |
0.75 |
-0.053 |
-0.052 |
3,322,489 |
| 0 |
8 |
0 |
0 |
0 |
0.84 |
-0.024 |
-0.030 |
0 |
| 1 |
112 |
54,398,372 |
54,398,372 |
30,913,589 |
0.71 |
0.053 |
0.052 |
3,351,572 |
| KOR |
-1 |
45 |
-12,137,764 |
-12,137,764 |
-6,740,485 |
0.52 |
-0.165 |
-0.179 |
2,418,125 |
| 0 |
1 |
0 |
0 |
0 |
0.92 |
0.022 |
0.022 |
0 |
| 1 |
11 |
2,151,399 |
2,151,399 |
1,117,974 |
0.43 |
0.011 |
0.013 |
49,251 |
| MYS |
1 |
3 |
587,680 |
587,680 |
139,531 |
0.31 |
0.084 |
0.072 |
34,663 |
| NZL |
-1 |
1 |
-1,798,759 |
-1,798,759 |
-486,829 |
0.27 |
-0.138 |
-0.138 |
249,020 |
| PHL |
1 |
2 |
224,650 |
224,650 |
21,571 |
0.24 |
0.115 |
0.115 |
32,321 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,046,028 |
6,046,028 |
1,971,940 |
0.36 |
0.070 |
0.067 |
409,118 |
| THA |
-1 |
7 |
-5,932,360 |
-5,932,360 |
-1,544,056 |
0.31 |
-0.059 |
-0.047 |
664,418 |
| 1 |
13 |
12,657,974 |
12,657,974 |
3,168,872 |
0.31 |
0.106 |
0.095 |
1,806,623 |
| TWN |
-1 |
54 |
-13,043,730 |
-13,043,730 |
-11,530,409 |
0.96 |
-0.043 |
-0.034 |
446,868 |
| 0 |
1 |
0 |
0 |
0 |
0.87 |
-0.036 |
-0.036 |
0 |
| 1 |
37 |
19,724,042 |
19,724,042 |
11,499,266 |
0.80 |
0.092 |
0.087 |
2,167,479 |