Generated at 15:21 on Monday 07/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-200,548,803 |
| 0 |
18 |
0 |
| 1 |
443 |
200,918,726 |
|
target_notional |
| target_notional |
369,923 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,265,996 |
369,923 |
40,359,034 |
401,467,528 |
1 |
-0.003 |
0.001 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,985,098 |
| 0 |
0 |
| 1 |
173,719,102 |
|
alpha_notional |
| alpha_notional |
40,359,034 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,245,293 |
| 0 |
0 |
| 1 |
22,113,740 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-9,991,023 |
32,263,803 |
1 |
-0.310 |
0.080 |
| CHN |
424 |
-11,851,700 |
137,778,213 |
1 |
-0.086 |
0.343 |
| HKG |
132 |
17,091,499 |
43,074,854 |
1 |
0.397 |
0.107 |
| IDN |
2 |
1,082,359 |
1,082,359 |
1 |
1.000 |
0.003 |
| IND |
2 |
600,968 |
600,968 |
1 |
1.000 |
0.001 |
| JPN |
286 |
-4,154,916 |
112,270,202 |
1 |
-0.037 |
0.280 |
| KOR |
56 |
-9,996,529 |
14,329,088 |
1 |
-0.698 |
0.036 |
| MYS |
3 |
595,743 |
595,743 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,887 |
1,799,887 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
226,579 |
226,579 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,050,065 |
6,050,120 |
1 |
1.000 |
0.015 |
| THA |
20 |
5,910,739 |
18,787,228 |
1 |
0.315 |
0.047 |
| TWN |
91 |
6,606,027 |
32,608,483 |
1 |
0.203 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-21,127,413 |
| 0 |
1 |
0 |
| 1 |
18 |
11,136,390 |
| CHN |
-1 |
270 |
-74,814,957 |
| 0 |
4 |
0 |
| 1 |
150 |
62,963,256 |
| HKG |
-1 |
40 |
-12,991,677 |
| 0 |
1 |
0 |
| 1 |
91 |
30,083,177 |
| IDN |
1 |
2 |
1,082,359 |
| IND |
1 |
2 |
600,968 |
| JPN |
-1 |
167 |
-58,212,559 |
| 0 |
11 |
0 |
| 1 |
108 |
54,057,643 |
| KOR |
-1 |
45 |
-12,162,809 |
| 1 |
11 |
2,166,279 |
| MYS |
1 |
3 |
595,743 |
| NZL |
-1 |
1 |
-1,799,887 |
| PHL |
1 |
2 |
226,579 |
| SGP |
-1 |
1 |
-28 |
| 1 |
6 |
6,050,092 |
| THA |
-1 |
7 |
-6,438,244 |
| 1 |
13 |
12,348,984 |
| TWN |
-1 |
53 |
-13,001,228 |
| 0 |
1 |
0 |
| 1 |
37 |
19,607,255 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-21,127,413 |
-21,127,413 |
-11,032,131 |
0.65 |
-0.103 |
-0.092 |
2,206,254 |
| 0 |
1 |
0 |
0 |
0 |
0.57 |
-0.097 |
-0.097 |
0 |
| 1 |
18 |
11,136,390 |
11,136,390 |
2,984,562 |
0.27 |
0.037 |
0.033 |
506,139 |
| CHN |
-1 |
270 |
-74,814,957 |
-74,814,957 |
-88,279,351 |
1.44 |
-0.096 |
-0.097 |
9,044,466 |
| 0 |
4 |
0 |
0 |
0 |
1.07 |
-0.039 |
-0.080 |
0 |
| 1 |
150 |
62,963,256 |
62,963,256 |
78,406,581 |
1.33 |
0.078 |
0.071 |
6,888,393 |
| HKG |
-1 |
40 |
-12,991,677 |
-12,991,677 |
-14,927,720 |
1.55 |
0.046 |
0.042 |
-319,695 |
| 0 |
1 |
0 |
0 |
0 |
1.52 |
0.242 |
0.242 |
0 |
| 1 |
91 |
30,083,177 |
30,083,177 |
43,671,429 |
1.58 |
0.174 |
0.164 |
6,743,488 |
| IDN |
1 |
2 |
1,082,359 |
1,082,359 |
178,413 |
0.18 |
0.114 |
0.114 |
121,820 |
| IND |
1 |
2 |
600,968 |
600,968 |
219,597 |
0.37 |
0.120 |
0.120 |
113,186 |
| JPN |
-1 |
167 |
-58,212,559 |
-58,212,559 |
-40,268,249 |
0.75 |
-0.052 |
-0.052 |
3,277,287 |
| 0 |
11 |
0 |
0 |
0 |
0.78 |
-0.002 |
0.022 |
0 |
| 1 |
108 |
54,057,643 |
54,057,643 |
30,411,375 |
0.71 |
0.053 |
0.051 |
3,354,873 |
| KOR |
-1 |
45 |
-12,162,809 |
-12,162,809 |
-6,763,059 |
0.52 |
-0.165 |
-0.157 |
2,311,404 |
| 1 |
11 |
2,166,279 |
2,166,279 |
1,128,114 |
0.43 |
0.005 |
0.004 |
46,745 |
| MYS |
1 |
3 |
595,743 |
595,743 |
141,289 |
0.31 |
0.080 |
0.072 |
29,421 |
| NZL |
-1 |
1 |
-1,799,887 |
-1,799,887 |
-487,135 |
0.27 |
-0.133 |
-0.133 |
238,562 |
| PHL |
1 |
2 |
226,579 |
226,579 |
21,804 |
0.24 |
0.107 |
0.107 |
31,413 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,050,092 |
6,050,092 |
1,975,775 |
0.36 |
0.061 |
0.063 |
361,029 |
| THA |
-1 |
7 |
-6,438,244 |
-6,438,244 |
-1,686,977 |
0.31 |
-0.088 |
-0.070 |
1,042,914 |
| 1 |
13 |
12,348,984 |
12,348,984 |
3,190,907 |
0.31 |
0.086 |
0.072 |
1,649,055 |
| TWN |
-1 |
53 |
-13,001,228 |
-13,001,228 |
-11,540,478 |
0.96 |
-0.036 |
-0.030 |
444,101 |
| 0 |
1 |
0 |
0 |
0 |
0.89 |
-0.067 |
-0.067 |
0 |
| 1 |
37 |
19,607,255 |
19,607,255 |
11,389,254 |
0.80 |
0.099 |
0.091 |
2,268,178 |