Generated at 15:19 on Tuesday 07/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-198,581,655 |
| 0 |
20 |
0 |
| 1 |
447 |
201,033,323 |
|
target_notional |
| target_notional |
2,451,668 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,294,931 |
2,451,668 |
39,853,108 |
399,614,979 |
1 |
0.003 |
0.006 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-171,972,948 |
| 0 |
0 |
| 1 |
173,267,879 |
|
alpha_notional |
| alpha_notional |
39,853,108 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,732,752 |
| 0 |
0 |
| 1 |
22,120,356 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-9,980,590 |
31,914,647 |
1 |
-0.313 |
0.080 |
| CHN |
421 |
-9,927,014 |
135,846,281 |
1 |
-0.073 |
0.340 |
| HKG |
131 |
17,181,014 |
43,305,582 |
1 |
0.397 |
0.108 |
| IDN |
2 |
1,052,238 |
1,052,238 |
1 |
1.000 |
0.003 |
| IND |
3 |
913,829 |
913,829 |
1 |
1.000 |
0.002 |
| JPN |
282 |
-4,823,401 |
112,006,640 |
1 |
-0.043 |
0.280 |
| KOR |
57 |
-10,006,002 |
14,663,814 |
1 |
-0.682 |
0.037 |
| MYS |
3 |
591,451 |
591,451 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,899 |
1,799,899 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
224,938 |
224,938 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,027,244 |
6,027,299 |
1 |
1.000 |
0.015 |
| THA |
24 |
6,523,897 |
18,569,402 |
1 |
0.351 |
0.046 |
| TWN |
91 |
6,473,963 |
32,698,959 |
1 |
0.198 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-20,947,618 |
| 0 |
3 |
0 |
| 1 |
18 |
10,967,028 |
| CHN |
-1 |
262 |
-72,886,647 |
| 0 |
7 |
0 |
| 1 |
152 |
62,959,633 |
| HKG |
-1 |
38 |
-13,062,284 |
| 0 |
2 |
0 |
| 1 |
91 |
30,243,298 |
| IDN |
1 |
2 |
1,052,238 |
| IND |
1 |
3 |
913,829 |
| JPN |
-1 |
169 |
-58,415,020 |
| 0 |
6 |
0 |
| 1 |
107 |
53,591,619 |
| KOR |
-1 |
45 |
-12,334,908 |
| 1 |
12 |
2,328,906 |
| MYS |
1 |
3 |
591,451 |
| NZL |
-1 |
1 |
-1,799,899 |
| PHL |
1 |
2 |
224,938 |
| SGP |
-1 |
1 |
-28 |
| 1 |
6 |
6,027,271 |
| THA |
-1 |
8 |
-6,022,752 |
| 0 |
2 |
0 |
| 1 |
14 |
12,546,650 |
| TWN |
-1 |
54 |
-13,112,498 |
| 1 |
37 |
19,586,461 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-20,947,618 |
-20,947,618 |
-11,039,916 |
0.64 |
-0.117 |
-0.107 |
2,522,367 |
| 0 |
3 |
0 |
0 |
0 |
0.73 |
-0.065 |
-0.047 |
0 |
| 1 |
18 |
10,967,028 |
10,967,028 |
2,988,219 |
0.27 |
0.017 |
0.013 |
280,114 |
| CHN |
-1 |
262 |
-72,886,647 |
-72,886,647 |
-85,145,202 |
1.42 |
-0.086 |
-0.091 |
7,956,895 |
| 0 |
7 |
0 |
0 |
0 |
1.88 |
-0.082 |
-0.082 |
0 |
| 1 |
152 |
62,959,633 |
62,959,633 |
78,371,898 |
1.32 |
0.083 |
0.076 |
7,354,448 |
| HKG |
-1 |
38 |
-13,062,284 |
-13,062,284 |
-15,074,231 |
1.58 |
0.041 |
0.036 |
-184,073 |
| 0 |
2 |
0 |
0 |
0 |
1.24 |
0.131 |
0.131 |
0 |
| 1 |
91 |
30,243,298 |
30,243,298 |
43,503,673 |
1.58 |
0.169 |
0.163 |
6,346,462 |
| IDN |
1 |
2 |
1,052,238 |
1,052,238 |
173,796 |
0.18 |
0.122 |
0.122 |
120,002 |
| IND |
1 |
3 |
913,829 |
913,829 |
336,661 |
0.40 |
0.143 |
0.194 |
184,512 |
| JPN |
-1 |
169 |
-58,415,020 |
-58,415,020 |
-40,147,708 |
0.75 |
-0.048 |
-0.048 |
3,102,413 |
| 0 |
6 |
0 |
0 |
0 |
0.86 |
0.004 |
0.008 |
0 |
| 1 |
107 |
53,591,619 |
53,591,619 |
29,843,312 |
0.71 |
0.049 |
0.047 |
3,241,940 |
| KOR |
-1 |
45 |
-12,334,908 |
-12,334,908 |
-6,817,268 |
0.52 |
-0.165 |
-0.162 |
2,381,900 |
| 1 |
12 |
2,328,906 |
2,328,906 |
1,199,359 |
0.44 |
0.008 |
0.012 |
57,559 |
| MYS |
1 |
3 |
591,451 |
591,451 |
140,296 |
0.31 |
0.087 |
0.074 |
36,006 |
| NZL |
-1 |
1 |
-1,799,899 |
-1,799,899 |
-487,138 |
0.27 |
-0.150 |
-0.150 |
270,048 |
| PHL |
1 |
2 |
224,938 |
224,938 |
21,634 |
0.24 |
0.070 |
0.070 |
16,928 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,027,271 |
6,027,271 |
1,970,916 |
0.36 |
0.063 |
0.061 |
396,051 |
| THA |
-1 |
8 |
-6,022,752 |
-6,022,752 |
-1,614,514 |
0.31 |
-0.080 |
-0.053 |
1,084,614 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
0.053 |
0.053 |
0 |
| 1 |
14 |
12,546,650 |
12,546,650 |
3,305,873 |
0.32 |
0.099 |
0.085 |
1,843,644 |
| TWN |
-1 |
54 |
-13,112,498 |
-13,112,498 |
-11,646,970 |
0.96 |
-0.046 |
-0.030 |
598,588 |
| 1 |
37 |
19,586,461 |
19,586,461 |
11,412,240 |
0.80 |
0.097 |
0.093 |
2,242,689 |