Generated at 15:20 on Wednesday 07/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-198,978,663 |
| 0 |
20 |
0 |
| 1 |
444 |
201,278,621 |
|
target_notional |
| target_notional |
2,299,958 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
211,536 |
2,299,958 |
40,114,707 |
400,257,284 |
1 |
0.001 |
0.006 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-172,683,142 |
| 0 |
0 |
| 1 |
172,894,678 |
|
alpha_notional |
| alpha_notional |
40,114,707 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,599,298 |
| 0 |
0 |
| 1 |
22,515,409 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-9,978,948 |
32,767,932 |
1 |
-0.305 |
0.082 |
| CHN |
416 |
-10,465,762 |
136,478,777 |
1 |
-0.077 |
0.341 |
| HKG |
129 |
17,295,719 |
43,272,644 |
1 |
0.400 |
0.108 |
| IDN |
2 |
1,050,094 |
1,050,094 |
1 |
1.000 |
0.003 |
| IND |
3 |
1,108,454 |
1,108,454 |
1 |
1.000 |
0.003 |
| JPN |
281 |
-4,126,132 |
110,595,006 |
1 |
-0.037 |
0.276 |
| KOR |
57 |
-9,983,484 |
14,628,549 |
1 |
-0.682 |
0.037 |
| MYS |
3 |
601,334 |
601,334 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,799,899 |
1,799,899 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
217,067 |
217,067 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,966,923 |
5,992,079 |
1 |
0.996 |
0.015 |
| THA |
22 |
6,197,968 |
18,608,072 |
1 |
0.333 |
0.046 |
| TWN |
91 |
6,216,622 |
33,137,377 |
1 |
0.188 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-21,373,440 |
| 0 |
1 |
0 |
| 1 |
18 |
11,394,492 |
| CHN |
-1 |
260 |
-73,472,269 |
| 0 |
5 |
0 |
| 1 |
151 |
63,006,508 |
| HKG |
-1 |
38 |
-12,988,463 |
| 0 |
1 |
0 |
| 1 |
90 |
30,284,181 |
| IDN |
1 |
2 |
1,050,094 |
| IND |
1 |
3 |
1,108,454 |
| JPN |
-1 |
165 |
-57,360,569 |
| 0 |
9 |
0 |
| 1 |
107 |
53,234,437 |
| KOR |
-1 |
43 |
-12,306,016 |
| 0 |
2 |
0 |
| 1 |
12 |
2,322,533 |
| MYS |
1 |
3 |
601,334 |
| NZL |
-1 |
1 |
-1,799,899 |
| PHL |
1 |
2 |
217,067 |
| SGP |
-1 |
2 |
-12,578 |
| 1 |
6 |
5,979,501 |
| THA |
-1 |
8 |
-6,205,052 |
| 0 |
1 |
0 |
| 1 |
13 |
12,403,020 |
| TWN |
-1 |
53 |
-13,460,378 |
| 0 |
1 |
0 |
| 1 |
37 |
19,677,000 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-21,373,440 |
-21,373,440 |
-11,263,423 |
0.61 |
-0.106 |
-0.097 |
2,428,334 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
-0.003 |
-0.003 |
0 |
| 1 |
18 |
11,394,492 |
11,394,492 |
2,985,296 |
0.29 |
0.030 |
0.035 |
546,113 |
| CHN |
-1 |
260 |
-73,472,269 |
-73,472,269 |
-86,381,594 |
1.43 |
-0.088 |
-0.091 |
8,013,828 |
| 0 |
5 |
0 |
0 |
0 |
0.88 |
-0.006 |
0.029 |
0 |
| 1 |
151 |
63,006,508 |
63,006,508 |
78,354,688 |
1.32 |
0.083 |
0.078 |
7,397,963 |
| HKG |
-1 |
38 |
-12,988,463 |
-12,988,463 |
-15,081,142 |
1.58 |
0.040 |
0.034 |
-231,774 |
| 0 |
1 |
0 |
0 |
0 |
1.37 |
0.078 |
0.078 |
0 |
| 1 |
90 |
30,284,181 |
30,284,181 |
43,430,850 |
1.58 |
0.169 |
0.162 |
6,462,309 |
| IDN |
1 |
2 |
1,050,094 |
1,050,094 |
173,677 |
0.18 |
0.130 |
0.130 |
131,410 |
| IND |
1 |
3 |
1,108,454 |
1,108,454 |
407,727 |
0.40 |
0.140 |
0.167 |
225,019 |
| JPN |
-1 |
165 |
-57,360,569 |
-57,360,569 |
-39,235,558 |
0.75 |
-0.045 |
-0.041 |
2,864,428 |
| 0 |
9 |
0 |
0 |
0 |
0.98 |
0.020 |
0.018 |
0 |
| 1 |
107 |
53,234,437 |
53,234,437 |
29,304,919 |
0.71 |
0.049 |
0.047 |
3,207,158 |
| KOR |
-1 |
43 |
-12,306,016 |
-12,306,016 |
-6,633,571 |
0.51 |
-0.161 |
-0.170 |
2,301,113 |
| 0 |
2 |
0 |
0 |
0 |
0.65 |
-0.097 |
-0.097 |
0 |
| 1 |
12 |
2,322,533 |
2,322,533 |
1,197,460 |
0.44 |
0.012 |
0.030 |
39,382 |
| MYS |
1 |
3 |
601,334 |
601,334 |
144,698 |
0.31 |
0.103 |
0.094 |
42,521 |
| NZL |
-1 |
1 |
-1,799,899 |
-1,799,899 |
-487,138 |
0.27 |
-0.172 |
-0.172 |
309,837 |
| PHL |
1 |
2 |
217,067 |
217,067 |
19,742 |
0.24 |
0.059 |
0.059 |
19,152 |
| SGP |
-1 |
2 |
-12,578 |
-12,578 |
-13,867 |
1.10 |
-0.045 |
-0.045 |
566 |
| 1 |
6 |
5,979,501 |
5,979,501 |
1,954,104 |
0.36 |
0.058 |
0.056 |
362,191 |
| THA |
-1 |
8 |
-6,205,052 |
-6,205,052 |
-1,675,729 |
0.31 |
-0.085 |
-0.042 |
1,192,055 |
| 0 |
1 |
0 |
0 |
0 |
0.03 |
-0.015 |
-0.015 |
0 |
| 1 |
13 |
12,403,020 |
12,403,020 |
3,412,310 |
0.34 |
0.107 |
0.102 |
2,004,440 |
| TWN |
-1 |
53 |
-13,460,378 |
-13,460,378 |
-11,911,120 |
0.94 |
-0.050 |
-0.048 |
720,911 |
| 0 |
1 |
0 |
0 |
0 |
1.71 |
-0.133 |
-0.133 |
0 |
| 1 |
37 |
19,677,000 |
19,677,000 |
11,509,209 |
0.80 |
0.092 |
0.082 |
2,077,751 |