Generated at 15:37 on Thursday 07/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-199,258,112 |
| 0 |
23 |
0 |
| 1 |
438 |
201,343,216 |
|
target_notional |
| target_notional |
2,085,104 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-258,689 |
2,085,104 |
40,000,763 |
400,601,329 |
1 |
-0.001 |
0.005 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-173,830,560 |
| 0 |
0 |
| 1 |
173,571,871 |
|
alpha_notional |
| alpha_notional |
40,000,763 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,319,549 |
| 0 |
0 |
| 1 |
21,681,213 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-9,996,890 |
31,363,708 |
1 |
-0.319 |
0.078 |
| CHN |
413 |
-10,607,714 |
136,618,781 |
1 |
-0.078 |
0.341 |
| HKG |
128 |
18,509,937 |
43,112,004 |
1 |
0.429 |
0.108 |
| IDN |
2 |
881,774 |
881,774 |
1 |
1.000 |
0.002 |
| IND |
3 |
1,133,671 |
1,133,671 |
1 |
1.000 |
0.003 |
| JPN |
276 |
-4,845,470 |
110,790,972 |
1 |
-0.044 |
0.277 |
| KOR |
56 |
-9,999,079 |
15,228,603 |
1 |
-0.657 |
0.038 |
| MYS |
3 |
605,564 |
605,564 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,799,886 |
1,799,886 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
216,737 |
216,737 |
1 |
1.000 |
0.001 |
| SGP |
8 |
6,024,834 |
6,050,491 |
1 |
0.996 |
0.015 |
| THA |
23 |
5,837,584 |
19,046,923 |
1 |
0.306 |
0.048 |
| TWN |
91 |
6,124,042 |
33,752,213 |
1 |
0.181 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-20,680,299 |
| 0 |
4 |
0 |
| 1 |
17 |
10,683,409 |
| CHN |
-1 |
259 |
-73,613,247 |
| 0 |
5 |
0 |
| 1 |
149 |
63,005,534 |
| HKG |
-1 |
38 |
-12,301,034 |
| 1 |
90 |
30,810,970 |
| IDN |
1 |
2 |
881,774 |
| IND |
1 |
3 |
1,133,671 |
| JPN |
-1 |
160 |
-57,818,221 |
| 0 |
13 |
0 |
| 1 |
103 |
52,972,751 |
| KOR |
-1 |
42 |
-12,613,841 |
| 0 |
1 |
0 |
| 1 |
13 |
2,614,762 |
| MYS |
1 |
3 |
605,564 |
| NZL |
-1 |
1 |
-1,799,886 |
| PHL |
1 |
2 |
216,737 |
| SGP |
-1 |
2 |
-12,829 |
| 1 |
6 |
6,037,663 |
| THA |
-1 |
10 |
-6,604,670 |
| 1 |
13 |
12,442,254 |
| TWN |
-1 |
54 |
-13,814,086 |
| 1 |
37 |
19,938,127 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-20,680,299 |
-20,680,299 |
-10,950,327 |
0.64 |
-0.110 |
-0.103 |
2,478,842 |
| 0 |
4 |
0 |
0 |
0 |
0.12 |
-0.019 |
-0.017 |
0 |
| 1 |
17 |
10,683,409 |
10,683,409 |
2,965,679 |
0.28 |
0.021 |
0.015 |
435,106 |
| CHN |
-1 |
259 |
-73,613,247 |
-73,613,247 |
-87,464,948 |
1.43 |
-0.090 |
-0.090 |
7,864,679 |
| 0 |
5 |
0 |
0 |
0 |
1.19 |
0.024 |
0.025 |
0 |
| 1 |
149 |
63,005,534 |
63,005,534 |
78,396,109 |
1.33 |
0.085 |
0.080 |
7,453,697 |
| HKG |
-1 |
38 |
-12,301,034 |
-12,301,034 |
-14,719,535 |
1.58 |
0.047 |
0.041 |
-186,783 |
| 1 |
90 |
30,810,970 |
30,810,970 |
43,691,673 |
1.58 |
0.172 |
0.160 |
6,504,282 |
| IDN |
1 |
2 |
881,774 |
881,774 |
150,573 |
0.18 |
0.092 |
0.092 |
80,340 |
| IND |
1 |
3 |
1,133,671 |
1,133,671 |
416,905 |
0.40 |
0.141 |
0.173 |
230,908 |
| JPN |
-1 |
160 |
-57,818,221 |
-57,818,221 |
-39,421,599 |
0.74 |
-0.052 |
-0.047 |
3,362,445 |
| 0 |
13 |
0 |
0 |
0 |
0.91 |
0.005 |
0.012 |
0 |
| 1 |
103 |
52,972,751 |
52,972,751 |
29,302,262 |
0.70 |
0.042 |
0.037 |
2,785,176 |
| KOR |
-1 |
42 |
-12,613,841 |
-12,613,841 |
-6,753,406 |
0.52 |
-0.163 |
-0.165 |
2,512,062 |
| 0 |
1 |
0 |
0 |
0 |
0.33 |
-0.132 |
-0.132 |
0 |
| 1 |
13 |
2,614,762 |
2,614,762 |
1,405,306 |
0.50 |
0.020 |
0.029 |
93,058 |
| MYS |
1 |
3 |
605,564 |
605,564 |
145,925 |
0.31 |
0.099 |
0.086 |
44,389 |
| NZL |
-1 |
1 |
-1,799,886 |
-1,799,886 |
-487,134 |
0.27 |
-0.168 |
-0.168 |
302,772 |
| PHL |
1 |
2 |
216,737 |
216,737 |
19,729 |
0.24 |
0.071 |
0.071 |
19,017 |
| SGP |
-1 |
2 |
-12,829 |
-12,829 |
-14,144 |
1.10 |
-0.050 |
-0.050 |
635 |
| 1 |
6 |
6,037,663 |
6,037,663 |
1,965,530 |
0.36 |
0.053 |
0.046 |
301,297 |
| THA |
-1 |
10 |
-6,604,670 |
-6,604,670 |
-1,808,867 |
0.32 |
-0.082 |
-0.057 |
1,243,990 |
| 1 |
13 |
12,442,254 |
12,442,254 |
3,411,089 |
0.34 |
0.086 |
0.074 |
1,714,810 |
| TWN |
-1 |
54 |
-13,814,086 |
-13,814,086 |
-12,210,600 |
0.94 |
-0.052 |
-0.043 |
740,907 |
| 1 |
37 |
19,938,127 |
19,938,127 |
11,701,091 |
0.80 |
0.090 |
0.082 |
2,019,134 |