Generated at 15:36 on Sunday 07/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-199,899,949 |
| 0 |
12 |
0 |
| 1 |
438 |
202,007,859 |
|
target_notional |
| target_notional |
2,107,910 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,293,956 |
2,107,910 |
40,225,539 |
401,907,809 |
1 |
-0.003 |
0.005 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,548,458 |
| 0 |
0 |
| 1 |
174,254,502 |
|
alpha_notional |
| alpha_notional |
40,225,539 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,497,299 |
| 0 |
0 |
| 1 |
20,728,240 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-9,982,489 |
32,754,398 |
1 |
-0.305 |
0.081 |
| CHN |
409 |
-11,087,524 |
136,969,940 |
1 |
-0.081 |
0.341 |
| HKG |
130 |
19,505,715 |
44,144,860 |
1 |
0.442 |
0.110 |
| IDN |
2 |
871,782 |
871,782 |
1 |
1.000 |
0.002 |
| IND |
3 |
1,097,365 |
1,097,365 |
1 |
1.000 |
0.003 |
| JPN |
263 |
-4,735,227 |
109,794,279 |
1 |
-0.043 |
0.273 |
| KOR |
56 |
-10,005,925 |
15,483,753 |
1 |
-0.646 |
0.039 |
| MYS |
3 |
605,973 |
605,973 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,798,781 |
1,798,781 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
219,085 |
219,085 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,842,766 |
6,046,493 |
1 |
0.966 |
0.015 |
| THA |
24 |
5,712,946 |
18,029,582 |
1 |
0.317 |
0.045 |
| TWN |
92 |
5,862,223 |
34,091,518 |
1 |
0.172 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-21,368,443 |
| 0 |
1 |
0 |
| 1 |
20 |
11,385,954 |
| CHN |
-1 |
254 |
-74,028,732 |
| 0 |
8 |
0 |
| 1 |
147 |
62,941,208 |
| HKG |
-1 |
39 |
-12,319,572 |
| 1 |
91 |
31,825,287 |
| IDN |
1 |
2 |
871,782 |
| IND |
0 |
1 |
0 |
| 1 |
2 |
1,097,365 |
| JPN |
-1 |
160 |
-57,264,753 |
| 1 |
103 |
52,529,526 |
| KOR |
-1 |
42 |
-12,744,839 |
| 0 |
1 |
0 |
| 1 |
13 |
2,738,914 |
| MYS |
1 |
3 |
605,973 |
| NZL |
-1 |
1 |
-1,798,781 |
| PHL |
1 |
2 |
219,085 |
| SGP |
-1 |
2 |
-101,863 |
| 1 |
6 |
5,944,629 |
| THA |
-1 |
11 |
-6,158,318 |
| 0 |
1 |
0 |
| 1 |
12 |
11,871,264 |
| TWN |
-1 |
55 |
-14,114,647 |
| 1 |
37 |
19,976,871 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-21,368,443 |
-21,368,443 |
-11,281,134 |
0.61 |
-0.129 |
-0.121 |
2,989,807 |
| 0 |
1 |
0 |
0 |
0 |
1.14 |
-0.073 |
-0.073 |
0 |
| 1 |
20 |
11,385,954 |
11,385,954 |
3,244,951 |
0.31 |
0.003 |
-0.002 |
176,763 |
| CHN |
-1 |
254 |
-74,028,732 |
-74,028,732 |
-88,765,664 |
1.43 |
-0.088 |
-0.090 |
8,690,849 |
| 0 |
8 |
0 |
0 |
0 |
1.29 |
-0.036 |
-0.010 |
0 |
| 1 |
147 |
62,941,208 |
62,941,208 |
78,285,763 |
1.34 |
0.084 |
0.083 |
7,216,012 |
| HKG |
-1 |
39 |
-12,319,572 |
-12,319,572 |
-14,792,680 |
1.60 |
0.043 |
0.051 |
-223,633 |
| 1 |
91 |
31,825,287 |
31,825,287 |
44,450,308 |
1.58 |
0.164 |
0.157 |
6,648,279 |
| IDN |
1 |
2 |
871,782 |
871,782 |
148,974 |
0.18 |
0.113 |
0.113 |
101,960 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.043 |
0.043 |
0 |
| 1 |
2 |
1,097,365 |
1,097,365 |
403,524 |
0.41 |
0.185 |
0.185 |
219,554 |
| JPN |
-1 |
160 |
-57,264,753 |
-57,264,753 |
-39,022,597 |
0.74 |
-0.046 |
-0.043 |
3,006,746 |
| 1 |
103 |
52,529,526 |
52,529,526 |
29,084,317 |
0.70 |
0.045 |
0.043 |
2,881,216 |
| KOR |
-1 |
42 |
-12,744,839 |
-12,744,839 |
-6,839,408 |
0.51 |
-0.169 |
-0.174 |
2,621,854 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
-0.186 |
-0.186 |
0 |
| 1 |
13 |
2,738,914 |
2,738,914 |
1,477,188 |
0.50 |
0.020 |
0.023 |
96,323 |
| MYS |
1 |
3 |
605,973 |
605,973 |
146,490 |
0.31 |
0.078 |
0.066 |
36,503 |
| NZL |
-1 |
1 |
-1,798,781 |
-1,798,781 |
-486,835 |
0.27 |
-0.180 |
-0.180 |
324,436 |
| PHL |
1 |
2 |
219,085 |
219,085 |
19,729 |
0.24 |
0.114 |
0.114 |
16,686 |
| SGP |
-1 |
2 |
-101,863 |
-101,863 |
-112,517 |
1.10 |
-0.084 |
-0.084 |
8,551 |
| 1 |
6 |
5,944,629 |
5,944,629 |
1,924,199 |
0.36 |
0.039 |
0.034 |
219,652 |
| THA |
-1 |
11 |
-6,158,318 |
-6,158,318 |
-1,754,076 |
0.31 |
-0.061 |
-0.045 |
1,209,623 |
| 0 |
1 |
0 |
0 |
0 |
-0.10 |
0.035 |
0.035 |
0 |
| 1 |
12 |
11,871,264 |
11,871,264 |
3,270,630 |
0.38 |
0.075 |
0.065 |
1,347,088 |
| TWN |
-1 |
55 |
-14,114,647 |
-14,114,647 |
-12,493,547 |
0.93 |
-0.061 |
-0.050 |
869,066 |
| 1 |
37 |
19,976,871 |
19,976,871 |
11,798,429 |
0.80 |
0.077 |
0.074 |
1,768,204 |