Generated at 15:19 on Monday 07/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
610 |
-199,858,072 |
| 0 |
22 |
0 |
| 1 |
433 |
201,427,673 |
|
target_notional |
| target_notional |
1,569,601 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,174,491 |
1,569,601 |
39,602,703 |
401,285,744 |
1 |
-0.003 |
0.004 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,766,756 |
| 0 |
0 |
| 1 |
174,592,265 |
|
alpha_notional |
| alpha_notional |
39,602,703 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,410,060 |
| 0 |
0 |
| 1 |
21,192,643 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-10,005,923 |
32,518,962 |
1 |
-0.308 |
0.081 |
| CHN |
409 |
-11,537,680 |
137,518,568 |
1 |
-0.084 |
0.343 |
| HKG |
132 |
19,637,558 |
44,275,001 |
1 |
0.444 |
0.110 |
| IDN |
2 |
841,448 |
841,448 |
1 |
1.000 |
0.002 |
| IND |
2 |
1,086,400 |
1,086,400 |
1 |
1.000 |
0.003 |
| JPN |
270 |
-4,158,344 |
110,288,595 |
1 |
-0.038 |
0.275 |
| KOR |
55 |
-10,010,952 |
15,648,934 |
1 |
-0.640 |
0.039 |
| MYS |
3 |
600,665 |
600,665 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,877 |
1,799,877 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
217,974 |
217,974 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,825,559 |
6,035,853 |
1 |
0.965 |
0.015 |
| THA |
23 |
5,282,535 |
16,533,531 |
1 |
0.320 |
0.041 |
| TWN |
96 |
5,590,238 |
33,919,937 |
1 |
0.165 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-21,262,443 |
| 0 |
5 |
0 |
| 1 |
18 |
11,256,519 |
| CHN |
-1 |
259 |
-74,528,124 |
| 0 |
4 |
0 |
| 1 |
146 |
62,990,444 |
| HKG |
-1 |
40 |
-12,318,722 |
| 0 |
2 |
0 |
| 1 |
90 |
31,956,279 |
| IDN |
1 |
2 |
841,448 |
| IND |
1 |
2 |
1,086,400 |
| JPN |
-1 |
158 |
-57,223,470 |
| 0 |
9 |
0 |
| 1 |
103 |
53,065,125 |
| KOR |
-1 |
42 |
-12,829,943 |
| 1 |
13 |
2,818,991 |
| MYS |
1 |
3 |
600,665 |
| NZL |
-1 |
1 |
-1,799,877 |
| PHL |
1 |
2 |
217,974 |
| SGP |
-1 |
2 |
-105,147 |
| 1 |
6 |
5,930,706 |
| THA |
-1 |
10 |
-5,625,498 |
| 0 |
2 |
0 |
| 1 |
11 |
10,908,033 |
| TWN |
-1 |
59 |
-14,164,849 |
| 1 |
37 |
19,755,088 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-21,262,443 |
-21,262,443 |
-11,263,514 |
0.61 |
-0.115 |
-0.109 |
2,652,101 |
| 0 |
5 |
0 |
0 |
0 |
0.56 |
-0.060 |
-0.065 |
0 |
| 1 |
18 |
11,256,519 |
11,256,519 |
3,187,690 |
0.27 |
0.027 |
0.018 |
460,559 |
| CHN |
-1 |
259 |
-74,528,124 |
-74,528,124 |
-89,350,357 |
1.43 |
-0.091 |
-0.092 |
8,594,100 |
| 0 |
4 |
0 |
0 |
0 |
1.19 |
-0.044 |
-0.043 |
0 |
| 1 |
146 |
62,990,444 |
62,990,444 |
78,253,781 |
1.34 |
0.074 |
0.073 |
6,851,196 |
| HKG |
-1 |
40 |
-12,318,722 |
-12,318,722 |
-14,803,734 |
1.59 |
0.048 |
0.055 |
-251,828 |
| 0 |
2 |
0 |
0 |
0 |
1.86 |
0.074 |
0.074 |
0 |
| 1 |
90 |
31,956,279 |
31,956,279 |
44,334,308 |
1.57 |
0.166 |
0.163 |
6,557,043 |
| IDN |
1 |
2 |
841,448 |
841,448 |
145,826 |
0.18 |
0.093 |
0.093 |
78,260 |
| IND |
1 |
2 |
1,086,400 |
1,086,400 |
399,486 |
0.41 |
0.167 |
0.167 |
190,753 |
| JPN |
-1 |
158 |
-57,223,470 |
-57,223,470 |
-38,644,004 |
0.72 |
-0.040 |
-0.036 |
2,672,896 |
| 0 |
9 |
0 |
0 |
0 |
0.92 |
0.019 |
0.024 |
0 |
| 1 |
103 |
53,065,125 |
53,065,125 |
29,901,671 |
0.70 |
0.052 |
0.052 |
3,306,373 |
| KOR |
-1 |
42 |
-12,829,943 |
-12,829,943 |
-6,916,593 |
0.51 |
-0.172 |
-0.185 |
2,692,183 |
| 1 |
13 |
2,818,991 |
2,818,991 |
1,553,267 |
0.50 |
0.012 |
0.015 |
67,641 |
| MYS |
1 |
3 |
600,665 |
600,665 |
144,159 |
0.31 |
0.093 |
0.067 |
40,455 |
| NZL |
-1 |
1 |
-1,799,877 |
-1,799,877 |
-487,132 |
0.27 |
-0.176 |
-0.176 |
316,374 |
| PHL |
1 |
2 |
217,974 |
217,974 |
19,794 |
0.24 |
0.104 |
0.104 |
18,020 |
| SGP |
-1 |
2 |
-105,147 |
-105,147 |
-116,144 |
1.10 |
-0.054 |
-0.054 |
5,704 |
| 1 |
6 |
5,930,706 |
5,930,706 |
1,920,133 |
0.36 |
0.061 |
0.050 |
360,650 |
| THA |
-1 |
10 |
-5,625,498 |
-5,625,498 |
-1,651,774 |
0.32 |
-0.067 |
-0.058 |
1,058,819 |
| 0 |
2 |
0 |
0 |
0 |
0.21 |
0.075 |
0.075 |
0 |
| 1 |
11 |
10,908,033 |
10,908,033 |
3,048,860 |
0.40 |
0.082 |
0.056 |
1,400,573 |
| TWN |
-1 |
59 |
-14,164,849 |
-14,164,849 |
-12,533,502 |
0.94 |
-0.053 |
-0.051 |
669,709 |
| 1 |
37 |
19,755,088 |
19,755,088 |
11,683,290 |
0.80 |
0.085 |
0.080 |
1,861,121 |