Generated at 15:19 on Tuesday 07/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-200,735,553 |
| 0 |
22 |
0 |
| 1 |
435 |
201,452,355 |
|
target_notional |
| target_notional |
716,802 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,553,493 |
716,802 |
39,329,769 |
402,187,908 |
1 |
-0.006 |
0.002 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-178,396,468 |
| 0 |
0 |
| 1 |
175,842,975 |
|
alpha_notional |
| alpha_notional |
39,329,769 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,324,195 |
| 0 |
0 |
| 1 |
21,005,574 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
58 |
-9,996,770 |
32,785,799 |
1 |
-0.305 |
0.082 |
| CHN |
409 |
-12,395,628 |
138,316,688 |
1 |
-0.090 |
0.344 |
| HKG |
131 |
20,709,754 |
43,341,940 |
1 |
0.478 |
0.108 |
| IDN |
2 |
661,999 |
661,999 |
1 |
1.000 |
0.002 |
| IND |
2 |
725,101 |
725,101 |
1 |
1.000 |
0.002 |
| JPN |
273 |
-4,484,741 |
113,115,449 |
1 |
-0.040 |
0.281 |
| KOR |
55 |
-9,996,438 |
15,586,409 |
1 |
-0.641 |
0.039 |
| MYS |
3 |
600,417 |
600,417 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,866 |
1,799,866 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
216,545 |
216,545 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,839,765 |
6,050,008 |
1 |
0.965 |
0.015 |
| THA |
24 |
4,978,854 |
15,512,538 |
1 |
0.321 |
0.039 |
| TWN |
97 |
5,657,810 |
33,475,148 |
1 |
0.169 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-21,391,284 |
| 0 |
4 |
0 |
| 1 |
18 |
11,394,515 |
| CHN |
-1 |
261 |
-75,356,158 |
| 0 |
2 |
0 |
| 1 |
146 |
62,960,530 |
| HKG |
-1 |
40 |
-11,316,093 |
| 0 |
3 |
0 |
| 1 |
88 |
32,025,847 |
| IDN |
1 |
2 |
661,999 |
| IND |
0 |
1 |
0 |
| 1 |
1 |
725,101 |
| JPN |
-1 |
158 |
-58,800,095 |
| 0 |
9 |
0 |
| 1 |
106 |
54,315,354 |
| KOR |
-1 |
42 |
-12,791,424 |
| 1 |
13 |
2,794,985 |
| MYS |
1 |
3 |
600,417 |
| NZL |
-1 |
1 |
-1,799,866 |
| PHL |
1 |
2 |
216,545 |
| SGP |
-1 |
2 |
-105,122 |
| 1 |
6 |
5,944,886 |
| THA |
-1 |
9 |
-5,266,842 |
| 0 |
2 |
0 |
| 1 |
13 |
10,245,696 |
| TWN |
-1 |
59 |
-13,908,669 |
| 0 |
1 |
0 |
| 1 |
37 |
19,566,479 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-21,391,284 |
-21,391,284 |
-10,910,537 |
0.64 |
-0.118 |
-0.119 |
2,732,099 |
| 0 |
4 |
0 |
0 |
0 |
0.24 |
-0.060 |
-0.084 |
0 |
| 1 |
18 |
11,394,515 |
11,394,515 |
3,292,999 |
0.28 |
0.031 |
0.029 |
582,765 |
| CHN |
-1 |
261 |
-75,356,158 |
-75,356,158 |
-91,706,496 |
1.41 |
-0.092 |
-0.092 |
9,110,215 |
| 0 |
2 |
0 |
0 |
0 |
1.03 |
-0.047 |
-0.047 |
0 |
| 1 |
146 |
62,960,530 |
62,960,530 |
78,659,351 |
1.36 |
0.072 |
0.068 |
6,515,716 |
| HKG |
-1 |
40 |
-11,316,093 |
-11,316,093 |
-14,037,775 |
1.62 |
0.053 |
0.053 |
-97,309 |
| 0 |
3 |
0 |
0 |
0 |
1.19 |
0.144 |
0.125 |
0 |
| 1 |
88 |
32,025,847 |
32,025,847 |
44,393,236 |
1.57 |
0.169 |
0.167 |
6,516,553 |
| IDN |
1 |
2 |
661,999 |
661,999 |
124,838 |
0.18 |
0.080 |
0.080 |
53,213 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.46 |
0.115 |
0.115 |
0 |
| 1 |
1 |
725,101 |
725,101 |
264,788 |
0.37 |
0.133 |
0.133 |
96,564 |
| JPN |
-1 |
158 |
-58,800,095 |
-58,800,095 |
-40,573,748 |
0.72 |
-0.040 |
-0.039 |
2,761,031 |
| 0 |
9 |
0 |
0 |
0 |
0.59 |
0.017 |
0.017 |
0 |
| 1 |
106 |
54,315,354 |
54,315,354 |
31,032,760 |
0.71 |
0.049 |
0.044 |
3,242,252 |
| KOR |
-1 |
42 |
-12,791,424 |
-12,791,424 |
-6,861,033 |
0.51 |
-0.157 |
-0.174 |
2,434,021 |
| 1 |
13 |
2,794,985 |
2,794,985 |
1,541,968 |
0.50 |
0.018 |
0.021 |
105,561 |
| MYS |
1 |
3 |
600,417 |
600,417 |
143,753 |
0.31 |
0.100 |
0.071 |
43,646 |
| NZL |
-1 |
1 |
-1,799,866 |
-1,799,866 |
-487,129 |
0.27 |
-0.170 |
-0.170 |
306,083 |
| PHL |
1 |
2 |
216,545 |
216,545 |
19,675 |
0.24 |
0.120 |
0.120 |
18,852 |
| SGP |
-1 |
2 |
-105,122 |
-105,122 |
-116,117 |
1.10 |
-0.051 |
-0.051 |
5,391 |
| 1 |
6 |
5,944,886 |
5,944,886 |
1,923,383 |
0.36 |
0.057 |
0.057 |
324,620 |
| THA |
-1 |
9 |
-5,266,842 |
-5,266,842 |
-1,486,266 |
0.36 |
-0.033 |
-0.028 |
613,886 |
| 0 |
2 |
0 |
0 |
0 |
0.22 |
0.020 |
0.020 |
0 |
| 1 |
13 |
10,245,696 |
10,245,696 |
2,905,931 |
0.38 |
0.104 |
0.086 |
1,590,630 |
| TWN |
-1 |
59 |
-13,908,669 |
-13,908,669 |
-12,217,368 |
0.93 |
-0.035 |
-0.029 |
458,777 |
| 0 |
1 |
0 |
0 |
0 |
1.19 |
-0.071 |
-0.071 |
0 |
| 1 |
37 |
19,566,479 |
19,566,479 |
11,540,292 |
0.80 |
0.097 |
0.091 |
1,915,201 |