Generated at 15:20 on Wednesday 07/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
600 |
-200,437,036 |
| 0 |
20 |
0 |
| 1 |
433 |
200,716,867 |
|
target_notional |
| target_notional |
279,831 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,210,537 |
279,831 |
39,425,801 |
401,153,903 |
1 |
-0.003 |
0.001 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-178,096,784 |
| 0 |
0 |
| 1 |
176,886,246 |
|
alpha_notional |
| alpha_notional |
39,425,801 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,348,650 |
| 0 |
0 |
| 1 |
20,077,151 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-10,008,699 |
32,773,461 |
1 |
-0.305 |
0.082 |
| CHN |
408 |
-10,949,725 |
137,111,827 |
1 |
-0.080 |
0.342 |
| HKG |
128 |
21,418,232 |
43,109,362 |
1 |
0.497 |
0.107 |
| IDN |
2 |
525,031 |
525,031 |
1 |
1.000 |
0.001 |
| IND |
1 |
300,779 |
300,779 |
1 |
1.000 |
0.001 |
| JPN |
270 |
-6,547,511 |
113,697,873 |
1 |
-0.058 |
0.283 |
| KOR |
56 |
-9,995,731 |
15,566,256 |
1 |
-0.642 |
0.039 |
| MYS |
3 |
604,334 |
604,334 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,799,865 |
1,799,865 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
222,571 |
222,571 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,866,583 |
6,050,624 |
1 |
0.970 |
0.015 |
| THA |
23 |
5,181,248 |
15,687,926 |
1 |
0.330 |
0.039 |
| TWN |
97 |
5,462,584 |
33,703,993 |
1 |
0.162 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-21,391,080 |
| 0 |
3 |
0 |
| 1 |
15 |
11,382,381 |
| CHN |
-1 |
260 |
-74,030,776 |
| 0 |
2 |
0 |
| 1 |
146 |
63,081,051 |
| HKG |
-1 |
39 |
-10,845,565 |
| 0 |
1 |
0 |
| 1 |
88 |
32,263,797 |
| IDN |
1 |
2 |
525,031 |
| IND |
1 |
1 |
300,779 |
| JPN |
-1 |
153 |
-60,122,692 |
| 0 |
12 |
0 |
| 1 |
105 |
53,575,181 |
| KOR |
-1 |
42 |
-12,780,994 |
| 1 |
14 |
2,785,263 |
| MYS |
1 |
3 |
604,334 |
| NZL |
-1 |
1 |
-1,799,865 |
| PHL |
1 |
2 |
222,571 |
| SGP |
-1 |
2 |
-92,020 |
| 1 |
6 |
5,958,604 |
| THA |
-1 |
8 |
-5,253,339 |
| 0 |
1 |
0 |
| 1 |
14 |
10,434,587 |
| TWN |
-1 |
59 |
-14,120,705 |
| 0 |
1 |
0 |
| 1 |
37 |
19,583,289 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-21,391,080 |
-21,391,080 |
-10,670,161 |
0.64 |
-0.119 |
-0.118 |
2,704,518 |
| 0 |
3 |
0 |
0 |
0 |
0.20 |
-0.011 |
-0.000 |
0 |
| 1 |
15 |
11,382,381 |
11,382,381 |
3,320,465 |
0.30 |
0.032 |
0.029 |
511,186 |
| CHN |
-1 |
260 |
-74,030,776 |
-74,030,776 |
-90,504,201 |
1.41 |
-0.078 |
-0.080 |
8,223,190 |
| 0 |
2 |
0 |
0 |
0 |
1.30 |
-0.003 |
-0.003 |
0 |
| 1 |
146 |
63,081,051 |
63,081,051 |
79,517,207 |
1.36 |
0.082 |
0.080 |
7,274,026 |
| HKG |
-1 |
39 |
-10,845,565 |
-10,845,565 |
-13,715,156 |
1.64 |
0.049 |
0.055 |
-18,668 |
| 0 |
1 |
0 |
0 |
0 |
0.79 |
0.211 |
0.211 |
0 |
| 1 |
88 |
32,263,797 |
32,263,797 |
44,829,528 |
1.57 |
0.161 |
0.156 |
6,205,940 |
| IDN |
1 |
2 |
525,031 |
525,031 |
108,441 |
0.18 |
0.078 |
0.078 |
41,308 |
| IND |
1 |
1 |
300,779 |
300,779 |
109,837 |
0.37 |
0.125 |
0.125 |
37,481 |
| JPN |
-1 |
153 |
-60,122,692 |
-60,122,692 |
-41,964,969 |
0.73 |
-0.068 |
-0.068 |
4,504,755 |
| 0 |
12 |
0 |
0 |
0 |
0.65 |
-0.034 |
-0.029 |
0 |
| 1 |
105 |
53,575,181 |
53,575,181 |
30,821,216 |
0.74 |
0.025 |
0.024 |
2,070,298 |
| KOR |
-1 |
42 |
-12,780,994 |
-12,780,994 |
-6,852,270 |
0.51 |
-0.157 |
-0.169 |
2,289,039 |
| 1 |
14 |
2,785,263 |
2,785,263 |
1,552,634 |
0.56 |
0.022 |
0.035 |
118,835 |
| MYS |
1 |
3 |
604,334 |
604,334 |
144,644 |
0.31 |
0.090 |
0.070 |
37,749 |
| NZL |
-1 |
1 |
-1,799,865 |
-1,799,865 |
-487,129 |
0.27 |
-0.149 |
-0.149 |
268,301 |
| PHL |
1 |
2 |
222,571 |
222,571 |
20,563 |
0.24 |
0.061 |
0.061 |
9,371 |
| SGP |
-1 |
2 |
-92,020 |
-92,020 |
-101,641 |
1.10 |
-0.055 |
-0.055 |
5,023 |
| 1 |
6 |
5,958,604 |
5,958,604 |
1,924,998 |
0.36 |
0.060 |
0.072 |
322,410 |
| THA |
-1 |
8 |
-5,253,339 |
-5,253,339 |
-1,417,395 |
0.28 |
-0.070 |
-0.063 |
712,032 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
0.025 |
0.025 |
0 |
| 1 |
14 |
10,434,587 |
10,434,587 |
2,957,884 |
0.41 |
0.079 |
0.072 |
1,373,267 |
| TWN |
-1 |
59 |
-14,120,705 |
-14,120,705 |
-12,383,860 |
0.93 |
-0.047 |
-0.038 |
660,461 |
| 0 |
1 |
0 |
0 |
0 |
1.06 |
0.122 |
0.122 |
0 |
| 1 |
37 |
19,583,289 |
19,583,289 |
11,578,831 |
0.80 |
0.093 |
0.089 |
2,075,281 |