Generated at 15:32 on Thursday 07/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
595 |
-199,631,728 |
| 0 |
17 |
0 |
| 1 |
434 |
200,258,973 |
|
target_notional |
| target_notional |
627,244 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
414,480 |
627,244 |
39,135,680 |
399,890,701 |
1 |
0.001 |
0.002 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,236,888 |
| 0 |
0 |
| 1 |
177,651,368 |
|
alpha_notional |
| alpha_notional |
39,135,680 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,671,720 |
| 0 |
0 |
| 1 |
19,463,960 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-9,992,983 |
32,641,341 |
1 |
-0.306 |
0.082 |
| CHN |
410 |
-9,993,659 |
135,952,569 |
1 |
-0.074 |
0.340 |
| HKG |
129 |
21,546,106 |
43,674,042 |
1 |
0.493 |
0.109 |
| IDN |
2 |
358,757 |
358,757 |
1 |
1.000 |
0.001 |
| IND |
1 |
18,368 |
18,368 |
1 |
1.000 |
0.000 |
| JPN |
263 |
-7,345,382 |
113,150,082 |
1 |
-0.065 |
0.283 |
| KOR |
56 |
-10,025,108 |
15,938,315 |
1 |
-0.629 |
0.040 |
| MYS |
3 |
603,818 |
603,818 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,799,864 |
1,799,864 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
224,803 |
224,803 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,903,042 |
6,050,410 |
1 |
0.976 |
0.015 |
| THA |
23 |
5,670,619 |
15,515,685 |
1 |
0.365 |
0.039 |
| TWN |
96 |
5,458,728 |
33,962,646 |
1 |
0.161 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-21,317,162 |
| 1 |
16 |
11,324,179 |
| CHN |
-1 |
259 |
-72,973,114 |
| 0 |
5 |
0 |
| 1 |
146 |
62,979,455 |
| HKG |
-1 |
39 |
-11,063,968 |
| 1 |
90 |
32,610,074 |
| IDN |
0 |
1 |
0 |
| 1 |
1 |
358,757 |
| IND |
1 |
1 |
18,368 |
| JPN |
-1 |
150 |
-60,247,732 |
| 0 |
10 |
0 |
| 1 |
103 |
52,902,350 |
| KOR |
-1 |
41 |
-12,981,712 |
| 0 |
1 |
0 |
| 1 |
14 |
2,956,604 |
| MYS |
1 |
3 |
603,818 |
| NZL |
-1 |
1 |
-1,799,864 |
| PHL |
1 |
2 |
224,803 |
| SGP |
-1 |
2 |
-73,684 |
| 1 |
6 |
5,976,726 |
| THA |
-1 |
8 |
-4,922,533 |
| 1 |
15 |
10,593,152 |
| TWN |
-1 |
59 |
-14,251,959 |
| 1 |
37 |
19,710,687 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-21,317,162 |
-21,317,162 |
-10,487,328 |
0.64 |
-0.115 |
-0.114 |
2,619,350 |
| 1 |
16 |
11,324,179 |
11,324,179 |
3,467,280 |
0.31 |
0.037 |
0.026 |
409,886 |
| CHN |
-1 |
259 |
-72,973,114 |
-72,973,114 |
-88,903,232 |
1.42 |
-0.078 |
-0.081 |
8,465,029 |
| 0 |
5 |
0 |
0 |
0 |
1.09 |
0.012 |
0.013 |
0 |
| 1 |
146 |
62,979,455 |
62,979,455 |
79,198,943 |
1.37 |
0.084 |
0.082 |
7,132,982 |
| HKG |
-1 |
39 |
-11,063,968 |
-11,063,968 |
-14,262,122 |
1.64 |
0.054 |
0.066 |
-52,144 |
| 1 |
90 |
32,610,074 |
32,610,074 |
45,575,048 |
1.57 |
0.167 |
0.164 |
6,433,089 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.12 |
0.065 |
0.065 |
0 |
| 1 |
1 |
358,757 |
358,757 |
88,430 |
0.25 |
0.099 |
0.099 |
35,516 |
| IND |
1 |
1 |
18,368 |
18,368 |
6,707 |
0.37 |
0.114 |
0.114 |
2,099 |
| JPN |
-1 |
150 |
-60,247,732 |
-60,247,732 |
-42,255,941 |
0.70 |
-0.073 |
-0.072 |
4,873,013 |
| 0 |
10 |
0 |
0 |
0 |
0.91 |
-0.035 |
-0.039 |
0 |
| 1 |
103 |
52,902,350 |
52,902,350 |
30,781,041 |
0.75 |
0.019 |
0.014 |
1,573,828 |
| KOR |
-1 |
41 |
-12,981,712 |
-12,981,712 |
-6,938,379 |
0.52 |
-0.158 |
-0.170 |
2,374,920 |
| 0 |
1 |
0 |
0 |
0 |
0.44 |
0.045 |
0.045 |
0 |
| 1 |
14 |
2,956,604 |
2,956,604 |
1,743,845 |
0.56 |
0.029 |
0.027 |
138,343 |
| MYS |
1 |
3 |
603,818 |
603,818 |
144,303 |
0.31 |
0.090 |
0.069 |
37,993 |
| NZL |
-1 |
1 |
-1,799,864 |
-1,799,864 |
-487,128 |
0.27 |
-0.145 |
-0.145 |
260,469 |
| PHL |
1 |
2 |
224,803 |
224,803 |
20,465 |
0.24 |
0.088 |
0.088 |
6,577 |
| SGP |
-1 |
2 |
-73,684 |
-73,684 |
-81,382 |
1.10 |
-0.038 |
-0.038 |
2,788 |
| 1 |
6 |
5,976,726 |
5,976,726 |
1,929,279 |
0.36 |
0.041 |
0.037 |
258,807 |
| THA |
-1 |
8 |
-4,922,533 |
-4,922,533 |
-1,271,232 |
0.28 |
-0.051 |
-0.044 |
395,849 |
| 1 |
15 |
10,593,152 |
10,593,152 |
3,006,148 |
0.43 |
0.082 |
0.075 |
1,464,407 |
| TWN |
-1 |
59 |
-14,251,959 |
-14,251,959 |
-12,550,143 |
0.93 |
-0.051 |
-0.043 |
732,446 |
| 1 |
37 |
19,710,687 |
19,710,687 |
11,689,878 |
0.80 |
0.088 |
0.085 |
1,970,433 |