Generated at 15:19 on Monday 07/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-199,499,869 |
| 0 |
18 |
0 |
| 1 |
435 |
200,287,126 |
|
target_notional |
| target_notional |
787,257 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
428,532 |
787,257 |
39,604,927 |
399,786,995 |
1 |
0.001 |
0.002 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,438,915 |
| 0 |
0 |
| 1 |
177,867,446 |
|
alpha_notional |
| alpha_notional |
39,604,927 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,260,823 |
| 0 |
0 |
| 1 |
20,344,104 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-9,986,273 |
31,943,952 |
1 |
-0.313 |
0.080 |
| CHN |
418 |
-9,986,379 |
135,938,719 |
1 |
-0.073 |
0.340 |
| HKG |
131 |
20,705,446 |
43,675,737 |
1 |
0.474 |
0.109 |
| IDN |
1 |
338,747 |
338,747 |
1 |
1.000 |
0.001 |
| JPN |
263 |
-5,146,811 |
113,768,079 |
1 |
-0.045 |
0.285 |
| KOR |
55 |
-9,995,518 |
15,984,917 |
1 |
-0.625 |
0.040 |
| MYS |
3 |
606,425 |
606,425 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,799,876 |
1,799,876 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
217,229 |
217,229 |
1 |
1.000 |
0.001 |
| SGP |
9 |
5,840,887 |
6,043,572 |
1 |
0.966 |
0.015 |
| THA |
24 |
5,018,701 |
16,158,371 |
1 |
0.311 |
0.040 |
| TWN |
96 |
4,974,677 |
33,311,370 |
1 |
0.149 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-20,965,112 |
| 0 |
1 |
0 |
| 1 |
17 |
10,978,839 |
| CHN |
-1 |
262 |
-72,962,549 |
| 0 |
10 |
0 |
| 1 |
146 |
62,976,170 |
| HKG |
-1 |
41 |
-11,485,145 |
| 1 |
90 |
32,190,592 |
| IDN |
1 |
1 |
338,747 |
| JPN |
-1 |
152 |
-59,457,445 |
| 0 |
5 |
0 |
| 1 |
106 |
54,310,634 |
| KOR |
-1 |
41 |
-12,990,218 |
| 1 |
14 |
2,994,700 |
| MYS |
1 |
3 |
606,425 |
| NZL |
-1 |
1 |
-1,799,876 |
| PHL |
1 |
2 |
217,229 |
| SGP |
-1 |
3 |
-101,343 |
| 1 |
6 |
5,942,230 |
| THA |
-1 |
9 |
-5,569,835 |
| 1 |
15 |
10,588,536 |
| TWN |
-1 |
59 |
-14,168,346 |
| 0 |
2 |
0 |
| 1 |
35 |
19,143,023 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-20,965,112 |
-20,965,112 |
-9,968,792 |
0.62 |
-0.124 |
-0.124 |
2,703,188 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
-0.059 |
-0.059 |
0 |
| 1 |
17 |
10,978,839 |
10,978,839 |
3,651,975 |
0.32 |
0.002 |
-0.004 |
69,693 |
| CHN |
-1 |
262 |
-72,962,549 |
-72,962,549 |
-89,747,252 |
1.41 |
-0.088 |
-0.091 |
8,658,784 |
| 0 |
10 |
0 |
0 |
0 |
1.31 |
-0.023 |
-0.013 |
0 |
| 1 |
146 |
62,976,170 |
62,976,170 |
77,786,713 |
1.36 |
0.079 |
0.077 |
7,248,475 |
| HKG |
-1 |
41 |
-11,485,145 |
-11,485,145 |
-14,960,206 |
1.59 |
0.052 |
0.041 |
-15,210 |
| 1 |
90 |
32,190,592 |
32,190,592 |
45,049,435 |
1.57 |
0.168 |
0.170 |
6,372,227 |
| IDN |
1 |
1 |
338,747 |
338,747 |
83,498 |
0.25 |
0.083 |
0.083 |
28,020 |
| JPN |
-1 |
152 |
-59,457,445 |
-59,457,445 |
-41,307,013 |
0.69 |
-0.052 |
-0.049 |
3,398,864 |
| 0 |
5 |
0 |
0 |
0 |
0.95 |
-0.009 |
0.003 |
0 |
| 1 |
106 |
54,310,634 |
54,310,634 |
33,215,488 |
0.77 |
0.041 |
0.034 |
2,893,863 |
| KOR |
-1 |
41 |
-12,990,218 |
-12,990,218 |
-6,956,708 |
0.52 |
-0.162 |
-0.178 |
2,412,922 |
| 1 |
14 |
2,994,700 |
2,994,700 |
1,762,701 |
0.56 |
0.001 |
-0.003 |
6,858 |
| MYS |
1 |
3 |
606,425 |
606,425 |
145,097 |
0.31 |
0.084 |
0.062 |
40,514 |
| NZL |
-1 |
1 |
-1,799,876 |
-1,799,876 |
-487,131 |
0.27 |
-0.184 |
-0.184 |
330,363 |
| PHL |
1 |
2 |
217,229 |
217,229 |
20,108 |
0.24 |
0.082 |
0.082 |
16,590 |
| SGP |
-1 |
3 |
-101,343 |
-101,343 |
-98,806 |
0.87 |
-0.069 |
-0.069 |
5,531 |
| 1 |
6 |
5,942,230 |
5,942,230 |
1,910,903 |
0.36 |
0.041 |
0.032 |
228,353 |
| THA |
-1 |
9 |
-5,569,835 |
-5,569,835 |
-1,422,551 |
0.26 |
-0.067 |
-0.034 |
1,047,210 |
| 1 |
15 |
10,588,536 |
10,588,536 |
3,011,490 |
0.43 |
0.069 |
0.054 |
1,369,470 |
| TWN |
-1 |
59 |
-14,168,346 |
-14,168,346 |
-12,490,456 |
0.93 |
-0.049 |
-0.043 |
719,170 |
| 0 |
2 |
0 |
0 |
0 |
0.86 |
0.089 |
0.089 |
0 |
| 1 |
35 |
19,143,023 |
19,143,023 |
11,230,039 |
0.79 |
0.087 |
0.086 |
2,070,039 |