Generated at 15:19 on Tuesday 07/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-200,550,829 |
| 0 |
15 |
0 |
| 1 |
439 |
200,082,563 |
|
target_notional |
| target_notional |
-468,266 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,369,861 |
-468,266 |
39,827,098 |
400,633,392 |
1 |
-0.003 |
-0.001 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-179,274,437 |
| 0 |
0 |
| 1 |
177,904,576 |
|
alpha_notional |
| alpha_notional |
39,827,098 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,674,207 |
| 0 |
0 |
| 1 |
21,152,891 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-9,995,152 |
30,271,515 |
1 |
-0.330 |
0.076 |
| CHN |
412 |
-11,021,010 |
136,987,879 |
1 |
-0.080 |
0.342 |
| HKG |
132 |
19,170,065 |
43,368,849 |
1 |
0.442 |
0.108 |
| IDN |
1 |
336,452 |
336,452 |
1 |
1.000 |
0.001 |
| JPN |
273 |
-2,913,783 |
115,337,576 |
1 |
-0.025 |
0.288 |
| KOR |
55 |
-9,995,515 |
15,938,113 |
1 |
-0.627 |
0.040 |
| MYS |
3 |
604,624 |
604,624 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,799,878 |
1,799,878 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
215,649 |
215,649 |
1 |
1.000 |
0.001 |
| SGP |
9 |
5,849,746 |
6,047,316 |
1 |
0.967 |
0.015 |
| THA |
24 |
4,165,304 |
16,932,226 |
1 |
0.246 |
0.042 |
| TWN |
95 |
4,915,231 |
32,793,315 |
1 |
0.150 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-20,133,334 |
| 1 |
18 |
10,138,182 |
| CHN |
-1 |
262 |
-74,004,444 |
| 0 |
8 |
0 |
| 1 |
142 |
62,983,434 |
| HKG |
-1 |
42 |
-12,099,392 |
| 0 |
1 |
0 |
| 1 |
89 |
31,269,457 |
| IDN |
1 |
1 |
336,452 |
| JPN |
-1 |
155 |
-59,125,679 |
| 0 |
3 |
0 |
| 1 |
115 |
56,211,896 |
| KOR |
-1 |
41 |
-12,966,814 |
| 1 |
14 |
2,971,299 |
| MYS |
1 |
3 |
604,624 |
| NZL |
-1 |
1 |
-1,799,878 |
| PHL |
1 |
2 |
215,649 |
| SGP |
-1 |
3 |
-98,785 |
| 1 |
6 |
5,948,531 |
| THA |
-1 |
9 |
-6,383,461 |
| 0 |
1 |
0 |
| 1 |
14 |
10,548,765 |
| TWN |
-1 |
58 |
-13,939,042 |
| 0 |
2 |
0 |
| 1 |
35 |
18,854,273 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-20,133,334 |
-20,133,334 |
-9,785,132 |
0.62 |
-0.118 |
-0.118 |
2,386,689 |
| 1 |
18 |
10,138,182 |
10,138,182 |
3,561,862 |
0.32 |
-0.004 |
-0.005 |
105,104 |
| CHN |
-1 |
262 |
-74,004,444 |
-74,004,444 |
-91,818,616 |
1.41 |
-0.094 |
-0.100 |
9,157,691 |
| 0 |
8 |
0 |
0 |
0 |
1.44 |
-0.012 |
0.016 |
0 |
| 1 |
142 |
62,983,434 |
62,983,434 |
77,187,837 |
1.35 |
0.079 |
0.076 |
7,266,317 |
| HKG |
-1 |
42 |
-12,099,392 |
-12,099,392 |
-15,935,185 |
1.57 |
0.036 |
0.031 |
175,699 |
| 0 |
1 |
0 |
0 |
0 |
1.52 |
0.153 |
0.153 |
0 |
| 1 |
89 |
31,269,457 |
31,269,457 |
43,879,104 |
1.57 |
0.160 |
0.161 |
6,187,183 |
| IDN |
1 |
1 |
336,452 |
336,452 |
82,932 |
0.25 |
0.079 |
0.079 |
26,634 |
| JPN |
-1 |
155 |
-59,125,679 |
-59,125,679 |
-40,442,769 |
0.69 |
-0.041 |
-0.036 |
2,651,939 |
| 0 |
3 |
0 |
0 |
0 |
1.02 |
0.005 |
0.036 |
0 |
| 1 |
115 |
56,211,896 |
56,211,896 |
35,305,824 |
0.79 |
0.050 |
0.045 |
3,621,026 |
| KOR |
-1 |
41 |
-12,966,814 |
-12,966,814 |
-6,878,165 |
0.52 |
-0.159 |
-0.176 |
2,313,370 |
| 1 |
14 |
2,971,299 |
2,971,299 |
1,749,473 |
0.56 |
0.000 |
-0.001 |
33,247 |
| MYS |
1 |
3 |
604,624 |
604,624 |
144,578 |
0.31 |
0.088 |
0.071 |
41,890 |
| NZL |
-1 |
1 |
-1,799,878 |
-1,799,878 |
-487,132 |
0.27 |
-0.179 |
-0.179 |
322,127 |
| PHL |
1 |
2 |
215,649 |
215,649 |
19,682 |
0.24 |
0.114 |
0.114 |
13,177 |
| SGP |
-1 |
3 |
-98,785 |
-98,785 |
-96,465 |
0.87 |
-0.046 |
-0.046 |
3,114 |
| 1 |
6 |
5,948,531 |
5,948,531 |
1,930,464 |
0.36 |
0.064 |
0.071 |
355,411 |
| THA |
-1 |
9 |
-6,383,461 |
-6,383,461 |
-1,575,776 |
0.26 |
-0.080 |
-0.054 |
1,185,957 |
| 0 |
1 |
0 |
0 |
0 |
-0.04 |
-0.018 |
-0.018 |
0 |
| 1 |
14 |
10,548,765 |
10,548,765 |
3,010,233 |
0.46 |
0.056 |
0.037 |
1,290,820 |
| TWN |
-1 |
58 |
-13,939,042 |
-13,939,042 |
-12,255,196 |
0.93 |
-0.033 |
-0.020 |
477,621 |
| 0 |
2 |
0 |
0 |
0 |
0.99 |
-0.107 |
-0.107 |
0 |
| 1 |
35 |
18,854,273 |
18,854,273 |
11,032,588 |
0.79 |
0.101 |
0.092 |
2,212,081 |