Generated at 16:00 on Wednesday 07/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-201,558,051 |
| 0 |
21 |
0 |
| 1 |
440 |
199,958,724 |
|
target_notional |
| target_notional |
-1,599,326 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,180,532 |
-1,599,326 |
40,534,119 |
401,516,775 |
1 |
-0.005 |
-0.004 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-179,721,550 |
| 0 |
0 |
| 1 |
177,541,019 |
|
alpha_notional |
| alpha_notional |
40,534,119 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,013,084 |
| 0 |
0 |
| 1 |
21,521,035 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-9,995,736 |
30,118,438 |
1 |
-0.332 |
0.075 |
| CHN |
406 |
-11,697,515 |
137,674,335 |
1 |
-0.085 |
0.343 |
| HKG |
136 |
18,989,279 |
43,295,556 |
1 |
0.439 |
0.108 |
| IDN |
1 |
335,334 |
335,334 |
1 |
1.000 |
0.001 |
| JPN |
278 |
-2,662,859 |
115,236,292 |
1 |
-0.023 |
0.287 |
| KOR |
55 |
-9,992,118 |
16,056,893 |
1 |
-0.622 |
0.040 |
| MYS |
3 |
609,321 |
609,321 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,782,888 |
1,782,888 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
213,055 |
213,055 |
1 |
1.000 |
0.001 |
| SGP |
9 |
5,850,651 |
6,048,447 |
1 |
0.967 |
0.015 |
| THA |
24 |
3,809,735 |
17,069,475 |
1 |
0.223 |
0.043 |
| TWN |
94 |
4,724,415 |
33,076,741 |
1 |
0.143 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-20,057,087 |
| 0 |
1 |
0 |
| 1 |
17 |
10,061,351 |
| CHN |
-1 |
258 |
-74,685,925 |
| 0 |
4 |
0 |
| 1 |
144 |
62,988,410 |
| HKG |
-1 |
41 |
-12,153,139 |
| 0 |
3 |
0 |
| 1 |
92 |
31,142,417 |
| IDN |
1 |
1 |
335,334 |
| JPN |
-1 |
154 |
-58,949,575 |
| 0 |
12 |
0 |
| 1 |
112 |
56,286,717 |
| KOR |
-1 |
40 |
-13,024,506 |
| 0 |
1 |
0 |
| 1 |
14 |
3,032,387 |
| MYS |
1 |
3 |
609,321 |
| NZL |
-1 |
1 |
-1,782,888 |
| PHL |
1 |
2 |
213,055 |
| SGP |
-1 |
3 |
-98,898 |
| 1 |
6 |
5,949,549 |
| THA |
-1 |
10 |
-6,629,870 |
| 1 |
14 |
10,439,605 |
| TWN |
-1 |
59 |
-14,176,163 |
| 1 |
35 |
18,900,578 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-20,057,087 |
-20,057,087 |
-9,648,868 |
0.60 |
-0.115 |
-0.111 |
2,310,688 |
| 0 |
1 |
0 |
0 |
0 |
0.22 |
-0.096 |
-0.096 |
0 |
| 1 |
17 |
10,061,351 |
10,061,351 |
3,616,465 |
0.32 |
0.003 |
-0.000 |
94,397 |
| CHN |
-1 |
258 |
-74,685,925 |
-74,685,925 |
-92,230,393 |
1.40 |
-0.098 |
-0.101 |
9,263,805 |
| 0 |
4 |
0 |
0 |
0 |
1.30 |
-0.050 |
-0.062 |
0 |
| 1 |
144 |
62,988,410 |
62,988,410 |
76,987,448 |
1.34 |
0.080 |
0.081 |
7,102,897 |
| HKG |
-1 |
41 |
-12,153,139 |
-12,153,139 |
-16,035,374 |
1.57 |
0.039 |
0.043 |
157,719 |
| 0 |
3 |
0 |
0 |
0 |
1.20 |
0.075 |
0.043 |
0 |
| 1 |
92 |
31,142,417 |
31,142,417 |
43,304,042 |
1.56 |
0.172 |
0.170 |
6,543,351 |
| IDN |
1 |
1 |
335,334 |
335,334 |
82,657 |
0.25 |
0.092 |
0.092 |
30,815 |
| JPN |
-1 |
154 |
-58,949,575 |
-58,949,575 |
-40,250,643 |
0.70 |
-0.041 |
-0.035 |
2,773,814 |
| 0 |
12 |
0 |
0 |
0 |
0.60 |
-0.002 |
0.005 |
0 |
| 1 |
112 |
56,286,717 |
56,286,717 |
35,585,469 |
0.79 |
0.051 |
0.048 |
3,680,836 |
| KOR |
-1 |
40 |
-13,024,506 |
-13,024,506 |
-6,913,443 |
0.52 |
-0.162 |
-0.170 |
2,471,692 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
-0.043 |
-0.043 |
0 |
| 1 |
14 |
3,032,387 |
3,032,387 |
1,801,761 |
0.56 |
0.002 |
0.007 |
23,325 |
| MYS |
1 |
3 |
609,321 |
609,321 |
146,740 |
0.31 |
0.113 |
0.094 |
56,028 |
| NZL |
-1 |
1 |
-1,782,888 |
-1,782,888 |
-482,534 |
0.27 |
-0.166 |
-0.166 |
295,784 |
| PHL |
1 |
2 |
213,055 |
213,055 |
19,495 |
0.24 |
0.157 |
0.157 |
18,636 |
| SGP |
-1 |
3 |
-98,898 |
-98,898 |
-96,791 |
0.87 |
-0.048 |
-0.048 |
3,396 |
| 1 |
6 |
5,949,549 |
5,949,549 |
1,938,664 |
0.36 |
0.065 |
0.069 |
378,998 |
| THA |
-1 |
10 |
-6,629,870 |
-6,629,870 |
-1,594,831 |
0.23 |
-0.077 |
-0.062 |
1,066,263 |
| 1 |
14 |
10,439,605 |
10,439,605 |
2,995,541 |
0.46 |
0.055 |
0.037 |
1,432,215 |
| TWN |
-1 |
59 |
-14,176,163 |
-14,176,163 |
-12,468,673 |
0.92 |
-0.042 |
-0.032 |
669,924 |
| 1 |
35 |
18,900,578 |
18,900,578 |
11,062,737 |
0.79 |
0.100 |
0.100 |
2,159,536 |