Generated at 17:43 on Thursday 07/31/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
613 |
-200,036,504 |
| 0 |
9 |
0 |
| 1 |
438 |
199,572,177 |
|
target_notional |
| target_notional |
-464,328 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
78,573 |
-464,328 |
39,434,126 |
399,608,681 |
1 |
0.000 |
-0.001 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,809,950 |
| 0 |
0 |
| 1 |
177,888,522 |
|
alpha_notional |
| alpha_notional |
39,434,126 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,200,052 |
| 0 |
0 |
| 1 |
21,234,073 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-10,002,695 |
29,336,486 |
1 |
-0.341 |
0.073 |
| CHN |
397 |
-9,935,668 |
135,911,774 |
1 |
-0.073 |
0.340 |
| HKG |
133 |
19,035,763 |
42,540,966 |
1 |
0.447 |
0.106 |
| IDN |
1 |
335,426 |
335,426 |
1 |
1.000 |
0.001 |
| JPN |
278 |
-3,477,877 |
116,984,703 |
1 |
-0.030 |
0.293 |
| KOR |
54 |
-9,996,266 |
16,042,114 |
1 |
-0.623 |
0.040 |
| MYS |
3 |
609,642 |
609,642 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,778,086 |
1,778,086 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
205,652 |
205,652 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,923,991 |
6,079,273 |
1 |
0.974 |
0.015 |
| THA |
24 |
4,195,558 |
16,624,953 |
1 |
0.252 |
0.042 |
| TWN |
95 |
4,420,231 |
33,159,604 |
1 |
0.133 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-19,669,591 |
| 1 |
18 |
9,666,895 |
| CHN |
-1 |
250 |
-72,923,721 |
| 0 |
2 |
0 |
| 1 |
145 |
62,988,053 |
| HKG |
-1 |
41 |
-11,752,602 |
| 0 |
2 |
0 |
| 1 |
90 |
30,788,365 |
| IDN |
1 |
1 |
335,426 |
| JPN |
-1 |
164 |
-60,231,290 |
| 0 |
5 |
0 |
| 1 |
109 |
56,753,413 |
| KOR |
-1 |
40 |
-13,019,190 |
| 1 |
14 |
3,022,924 |
| MYS |
1 |
3 |
609,642 |
| NZL |
-1 |
1 |
-1,778,086 |
| PHL |
1 |
2 |
205,652 |
| SGP |
-1 |
3 |
-77,641 |
| 1 |
7 |
6,001,632 |
| THA |
-1 |
10 |
-6,214,698 |
| 1 |
14 |
10,410,256 |
| TWN |
-1 |
60 |
-14,369,686 |
| 1 |
35 |
18,789,917 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-19,669,591 |
-19,669,591 |
-9,438,913 |
0.56 |
-0.110 |
-0.103 |
2,190,486 |
| 1 |
18 |
9,666,895 |
9,666,895 |
3,506,918 |
0.34 |
0.003 |
-0.001 |
67,842 |
| CHN |
-1 |
250 |
-72,923,721 |
-72,923,721 |
-88,480,001 |
1.40 |
-0.088 |
-0.090 |
8,173,581 |
| 0 |
2 |
0 |
0 |
0 |
1.16 |
-0.034 |
-0.034 |
0 |
| 1 |
145 |
62,988,053 |
62,988,053 |
77,554,180 |
1.35 |
0.087 |
0.087 |
7,968,471 |
| HKG |
-1 |
41 |
-11,752,602 |
-11,752,602 |
-15,887,421 |
1.58 |
0.038 |
0.041 |
54,054 |
| 0 |
2 |
0 |
0 |
0 |
1.20 |
0.082 |
0.082 |
0 |
| 1 |
90 |
30,788,365 |
30,788,365 |
42,251,851 |
1.56 |
0.173 |
0.166 |
6,380,797 |
| IDN |
1 |
1 |
335,426 |
335,426 |
97,229 |
0.29 |
0.097 |
0.097 |
32,376 |
| JPN |
-1 |
164 |
-60,231,290 |
-60,231,290 |
-41,551,921 |
0.70 |
-0.058 |
-0.054 |
3,790,351 |
| 0 |
5 |
0 |
0 |
0 |
0.79 |
0.019 |
0.019 |
0 |
| 1 |
109 |
56,753,413 |
56,753,413 |
36,243,841 |
0.79 |
0.035 |
0.030 |
2,996,231 |
| KOR |
-1 |
40 |
-13,019,190 |
-13,019,190 |
-7,064,156 |
0.52 |
-0.168 |
-0.180 |
2,469,477 |
| 1 |
14 |
3,022,924 |
3,022,924 |
1,654,951 |
0.52 |
-0.021 |
-0.019 |
-54,410 |
| MYS |
1 |
3 |
609,642 |
609,642 |
140,463 |
0.27 |
0.091 |
0.076 |
44,073 |
| NZL |
-1 |
1 |
-1,778,086 |
-1,778,086 |
-519,453 |
0.29 |
-0.146 |
-0.146 |
259,544 |
| PHL |
1 |
2 |
205,652 |
205,652 |
17,275 |
0.25 |
0.127 |
0.127 |
24,310 |
| SGP |
-1 |
3 |
-77,641 |
-77,641 |
-78,408 |
0.92 |
-0.029 |
-0.029 |
1,155 |
| 1 |
7 |
6,001,632 |
6,001,632 |
2,061,093 |
0.42 |
0.060 |
0.045 |
402,547 |
| THA |
-1 |
10 |
-6,214,698 |
-6,214,698 |
-2,019,537 |
0.29 |
-0.043 |
-0.059 |
417,852 |
| 1 |
14 |
10,410,256 |
10,410,256 |
3,354,720 |
0.51 |
0.074 |
0.063 |
1,405,120 |
| TWN |
-1 |
60 |
-14,369,686 |
-14,369,686 |
-12,770,140 |
0.94 |
-0.049 |
-0.037 |
843,552 |
| 1 |
35 |
18,789,917 |
18,789,917 |
11,006,001 |
0.78 |
0.093 |
0.088 |
1,966,715 |