Generated at 15:38 on Wednesday 08/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
600 |
-196,470,872 |
| 0 |
28 |
0 |
| 1 |
441 |
195,523,079 |
|
target_notional |
| target_notional |
-947,793 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
942,779 |
-947,793 |
37,962,836 |
391,993,951 |
8,242,862 |
0.002 |
-0.002 |
0.097 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-171,148,805 |
| 0 |
0 |
| 1 |
172,091,584 |
|
alpha_notional |
| alpha_notional |
37,962,836 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,835,596 |
| 0 |
0 |
| 1 |
20,127,240 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-9,790,918 |
32,008,184 |
2,087,014 |
-0.306 |
0.082 |
| CHN |
411 |
-8,306,154 |
133,234,420 |
4,777,927 |
-0.062 |
0.340 |
| HKG |
126 |
18,147,115 |
41,311,390 |
4,635,944 |
0.439 |
0.105 |
| IDN |
1 |
143,520 |
143,520 |
44,362 |
1.000 |
0.000 |
| JPN |
265 |
-6,438,428 |
107,056,755 |
2,923,197 |
-0.060 |
0.273 |
| KOR |
63 |
-9,810,431 |
16,744,148 |
2,509,169 |
-0.586 |
0.043 |
| MYS |
4 |
1,035,252 |
1,035,252 |
178,985 |
1.000 |
0.003 |
| NZL |
1 |
-1,220,423 |
1,220,423 |
357,138 |
-1.000 |
0.003 |
| PHL |
2 |
189,190 |
189,190 |
51,634 |
1.000 |
0.000 |
| SGP |
10 |
4,663,597 |
5,509,042 |
752,039 |
0.847 |
0.014 |
| THA |
26 |
8,317,341 |
16,716,496 |
1,970,276 |
0.498 |
0.043 |
| TWN |
100 |
2,122,545 |
36,825,131 |
2,088,097 |
0.058 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-20,899,551 |
| 0 |
4 |
0 |
| 1 |
16 |
11,108,633 |
| CHN |
-1 |
262 |
-70,770,287 |
| 0 |
7 |
0 |
| 1 |
142 |
62,464,133 |
| HKG |
-1 |
37 |
-11,582,138 |
| 0 |
1 |
0 |
| 1 |
88 |
29,729,253 |
| IDN |
1 |
1 |
143,520 |
| JPN |
-1 |
149 |
-56,747,592 |
| 0 |
15 |
0 |
| 1 |
101 |
50,309,164 |
| KOR |
-1 |
38 |
-13,277,290 |
| 1 |
25 |
3,466,859 |
| MYS |
1 |
4 |
1,035,252 |
| NZL |
-1 |
1 |
-1,220,423 |
| PHL |
1 |
2 |
189,190 |
| SGP |
-1 |
3 |
-422,723 |
| 1 |
7 |
5,086,320 |
| THA |
-1 |
8 |
-4,199,577 |
| 1 |
18 |
12,516,919 |
| TWN |
-1 |
62 |
-17,351,293 |
| 0 |
1 |
0 |
| 1 |
37 |
19,473,838 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-20,899,551 |
-20,899,551 |
-9,892,412 |
0.59 |
-0.141 |
-0.132 |
2,906,521 |
| 0 |
4 |
0 |
0 |
0 |
0.19 |
-0.031 |
-0.030 |
0 |
| 1 |
16 |
11,108,633 |
11,108,633 |
3,735,794 |
0.29 |
0.020 |
0.017 |
393,591 |
| CHN |
-1 |
262 |
-70,770,287 |
-70,770,287 |
-85,953,945 |
1.41 |
-0.079 |
-0.087 |
7,414,729 |
| 0 |
7 |
0 |
0 |
0 |
1.19 |
0.047 |
0.044 |
0 |
| 1 |
142 |
62,464,133 |
62,464,133 |
74,615,027 |
1.34 |
0.093 |
0.087 |
7,812,917 |
| HKG |
-1 |
37 |
-11,582,138 |
-11,582,138 |
-16,016,380 |
1.61 |
0.027 |
0.033 |
-52,211 |
| 0 |
1 |
0 |
0 |
0 |
0.41 |
0.083 |
0.083 |
0 |
| 1 |
88 |
29,729,253 |
29,729,253 |
41,334,943 |
1.58 |
0.159 |
0.156 |
5,687,413 |
| IDN |
1 |
1 |
143,520 |
143,520 |
41,601 |
0.29 |
-0.011 |
-0.011 |
-1,536 |
| JPN |
-1 |
149 |
-56,747,592 |
-56,747,592 |
-34,010,058 |
0.66 |
-0.063 |
-0.059 |
4,093,648 |
| 0 |
15 |
0 |
0 |
0 |
0.84 |
-0.019 |
-0.030 |
0 |
| 1 |
101 |
50,309,164 |
50,309,164 |
31,921,237 |
0.78 |
0.034 |
0.031 |
1,971,255 |
| KOR |
-1 |
38 |
-13,277,290 |
-13,277,290 |
-7,703,493 |
0.53 |
-0.179 |
-0.179 |
2,591,662 |
| 1 |
25 |
3,466,859 |
3,466,859 |
1,974,687 |
0.56 |
-0.010 |
0.002 |
-29,744 |
| MYS |
1 |
4 |
1,035,252 |
1,035,252 |
257,473 |
0.28 |
0.083 |
0.058 |
90,809 |
| NZL |
-1 |
1 |
-1,220,423 |
-1,220,423 |
-356,536 |
0.29 |
-0.133 |
-0.133 |
161,746 |
| PHL |
1 |
2 |
189,190 |
189,190 |
7,958 |
0.25 |
0.004 |
0.004 |
-2,601 |
| SGP |
-1 |
3 |
-422,723 |
-422,723 |
-329,022 |
0.92 |
-0.101 |
-0.101 |
57,494 |
| 1 |
7 |
5,086,320 |
5,086,320 |
1,583,992 |
0.42 |
0.011 |
-0.002 |
96,228 |
| THA |
-1 |
8 |
-4,199,577 |
-4,199,577 |
-1,112,203 |
0.24 |
-0.002 |
-0.004 |
23,689 |
| 1 |
18 |
12,516,919 |
12,516,919 |
4,823,321 |
0.52 |
0.110 |
0.104 |
2,053,805 |
| TWN |
-1 |
62 |
-17,351,293 |
-17,351,293 |
-15,774,757 |
0.93 |
-0.035 |
-0.028 |
638,318 |
| 0 |
1 |
0 |
0 |
0 |
0.76 |
0.042 |
0.042 |
0 |
| 1 |
37 |
19,473,838 |
19,473,838 |
11,795,550 |
0.81 |
0.097 |
0.097 |
2,055,100 |