Generated at 15:42 on Thursday 08/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
578 |
-188,948,887 |
| 0 |
37 |
0 |
| 1 |
429 |
187,616,368 |
|
target_notional |
| target_notional |
-1,332,520 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
638,673 |
-1,332,520 |
37,002,543 |
376,565,255 |
8,115,533 |
0.002 |
-0.004 |
0.098 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-164,498,190 |
| 0 |
0 |
| 1 |
165,136,863 |
|
alpha_notional |
| alpha_notional |
37,002,543 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,465,979 |
| 0 |
0 |
| 1 |
19,536,564 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-9,396,979 |
30,707,273 |
2,026,460 |
-0.306 |
0.082 |
| CHN |
401 |
-8,838,737 |
127,804,709 |
4,699,705 |
-0.069 |
0.339 |
| HKG |
126 |
17,866,421 |
40,078,346 |
4,581,135 |
0.446 |
0.106 |
| IDN |
1 |
0 |
0 |
0 |
nan |
0.000 |
| JPN |
254 |
-5,595,620 |
100,569,559 |
2,799,747 |
-0.056 |
0.267 |
| KOR |
63 |
-9,964,094 |
16,915,497 |
2,542,291 |
-0.589 |
0.045 |
| MYS |
4 |
1,042,620 |
1,042,620 |
182,020 |
1.000 |
0.003 |
| NZL |
1 |
-1,446,659 |
1,446,659 |
423,359 |
-1.000 |
0.004 |
| PHL |
2 |
190,333 |
190,333 |
51,978 |
1.000 |
0.001 |
| SGP |
10 |
4,085,044 |
5,387,983 |
676,332 |
0.758 |
0.014 |
| THA |
26 |
8,849,642 |
15,631,082 |
1,943,056 |
0.566 |
0.042 |
| TWN |
99 |
1,875,509 |
36,791,197 |
2,044,268 |
0.051 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-20,052,126 |
| 0 |
4 |
0 |
| 1 |
15 |
10,655,147 |
| CHN |
-1 |
254 |
-68,321,723 |
| 0 |
9 |
0 |
| 1 |
138 |
59,482,986 |
| HKG |
-1 |
37 |
-11,105,962 |
| 0 |
4 |
0 |
| 1 |
85 |
28,972,383 |
| IDN |
0 |
1 |
0 |
| JPN |
-1 |
139 |
-53,082,589 |
| 0 |
16 |
0 |
| 1 |
99 |
47,486,969 |
| KOR |
-1 |
38 |
-13,439,796 |
| 1 |
25 |
3,475,702 |
| MYS |
1 |
4 |
1,042,620 |
| NZL |
-1 |
1 |
-1,446,659 |
| PHL |
1 |
2 |
190,333 |
| SGP |
-1 |
3 |
-651,469 |
| 0 |
1 |
0 |
| 1 |
6 |
4,736,514 |
| THA |
-1 |
6 |
-3,390,720 |
| 0 |
2 |
0 |
| 1 |
18 |
12,240,362 |
| TWN |
-1 |
62 |
-17,457,844 |
| 1 |
37 |
19,333,353 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-20,052,126 |
-20,052,126 |
-8,868,375 |
0.57 |
-0.158 |
-0.160 |
3,300,980 |
| 0 |
4 |
0 |
0 |
0 |
0.54 |
-0.089 |
-0.112 |
0 |
| 1 |
15 |
10,655,147 |
10,655,147 |
3,514,903 |
0.29 |
0.009 |
0.003 |
206,539 |
| CHN |
-1 |
254 |
-68,321,723 |
-68,321,723 |
-82,924,169 |
1.40 |
-0.075 |
-0.078 |
7,036,540 |
| 0 |
9 |
0 |
0 |
0 |
1.27 |
-0.031 |
-0.005 |
0 |
| 1 |
138 |
59,482,986 |
59,482,986 |
70,852,583 |
1.35 |
0.088 |
0.085 |
7,114,649 |
| HKG |
-1 |
37 |
-11,105,962 |
-11,105,962 |
-15,662,549 |
1.59 |
0.019 |
0.013 |
102,298 |
| 0 |
4 |
0 |
0 |
0 |
1.75 |
0.126 |
0.111 |
0 |
| 1 |
85 |
28,972,383 |
28,972,383 |
40,509,305 |
1.57 |
0.155 |
0.154 |
5,534,512 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.010 |
-0.010 |
0 |
| JPN |
-1 |
139 |
-53,082,589 |
-53,082,589 |
-31,657,902 |
0.65 |
-0.056 |
-0.052 |
3,457,639 |
| 0 |
16 |
0 |
0 |
0 |
0.70 |
-0.022 |
-0.025 |
0 |
| 1 |
99 |
47,486,969 |
47,486,969 |
30,009,026 |
0.79 |
0.046 |
0.040 |
2,328,768 |
| KOR |
-1 |
38 |
-13,439,796 |
-13,439,796 |
-7,816,921 |
0.53 |
-0.183 |
-0.185 |
2,720,188 |
| 1 |
25 |
3,475,702 |
3,475,702 |
1,973,845 |
0.56 |
-0.015 |
-0.002 |
-19,855 |
| MYS |
1 |
4 |
1,042,620 |
1,042,620 |
259,807 |
0.28 |
0.082 |
0.052 |
97,565 |
| NZL |
-1 |
1 |
-1,446,659 |
-1,446,659 |
-422,629 |
0.29 |
-0.139 |
-0.139 |
201,350 |
| PHL |
1 |
2 |
190,333 |
190,333 |
8,006 |
0.25 |
0.061 |
0.061 |
-3,469 |
| SGP |
-1 |
3 |
-651,469 |
-651,469 |
-480,222 |
0.92 |
-0.090 |
-0.090 |
86,939 |
| 0 |
1 |
0 |
0 |
0 |
0.52 |
-0.009 |
-0.009 |
0 |
| 1 |
6 |
4,736,514 |
4,736,514 |
1,425,384 |
0.41 |
0.031 |
0.030 |
115,695 |
| THA |
-1 |
6 |
-3,390,720 |
-3,390,720 |
-770,713 |
0.25 |
0.016 |
0.009 |
-42,135 |
| 0 |
2 |
0 |
0 |
0 |
0.23 |
0.077 |
0.077 |
0 |
| 1 |
18 |
12,240,362 |
12,240,362 |
4,753,201 |
0.52 |
0.116 |
0.112 |
2,027,215 |
| TWN |
-1 |
62 |
-17,457,844 |
-17,457,844 |
-15,894,712 |
0.93 |
-0.038 |
-0.029 |
602,179 |
| 1 |
37 |
19,333,353 |
19,333,353 |
11,830,802 |
0.81 |
0.092 |
0.091 |
2,134,946 |